1. Introduction
This work is dedicated to the study of a nonlinear initial value problem that combines partial derivatives and so-called Mahler transforms with a leading term expressed by means of a formal differential operator of infinite order, with the shape
for prescribed vanishing initial condition
. The constituents comprising (
1) are described as follows.
The constant is a positive real number and is a given natural number.
The elements and stand for polynomials with complex coefficients.
The expression represents a polynomial in , a linear map in the arguments , for , where I denotes some finite subset of the positive natural numbers and a bounded holomorphic function with respect to z on a horizontal strip in of the form , for a given real number .
The forcing term embodies a polynomial function in t with bounded holomorphic coefficients on .
The symbol
is tagged as the Mahler transform and acts on time
t through
for all
.
The operators (
2) arise from the so-called Mahler equations which are linear functional equations of the form
for some given integers
,
and rational coefficients
. The study of these equations is nowadays a very active field of research. Many authors have recently contributed to the understanding of the structure of their solutions and have established bridges with other branches of mathematics such as automata theory or transcendence results in number theory. For the links with automatic sequences and the famous Cobham’s theorem, we refer to the seminal paper [
1] by B. Adamczewski and J.P. Bell. For Galoisian aspects and hypertranscendence results related to (
3), we refer to the recent work [
2] by B. Adamczewski, T. Dreyfus and C. Hardouin. The algebraic structure of the solutions involving so-called Hahn series has been investigated in the series of papers [
11,
12] by J. Roques and [
6] by C. Faverjon and J. Roques.
Mixed type equations comprising Mahler and differential operators have been much less examined, however recent substantial contributions show that they represent a propitious direction for upcoming research. Indeed, the case of coupled systems of linear differential equations and Mahler equations of the form
where
are
matrices with rational coefficients in
and integer
are considered in the work [
13] by R. Schäfke and M. Singer and the general form of their meromorphic solutions on the universal covering
are unveiled. In the paper [
10], S. Ōuchi addresses functional equations containing both difference and Mahler operators of the form
for some integer
, complex coefficients
and given holomorphic maps
and
near the origin in
. He establishes the existence of a formal power series solution
that is proved to be
summable in suitable directions (see Definition 3 of this work or the textbooks [
3] and [
4] for the definition of
summability). More recently, in a work in progress [
14], H. Yamazawa extends the above statement to more general functional equations with shape
where
L is a general linear differential operator of finite order with holomorphic coefficients on a disc
, with radius
centered at 0, for which formal power series solutions
are shown to be multisummable in appropriate multidirections in the sense defined in [
3], Chapter 6.
The results reached in this paper are holding the line of our previous joint study [
9] with A. Lastra where we addressed the next nonlinear problem
for given vanishing initial data
. The constant
represents some well chosen positive real number and
q is taken in the open interval
. Here
and
stand for polynomials and the forcing term
f is built up in a similar way as above. The symbol
, for
(where
J stands for a finite subset of the positive real numbers
), is labeled as the Moebius transform operating on time
t by means of
An additional dependence with respect to a complex parameter
is assumed compared to (
1) which gives (
4) the quality of a singularly perturbed equation.
For some suitable bounded sector
edged at 0 in
and a set
of bounded sectors edged at 0 whose union contains a full neighborhood of 0 in
, we construct genuine bounded holomorphic solutions
to (
4) on the product
, expressed through a Laplace transform of order
q and Fourier inverse transform
along well chosen halflines
with
, where
represents a function called
Borel-Fourier map featuring exponential growth of order
q on some sector containing
with respect to
u, showing exponential decay relatively to
m on
and relying analytically on
near 0. Furthermore, the partial maps
are shown to share on the sectors
a common asymptotic expansion
which represents a formal power series in
with bounded holomorphic coefficients
,
, on the product
. This asymptotic expansion turns out to be (at most) of Gevrey order
meaning that constants
can be singled out with
for all integers
, whenever
.
The leading term of (
4) consists in a formal differential operator of infinite order with respect to
t,
where
stands for the
th iterate of the irregular differential operator
. The reason for the appearance of such a principal term with infinite order is triggered by the presence of the Moebius transforms
,
, which forbids leading finite order differential operators.
In the present contribution, our aim is to carry out a similar procedure by means of Fourier-Laplace transforms in order to construct solutions to (
1) and to related problems to (
1). However, the occurence of the Mahler transforms
in the main term
P of (
1) modifies utterly the whole picture in comparison with [
9].
As a first major change, the choice of a principal term with shape (
5) is now insufficient to guarantee the construction of solutions to (
1) in our framework. We supplant it by an exponential formal differential operator of higher order
The reasons for such an option will be motivated later on in the introduction.
Under fitting conditions on the shape of our main equation (
1) itemized in the statement of Theorem 1,
Section 5, we can construct a formal power series
whose coefficients
,
, are bounded holomorphic on
, which solves (
1) with vanishing initial data
. This formal series is built up through a Borel-Laplace method similar to the classical
summability approach discussed in [
3], that we call
summability, whose basic results are recalled in Subsection 3.2.1. It means that we can exhibit analytic maps
on products
where
stands for a bounded sector edged at 0 with some small radius
, well chosen bisecting direction
(among a set
explicitely depicted in Lemma 2) and opening
slightly larger than
, such that
-
the map
is expressed as Fourier-Laplace transform
where
is called the
Borel transform of
with respect to
t (see Definition 3) which
- –
defines an analytic map with respect to with (at most) exponential growth of order k on a union , where is a disc with small radius and is an unbounded sector bisected by d, edged at 0 with small aperture,
- –
represents a continuous function relatively to m on with exponential decay at infinity.
the partial map
is the unique holomorphic map on
which has the formal series
as asymptotic expansion of Gevrey order
, meaning that one can find two constants
for which
holds for all integers
, provided that
.
Another substantial contrast between the problems (
1) and (
4) lies in the observation that the holomorphic maps
do not (in general) obey the main equation solved by
(see the concluding remark of the work). Instead,
is shown to solve two different related functional differential equations (
225) or (
226) depending on the location of the unbounded sector
in
, see Theorem 2 in
Section 5.
In Subsection 3.2.2, we show that the action of the Mahler operator
, for
, on the formal series
is described by some integral operator acting on its
Borel transform
,
along a closed Hankel path
confined nearby the origin in
. These operators are derived from a version of the
analytic deceleration operators introduced by J. Écalle, which turn out to be the inverse for the composition of the so-called
analytic acceleration operators which play a central role in the theory of multisummability, see [
3], Chapters 5 and 6. As shown in Proposition 7, it comes out that the kernel
appearing in (
6) has (at most) an exponential growth rate of order
on the sector
, which implies that the analytic map
itself owns upper bounds of the form
provided that
, for some constant
and map
with exponential decay on
, see Sublemma 1 and 2. As a result, the presence of an infinite order operator with the shape
in the leading term of (
1) seems mandatory since it acts in the Borel plane on
as the multiplication by the map
whose exponential growth rate on the sector
is of order
which exceeds
, for
, and compensates the bounds (
7). Furthermore, we have favored the cosh function instead of the exponential function exp since it allows a larger choice of sectors
in both the left and right halfplanes
and
.
The exceeding growth rate (
7) coming from the action of the Mahler operator
in the Borel plane also compromises the
sum
of
to become a genuine solution to (
1) since only functions with (at most) exponential growth of order
k are Laplace transformable. However, we can exhibit some modified functional equations displayed in (
225) or (
226) involving the analytic transforms (
6) that
is shown to obey.
4. Solving the Integral Equation in a Banach Space of Functions with Exponential Growth on Sectors and Decay on the Real Line
In this section, we investigate the existence and unicity of a genuine solution to the above integral equation (
72) in the Banach space of functions described in the next definition
Definition 5.
Let be an unbounded sector edged at 0 with bisecting direction . Let be positive real numbers. We consider the natural number and the real numbers prescribed in Section 2. We denote the vector space of continuous functions on the product , which are holomorphic with respect to τ on the union for which the norm
is finite. The space equipped with the norm turns out to be a complex Banach space.
These Banach spaces appear for the first time in the previous paper [
7] by A. Lastra and the author.
Our strategy consists in rewriting our main integral equation (
72) as a fixed point equation (see (
195) below) for which a solution can be constructed in the above Banach space given in Definition 5 for well adjusted parameters
and
. In order to recast (
72) into (
195), we need to divide both sides of (
72) by the map
given in (
71) provided that the Borel variable
is taken in the vicinity of the origin and along a well chosen unbounded sector, given that the fourier mode
m is ranged over
.
In the next lemma, we provide some crucial lower bounds for on fitting unbounded domains.
Lemma 2. Provided that the aperture of the sector diplayed in (13) and that the difference of the inner and outer radius of are taken small enough, there exists a non empty subset of and a small radius with the next features:
For all , one can select an unbounded sector edged at 0 with bisecting direction d.
-
To the above chosen sector , one can attach two constants (relying on and ), (depending on and k) with the following lower bounds
for all , all .
Proof. For all
, we set
. In a first step, we need to find the complex solutions of the equation
We notice that this equation (
75) is equivalent to
If one sets the quantity
for all
, then (
76) has two infinite sets of solutions
and
given by explicit expressions
for all
and
with
for all
and
. Namely, owing to the relation
for all
, we observe that both expressions (
78) and (
79) are well defined since
and
are not vanishing quantities and furthermore that the next symmetry occurs
for all integers
and
.
At the next stage, we describe the complex solutions of the equation
From the above discussion, we deduce that the complex zeros of (
81) are given by the union of the roots of the next algebraic equations
with
for all
. For each
, the
distinct roots of (
82) are given by
and the
distinct roots of (
83) are expressed through
for all
, all
. Furthermore, we notice the symmetry relations
with
provided that
, for any given
and
.
Bearing in mind from (
14), that
belongs to the sector
for all
, provided that the aperture
of
and the difference
are chosen small enough, there exist directions
for which an unbounded sector
edged at 0 with bisecting direction
d can be singled out in a way that
For later use, we choose the sector
with the further assumption that for all
such that
, the next condition
holds. We denote
the set of all directions
d in
for which sectors
can be selected fulfilling the above two features (
86) and (
87).
Now, we explain which constraints are set on the radius
. Provided that
is chosen close enough to 0, one can choose a small radius
such that
for all
, where
stands for the disc centered at 1 with radius
. Then, we select the sector
in a way that
For the rest of the proof, we choose a sector for and a disc as above.
We first come up with lower bounds for the map
on the domains
, for any prescribed large radius
. Namely, we factorize
in the form
for all
, all
. Owing to the constraints (
86), (
88) along with (
89) and according to (
14), for each given radius
(as large as we want), we can find a constant
such that
for all
with
. Combining (
90) and (
91) yields lower bounds of the form
for all
and
.
In the last part of the proof, lower bounds for large values of
on
are exhibited. We write
in the form
, for radius
and angle
. Then,
According to our choice of
subjected to (
87), two cases arise.
Case 1. There exists a constant
(depending on
and
k) such that
for all
with
. We perform the next factorization
which allows us to rephrase the next difference as a product
where
for all
,
. According to (
94), we note that
whenever
. Besides, observing that
and keeping in mind that
, for all
, we get some constant
and a radius
(large enough) for which
for all
with
and all
.
Eventually, in gathering the factorizations (
90) and (
96) together with the lower bounds (
98) and (
99), we arrive at the lower bounds
provided that
with
and
. At last, combining these last bounds (
100) and (
92) for
, we arrive at the awaited lower bounds (
74) for some small constant
and
.
Case 2. A constant
(depending on
and
k) can be singled out for which
holds for all
with
. In that case, we do factorize
and recast the next difference at a product in the form
where
for all
,
. Based on our hypothesis (
101), we remark that
as long as
. On the other hand, since
and granting that
, for all
, some constant
and a radius
(large enough) can be deduced for which
for all
with
and all
.
In conclusion, the factorizations (
90) and (
103) combined with the lower bounds (
105) and (
106) yield the next lower bounds
whenever
with
and
. Finally, these latter bounds (
107) gathered with (
92) for
give rise to the expected lower bounds (
74) for some small constant
and
. □
We now introduce the map
acting on the Banach spaces of Definition 5 for which the fixed point theorem will be applied, namely
In the next proposition, we show that acts on the Banach space for well chosen parameters and directions d as a shrinking map. This result is central in our work.
Proposition 9.
Let be a fixed real number and let be prescribed as in Section 2. Let us assume that the sector introduced in (13) is selected as in Lemma 2. We choose an unbounded sector for some direction and a disc for a suitably small fixed as in Lemma 2. We make the following additional restriction on the constant which is asked to obey the next inequality
where is the constant appearing in (74) from Lemma 2.
Under the assumption that the constants for set up in (22) and the quantity are taken adequately small, one can sort a constant such that the map enjoys the next properties
-
holds where stands for the closed ball of radius centered at 0 in the space .
-
occurs whenever .
Proof. We focus on the first item 1. Let
be an element of
. By definition, the next inequality
holds for all
, all
.
In the next six lemma, we provide upper norm bounds for each piece composing the map . The elements of the first sum of operators is minded in the next
Lemma 3.
Let with and . We can find some constant (relying on ) with
for all .
Proof. We remind from
Section 2 that
is a polynomial of degree
and
is a polynomial of degree
not vanishing on
, for all
. As a result, two constants
can be found with
for all
.
Let
. Based on the definition of
given in (
22), the lower bounds (
74) reached in Lemma 2 together with the upper bounds (
112) and the above inequalities (
114), we obtain
for all
,
. Besides, the triangular inequality
holds for all
and we can choose a constant
such that
Gathering (
115), (
116) and (
117), we come up with
where
provided that
,
. Owing to Lemma 2.2 of [
5], under the assumptions made in (
11) and (
21), a constant
can be deduced with
for all
. At last, joining (
118) and (
120) yields a constant
for which
as long as
,
, which is tantamount to (
113). □
The elements of the second sum of operators are considered in the next
Lemma 4.
We set with and . Then, a constant (depending upon ) can be picked out such that
for all .
Proof. Take
an element of
. On the ground of the definition
displayed in (
22), the lower bounds (
74) stated in Lemma 2 together with the upper bounds (
112) and the polynomial inequalities (
114), we reach
for all
,
. By applying the change of variable
, for
, a constant
is deduced with
for all
.
Collecting (
123), (
116) and (
124) we land up at
where
is given by (
119), as long as
,
. Eventually, gathering (
125) and (
120) gives rise to a constant
(hinging on
) with
for all
,
, which is equivalent to (
122). □
The components of the third sum of operators are upper bounded in the following
Lemma 5.
Let with and . There exists a constant (relying on ) such that
for all .
Proof. In the first part of the proof, we provide upper bounds for the integral map
for
and
. Indeed, the next auxiliary result holds.
Sublemma 1.
1) For any , there exists a constant with
for all , all .
2) One can pinpoint a constant such that
for all with , all .
Proof. Let us consider
. We observe that the bounds (
112) hold. Owing to our assumption (
9) and according to the construction of the integral operator
discussed in Proposition 6, for any fixed
, one chooses a direction
and a positive real number
such that
From the definition of the Hankel path
, for any
, one can split the integral
as a sum of three pieces
where
whose integration path is the segment
, for some small
and
along the arc of circle
along with
where
.
In the next step of the proof, we display bounds for each piece of the splitting (
132).
We first provide bounds for and .
According to Proposition 7 2), we can find a constant
such that
provided that
or
. Then, under the assumption (
10) and bearing in mind the bounds (
112) together with (
136), we are given a constant
such that
together with
At a second stage, we discuss bounds for . Two cases arise.
Case a. We assume that
. We need upper bounds for the kernel
provided that
. According to the decomposition (
53), we observe the next factorization
where
is an entire function on
(as shown in Lemma 1). In particular, the function
is bounded by some constant
on the disc
. As a result,
provided that
and
, since in particular
and
, which yields the bounds
for all
and
. These latter bounds (
141) together with (
112) allow us to find some constant
such that
for all
.
At last, from the decomposition (
132) and the three estimates (
137), (
138) and (
142), we deduce the awaited bounds (
129) from the first point 1).
Case b. We assume that
with
. According to Proposition 7 1), we come up with a constant
such that
for all
. These last bounds (
143) combined with (
112) beget a constant
such that
for all
.
In conclusion, the decomposition (
132) together with the three bounds (
137), (
138) and (
144) trigger the expected bounds (
130) in the second point 2). □
We set
for
,
. Taking heed of the definition
displayed in (
22), the lower bounds (
74) stated in Lemma 2 together with the upper bounds (
129) for
along with (
130) and the polynomial inequalities (
114), we arrive at
provided that
,
.
Two situations ensue. In the case
, we observe that
and in the situation
, we notice that
. In both cases, under the assumption (
109), we deduce a constant
with
for all
.
The collection of (
146), (
116) and (
147) spawns
where
is stated in (
119), whenever
,
. Finally, the last bounds (
148) and (
120) foster a constant
(depending on
) with
for all
,
, which can be recast as (
127).
The constituents of the fourth sum involved in (
108) are evaluated in the next
Lemma 6.
We select with and . Then a constant (relying on ) can be found such that
provided that .
Proof. The proof follows closely the one displayed for Lemma 5. The first part of the discussion is devoted to upper bounds for the integral map
where by definition
for all
and
. Namely, the following statement holds.
Sublemma 2.
1) For any prescribed , there exists a constant with
provided that and .
2) A constant can be singled out such that
as long as with and .
Proof. We set up
and we take
for some given
. Keeping the same notations as in Lemma 5, we can break up the integral
in three parts
where
and
together with
where the paths of integration are the same as in the integrals (
133), (
134) and (
135).
In the ongoing part of the proof, we disclose bounds for each piece of the decomposition (
155). As a preliminary, we rearrange the map (
152) by means of the parametrization
where
,
and from the bounds (
112), we observe that
for all
,
and
.
Bounds for the integrals and along segments are first achieved.
On the ground of the bounds (
136), the factorization (
159) and the upper estimates (
160), under the assumption (
10), a constant
can be reached with
together with
In the next phase, bounds for the integral along the arc of circle are devised. Two cases are distinguished.
Case a. The variable
belongs to
. Based on the bounds (
141), the factorization (
159) and the upper estimates (
160), we are given a constant
such that
for all
.
Eventually, departing from the splitting (
155) and taking heed of the three upper bounds (
161), (
162) and (
163), the due bounds (
153) from the first point 1) are established.
Case b. The variable
is assumed to belong to
under the constraint
. Acquired from the bounds (
143), the factorization (
159) and the upper estimates (
160), a constant
exists such that
for all
.
In conclusion, from the splitting (
155) together with the three upper bounds (
161), (
162) and (
164), the forecast bounds (
154) from the second point 2) hold. □
The remaining part of the proof is similar to the one of Lemma 5. Namely, we define
provided that
,
. The definition
displayed in (
22), the lower bounds (
74) established in Lemma 2, the upper bounds (
153) for
along with (
154) and the polynomial inequalities (
114), beget the next inequality
as long as
,
.
Two alternative arise. In the case
, we observe that
and in the situation
, we notice that
. Under the assumption (
109), needed only in the case
, we deduce a constant
with
for all
.
The gathering of (
166), (
116) and (
167) yields
where
is defined in (
119), whenever
,
. Finally, the last bounds (
168) and (
120) trigger a constant
(depending on
) with
provided that
,
, which can be rewritten using norms as (
150).
An integral expression related to the fifth building block of (
108) is assessed in the next
Lemma 7.
One can single out a constant (relying on ) with
for all .
Proof. Let us take
. Owing to the bounds (
112), we deduce the next upper estimates
and
for all
, all
, with
. Besides, since
and
are polynomials, two constants
can be exhibited such that
for all
. From these latter bounds and bearing in mind the lower estimates (
74), we come up to
for all
,
. Moreover, by using the change of variable
, for
, one can select a constant
such that
Combining (
174) and (
175) prompts
provided that
,
, where
According to Lemma 2.2 of [
5] and under the assumptions (
12) and (
21), a constant
is obtained with
for all
. Finally, from (
176) and (
178) we deduce a constant
(depending on
) with
for all
,
which precisely means that (
170) holds true. □
In the next lemma, the tail piece of (
108) is investigated.
Lemma. 8.
A constant (depending on , , ) can be singled for which
Proof. By definition of (
24), we notice that
for all
. Besides, according to the geometric assumption (
14) and the lower bounds (
74) reached in Lemma 2, we see that
for all
, all
. As a result, we get
provided that
,
. Since
does not contain the origin, a constant
can be pinpointed such that
Lastly, adding up (
183) and (
184), we arrive at
as long as
,
. Lemma 8 follows. □
Now, we choose the constants
for
and
close enough to 0 in a manner that one can find some radius
fulfilling the next constraint
for the constants
,
and
appearing in the above lemmas. Eventually, the appliance of the bounds recorded in the lemmas 3, 4, 5, 6, 7 and 8 under the condition (
186) yields the expected inclusion (
110).
We turn to the second item 2. Let us fix the radius as above and select . In the next list of lemmas, we discuss bounds for each piece of the difference .
A direct issue of Lemma 3 gives rise to
Lemma. 9.
Take with and . Then,
holds for the constant disclosed in Lemma 3.
As a consequence of Lemma 4, we obtain
Lemma. 10.
Let with and . Then,
holds for the constant croping up in Lemma 4.
An application of Lemma 5 yields
Lemma. 11.
Let with and . The next inequality
holds for the constant appearing in Lemma 5.
Lemma 6 enables to set up the next
Lemma. 12.
We choose with and . Then,
holds true for the constant showing up in Lemma 6.
In order to control the norm of the nonlinear terms of the difference
, we rewrite the next difference as a sum
As a result of Lemma 7 and the above reordering (
191), we come up with the next
Lemma. 13.
holds where is the constant arising in Lemma 7.
We adjust the constants
,
and
nearby the origin in a way that the next restriction
holds. The collection of lemmas 9,10,11,12 and 13, accounting of the above condition (
193) yields the contraction property (
111).
At the end, we choose the constants
for
and
appropriately close to 0, along with a radius
in a manner that both conditions (
186) and (
193) hold at once. It follows that the map
obeys both features (
110) and (
111). Proposition 9 follows.
The next proposition provides sufficient conditions for which the auxiliary equation (
72) is endowed with a solution in the Banach space described in Definition 5.
Proposition 10.
Under the assumptions made in the statement of Proposition 9, we can find a constant for which the auxiliary equation (72) hosts a unique solution which belongs to the space and is subjected to the bounds
Proof. For
suitably chosen as in Proposition 9, we observe that the map
induces a contractive application from the metric space
into itself, where
stands for the closed ball of radius
centered at 0 in
and the distance
d is induced from the norm
by the expression
. Since
is a Banach space, the metric space
is complete. Then, according to the classical contractive mapping theorem, the map
has a fixed point we denote
in
, meaning that
which implies in particular that the analytic map
solves the equation (
72). Proposition 10 ensues. □