2015 ODE Bessel
2015 ODE Bessel
2015 ODE Bessel
c Allerton Press, Inc., 2015.
Original Russian Text
c A. R. Meszaros, K. Shamseddine, 2015, published in Izvestiya NAN Armenii. Matematika, 2015, No. 2, pp. 53-68.
DIFFERENTIAL EQUATIONS
1. INTRODUCTION
Solutions of linear ordinary dierential equations and some Bessel-type special functions on the Levi-
Civita eld R [5, 6] are presented in this paper. 1 We recall that the elements of R are functions from Q
to R with left-nite support (denoted by supp). That is, below every rational number q, there are only
nitely many points where the given function does not vanish. For the further discussion, it is convenient
to introduce the following terminology.
Denition 1.1 (, , , =r ). For x = 0 in R, we let (x) = min(supp(x)), which exists because of
the left-niteness of supp(x), and we let (0) = +.
Given x, y = 0 in R, we say that x y if (x) = (y), and x y if (x) = (y) and x[(x)] =
y[(y)].
Given x, y R and r R, we say that x =r y if x[q] = y[q] for all q r.
At this point, these denitions may look somewhat arbitrary, but after having introduced an order
on R, we will see that describes orders of magnitude, the relation corresponds to agreement up
to innitely small relative error, while corresponds to agreement of order of magnitude. The set R is
endowed with formal power series multiplication and componentwise addition, which make it into a eld
(see [3]) in which we can isomorphically embed R as a subeld via the map : R R dened by
x if q = 0
(x)[q] = (1.1)
0 otherwise.
*
E-mail: alpar.meszaros@math.u-psud.fr
**
E-mail: khodr.shamseddine@umanitoba.ca
1
The research of the rst author was conducted in the frames of TAMOP 4.2.4. A/2-11-1-2012-0001 National Excellence
Program Elaborating and operating an inland student and researcher personal support system. The project was
subsidized by the European Union and co-nanced by the European Social Fund.
53
54 MESZAROS, SHAMSEDDINE
2. PRELIMINARY RESULTS
For an easier study of systems of linear ordinary dierential equations on R, it is benecial to introduce
matrix exponentials on R. We dene matrices on R and matrix operations: addition, multiplication,
determinant, just as we do in the real case.
Denition 2.1. Let Mn (R) denote the set of all n n matrices with entries in R. For A Mn (R),
we dene | | : Mn (R) R by
|A| = max {|aij |},
1i,jn
In what follows we deal only with square matrices whose entries are at most nite in absolute value,
and we denote this class of matrices by Mfn (R).
Denition 2.2. Let A Mfn (R), and for each k N {0} let ck R be given. We say that the
series k f
k=0 ck A is convergent in Mn (R) if the series k=0 ck |A | is convergent in R with respect
k
In the next theorem we show that the series in Denition 2.3 converges in the sense of Denition 2.2.
Theorem 2.1. For any A Mfn (R), the series
A 1 k
e = A
k!
k=0
It follows that
2
A = max {|bij |} n|A|2 .
1i,jn
It follows that gn is dierentiable at x, with gn (x) = 0. This is true for all x [1, 1] and for all n N.
Hence gn is a solution of the dierential equation y = 0 on [1, 1] for all n N.
Next, we show that the set S = {gn : n N} is linearly independent on [1, 1]. So let j N and let
n1 < n2 < < nj in N be given. It is enough to show that gn1 , gn2 , . . . , gnj are linearly independent
on [1, 1]. To this end, we suppose that c1 gn1 + c2 gn2 + + cj gnj = 0 for some c1 , c2 , . . . , cj in R,
and show that c1 = c2 = = cj = 0. Indeed, since c1 gn1 + c2 gn2 + + cj gnj = 0, we obtain that
c1 gn1 (d) + c2 gn2 (d) + + cj gnj (d) = 0. Hence c1 dn1 + c2 dn2 + + cj dnj = 0, from which we infer
that c1 = c2 = = cj = 0.
Remark 3.1. For each n N, it is easy to check that the mapping gn in the proof of Theorem
3.1 is an order preserving eld automorphism of R; this is a special property of non-Archimedean
structures since it is well-known that the only eld automorphism of R is the identity map ([13]).
In Propositions 3.1 - 3.3 that follow, we give sucient conditions for a nonconstant function to be a
solution of the dierential equation y = 0 on an open subset of R.
Proposition 3.1. Let M R be open and let f : M R be such that, for some xed p > 1 in Q
and for some positive
1 in R, we have
x, y M, (x y) () |f (x) f (y)| |x y|p .
Then f is dierentiable on M with derivative f (x) = 0 for all x M , that is, f is a solution for
the dierential equation y = 0 on M .
Proof. Let x M and > 0 in R be given. Since M is open, there exists 0 > 0 in R such that
(x 0 , x + 0 ) M . Let
2
= min{0 , p1 , }.
Then for all y R satisfying 0 < |y x| < , we have that y M and (y x) () (). Hence
f (x) f (y)
|x y|p1 < p1 = min p1 , 2 , p1 min 2 , p1
.
xy 0
Proposition 3.2. Let M R be open and let f : M R be such that, for some xed p > 1 in Q
and for some positive
1 and positive in R, we have
x, y M, (x y) () |f (x) f (y)| |x y|p .
Then f is a solution for the dierential equation y = 0 on M .
Proof. Let x M and > 0 in R be given. Then there exists 0 > 0 in R such that (x 0 , x + 0 ) M .
Let
2 1/(p1)
1/(p1)
= min 0 , , / , (/) .
Then > 0 and for y R satisfying 0 < |y x| < , we have that y M and (y x) () ().
Hence
f (x) f (y)
|x y|p1 < p1 = min p1 , p1 , 2 , min 2 ,
.
xy 0
Remark 3.2. We note that Proposition 3.1 follows from Proposition 3.2 if we take to be any
innitely large positive number.
Denition 3.1. Let M R and h : M R. We say that h is level preserving on M and write
h P (M ) if x, y M satisfying (x) = (y) and x =r y it follows that (h(x)) = (h(y)) and
h(x) =q h(y), where q (h(x)) + r (x).
Example 3.1. Let f : R R be given by f (x)[q] = x[q 1]. Then it is easy to check that f P (R).
Proposition 3.3. Let M R be open and such that (x) 0 for all x M . Let h : M R be a
level preserving function on M , and let Q, > 1 be given. Then the function f : M R, given
by
h(x) q(h(x))
(x) , if (x) > 0,
f (x)[q] = (3.1)
h(x) [q + (h(x))] , if (x) = 0
is dierentiable on M with derivative f (x) = 0 for all x M .
Proof. Let x R and > 0 in R be given. Since M is open, there exists > 0 in R such that
1 and
2
(x , x + ) M . Let = min{ 1 , }. Then 0 <
1 and (x , x + ) M . Now assuming
y M such that 0 < |y x| < , we show that
f (x) f (y)
< . (3.2)
xy
Hence
f (x)f (y)
xy = ( 1)(y x) ( 1)()
implying that
f (x) f (y)
. (3.3)
xy
Case 2: x y and x[(x)] = y[(y)]. In this case the arguments are similar to those of Case 1.
Case 3: x =r y for some r Q with r (x). Then obviously (|x y|) = r+ , where r+ is a rational
number such that r+ > r. It follows that (|f (x) f (y)|) = r+ . Thus, we have
f (x) f (y)
= (f (x) f (y)) (x y) = ( 1)r+ > ( 1)(),
xy
from which, as in the Case 1, we obtain (3.3). Finally, if (x) = 0 = (y) then the proof of the inequality
(3.2) follows by the same arguments as above (when (x) > 0), except that we have to use the
appropriate expression for f from equation (3.1).
In the following denition we introduce the class of all functions that are dierentiable with derivative
equal to 0 everywhere on an open subset of R.
Denition 3.2. Let M R be open and let f : M R. We dene the class of functions D01 (M ) as
follows:
D01 (M ) = f : M R|f is dierentiable on M, f (x) = 0 x M .
Proof. We rewrite the system in the form: Y (t) AY (t) = On,1 , which is equivalent to
At
eAt Y (t) eAt AY (t) = On,1 or e Y (t) = On,1 .
It follows that eAt Y (t) = C + Una (t), where C Mn,1 (R) and the elements of Una (t) are functions of
class D01 , and hence Y (t) = eAt C + eAt Una (t).
Remark 3.3. Theorem 3.2 shows that the solutions of linear homogeneous systems with constant
coecients over R are very similar to those of the real case, except that the solutions in the non-
Archimedean case may also involve non-analytic functions with zero-derivatives.
Since we know how to integrate R-analytic functions [14] in the Lebesgue-like theory developed
in [15, 18], we can study next those inhomogeneous systems, where the functions ensuring the
inhomogeneity are R-analytic.
Theorem 3.3. Consider the inhomogeneous system of linear ordinary dierential equations with
constant coecients: Y (t) = AY (t) + B(t) on the interval [a, b] R, where |A|, |a| and |b| are at
most nite in absolute value, and B(t) is a vector, which contains functions that are R-analytic
on [a, b]. Then the solution is given by the equation
At At
Y (t) = e C + e Una (t) + eAt
eAs B(s),
[a,t]
where C Mn,1 (R) and the elements of Una (t) are functions of class D01 .
Proof. We rewrite the system in the form: Y (t) AY (t) = B(t), which is equivalent to eAt Y (t) =
eAt B(t). It follows that
At
e Y (t) = C + Una (t) + eAs B(s),
[a,t]
where C Mn,1 (R), and Una (t) Mn,1 (D01 ), and hence
At At
Y (t) = e C + e Una (t) + e At
eAs B(s).
[a,t]
Note that we have used the fact that eAt B(t) is a vector whose components are products of functions
that are R-analytic on [a, b], and hence the components themselves are R-analytic on [a, b].
The proofs of the next two theorems (Theorems 3.4 and 3.5) are similar to those of Theorems 3.2 and
3.3 above, and therefore they are stated without proofs.
Theorem 3.4. Consider the homogeneous system of linear ordinary dierential equations with
non-constant coecients Y (t) = A(t)Y (t) on [a, b], where |a| and |b| are at most nite, and where
A(t) is an n n matrix whose elements are R-analytic on [a, b] and such that |A(t)| is at most
nite for all t [a, b]. Then the solution is given by
A(s) A(s)
Y (t) = e [a,t] C +e [a,t] Una (t),
where C Mn,1 (R) and Una (t) Mn,1 (D01 ).
Theorem 3.5. Consider the inhomogeneous system of linear ordinary dierential equations with
non-constant coecients: Y (t) = A(t)Y (t) + B(t) on [a, b], where |a| and |b| are at most nite, A(t)
is an n n matrix whose elements are R-analytic on [a, b] and such that |A(t)| is at most nite
for all t [a, b], and B(t) is a vector whose components are functions that are R-analytic on [a, b].
Then the solution is given by
A(s) A(s) A(s) A(r)
Y (t) = e [a,t] C+e [a,t] Una (t) + e [a,t] e [a,s] B(s),
[a,t]
We call equation (3.4) the Bessel equation of order , and we study its solutions below. It is easy to
check, similar to the real case, that the functions
2n
t (1)n t
J (t) = , (3.5)
2 n=0 n!(n + + 1) 2
2n
t (1)n t
J (t) = (3.6)
2 n!(n + 1) 2
n=0
are two linearly independent analytic solutions of equation (3.4), for all t [a, 1], where is the Eulers
Gamma function. Moreover, it follows from Corollary 3.10 in [17] that the power series in equations (3.5)
and (3.6) converge weakly in [a, 1].
The main objective of Problem 1 is to construct solutions of equation (3.4) that involve functions of
the class D01 , and to study their properties. We set w1 = y, w2 = y , and consider the following system
of two linear ordinary dierential equations:
w = w
2
1
w = 1 2 w + 1 w ,
2 t2 1 t 2
Then, using the fact that J (t) = J (t) + J (t)g (t) and g (t) = 0, t [a, 1], we obtain
J (t) J+1 (t) J+1 (t)
= g (t),
t t t
implying that
J (t) = J (t) J+1 (t) J+1 (t)g (t) (3.8)
t
Similarly, we can show that
1
t J (t) = t1 J1 (t) + t1 J1 (t)g (t),
t
implying that
J (t) = J1 (t) J (t) + J1 (t)g (t). (3.9)
t
If we subtract equation (3.9) from equation (3.8), we get statement (a) of the theorem, and if we add the
two equations, we get (b).
Remark 3.4. Just as we did in Theorem 3.6, we can obtain other recursive relations for J and
J that would extend the classical recursive relations for J and J from Real Calculus to the
non-Archimedean calculus on R.
Similar to Denition 3.3, we introduce generalized Bessel functions of the rst kind on R as follows.
Denition 3.5. Let 0 < a < 1, a R nite, p Q \ Z, and let b, c R. Then the function Wp (t) =
wp (t) + wp (t)gp (t), where gp D01 ([a, 1]), and
2n+p
(c)n t
wp (t) = b+1
n!(p + n + 2 ) 2
n=0
is a solution of equation (3.10). We call Wp (t) a generalized Bessel function of order p on [a, 1].
The proof of the next result is similar to that of Theorem 3.6, as well as to the proof of the
corresponding result in the classical case (see [2], Lemma 1.1), and therefore we state it without proof.
Theorem 3.7. Under the notation in Denition 3.5, the following statements are true for all
t [a, 1]
2p+b1
(a) t W p (t) = wp1 (t) + cwp+1 (t) 1 + gp (t) ,
(b) (2p + b 1)Wp (t) = pwp1 (t) (p + b 1)cwp+1 (t) 1 + gp (t) .
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