Analytic and Asymptotic Methods for Nonlinear Singularity Analysis: a Review and Extensions of Tests for the Painlev\'e Property

The integrability (solvability via an associated single-valued linear problem) of a differential equation is closely related to the singularity structure of its solutions. In particular, there is strong evidence that all integrable equations have the Painlev\'e property, that is, all solutions are single-valued around all movable singularities. In this expository article, we review methods for analysing such singularity structure. In particular, we describe well known techniques of nonlinear regular-singular-type analysis, i.e. the Painlev\'e tests for ordinary and partial differential equations. Then we discuss methods of obtaining sufficiency conditions for the Painlev\'e property. Recently, extensions of \textit{irregular} singularity analysis to nonlinear equations have been achieved. Also, new asymptotic limits of differential equations preserving the Painlev\'e property have been found. We discuss these also.Comment: 40 pages in LaTeX2e. To appear in the Proceedings of the CIMPA Summer School on "Nonlinear Systems," Pondicherry, India, January 1996, (eds) B. Grammaticos and K. Tamizhman

Oscillatory Finite-Time Singularities in Finance, Population and Rupture

We present a simple two-dimensional dynamical system where two nonlinear terms, exerting respectively positive feedback and reversal, compete to create a singularity in finite time decorated by accelerating oscillations. The power law singularity results from the increasing growth rate. The oscillations result from the restoring mechanism. As a function of the order of the nonlinearity of the growth rate and of the restoring term, a rich variety of behavior is documented analytically and numerically. The dynamical behavior is traced back fundamentally to the self-similar spiral structure of trajectories in phase space unfolding around an unstable spiral point at the origin. The interplay between the restoring mechanism and the nonlinear growth rate leads to approximately log-periodic oscillations with remarkable scaling properties. Three domains of applications are discussed: (1) the stock market with a competition between nonlinear trend-followers and nonlinear value investors; (2) the world human population with a competition between a population-dependent growth rate and a nonlinear dependence on a finite carrying capacity; (3) the failure of a material subjected to a time-varying stress with a competition between positive geometrical feedback on the damage variable and nonlinear healing.Comment: Latex document of 59 pages including 20 eps figure

Analytical solutions of orientation aggregation models, multiple solutions and path following with the Adomian decomposition method

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.In this work we apply the Adomian decomposition method to an orientation aggregation problem modelling the time distribution of filaments. We find analytical solutions under certain specific criteria and programmatically implement the Adomian method to two variants of the orientation aggregation model. We extend the utility of the Adomian decomposition method beyond its original capability to enable it to converge to more than one solution of a nonlinear problem and further to be used as a corrector in path following bifurcation problems

Airy series solution of Painlev\'e II in electrodiffusion: conjectured convergence

A perturbation series solution is constructed in terms of Airy functions for a nonlinear two-point boundary-value problem arising in an established model of steady electrodiffusion in one dimension, for two ionic species carrying equal and opposite charges. The solution includes a formal determination of the associated electric field, which is known to satisfy a form of the Painlev\'e II differential equation. Comparisons with the numerical solution of the boundary-value problem show excellent agreement following termination of the series after a sufficient number of terms, for a much wider range of values of the parameters in the model than suggested by previously presented analysis, or admitted by previously presented approximation schemes. These surprising results suggest that for a wide variety of cases, a convergent series expansion is obtained in terms of Airy functions for the Painlev\'e transcendent describing the electric field. A suitable weighting of error measures for the approximations to the field and its first derivative provides a monotonically decreasing overall measure of the error in a subset of these cases. It is conjectured that the series does converge for this subset.Comment: 30 pages, 9 figures. Typos corrected, figures modified, extra references adde

Dynamics and stability of vortex-antivortex fronts in type II superconductors

The dynamics of vortices in type II superconductors exhibit a variety of patterns whose origin is poorly understood. This is partly due to the nonlinearity of the vortex mobility which gives rise to singular behavior in the vortex densities. Such singular behavior complicates the application of standard linear stability analysis. In this paper, as a first step towards dealing with these dynamical phenomena, we analyze the dynamical stability of a front between vortices and antivortices. In particular we focus on the question of whether an instability of the vortex front can occur in the absence of a coupling to the temperature. Borrowing ideas developed for singular bacterial growth fronts, we perform an explicit linear stability analysis which shows that, for sufficiently large front velocities and in the absence of coupling to the temperature, such vortex fronts are stable even in the presence of in-plane anisotropy. This result differs from previous conclusions drawn on the basis of approximate calculations for stationary fronts. As our method extends to more complicated models, which could include coupling to the temperature or to other fields, it provides the basis for a more systematic stability analysis of nonlinear vortex front dynamics.Comment: 13 pages, 8 figure