Let the constant mass density be and put , the Alfvén velocity. Since both the velocity and the magnetic field have zero divergence, the magnetic tension and magnetic pressure decomposition of the Lorentz force gives
The Newtonian gravitational potential remains in ; uniform mass density does not justify dropping a prescribed gravitational acceleration. Adding and subtracting the two equations proves the Elsässer variable equations
Here ; each Elsässer variable is transported by the other.
Define . Taking the dot product with gives the Elsässer energy invariant balance
The divergence theorem proves whenever the net boundary flux vanishes. In particular, makes , so both fluxes vanish pointwise. Periodic boundary conditions or decay at infinity are also sufficient. These boundary conditions matter: fixed volume alone gives no conservation.
The kinetic energy plus magnetic energy is
Expanding and using the cross-helicity definition yields
Both energy and cross-helicity therefore follow from the two Elsässer energy invariants. The quantity here is exactly the requested kinetic energy plus magnetic energy, without an additional gravitational term.
Write for the constant isothermal sound speed squared and for the constant Alfvén speed squared. The horizontal magnetic field has no vertical magnetic tension; magnetostatic equilibrium is
Consequently the magnetized isothermal atmosphere has
The sign of specifies the orientation of the magnetic field. The adiabatic sound speed is , also constant.
For the proposed normal mode, let , , and temporarily write for its constant complex amplitude. The divergence amplitude is . Using and , the Eulerian and Lagrangian fluid perturbations give
Since , the magnetohydrodynamic total pressure amplitude is
The vertical derivative of is . For the magnetic tension perturbation, the terms proportional to from and cancel, leaving
Thus the linearization really reduces to the constant-coefficient eigenvalue problem
For a static ideal magnetohydrodynamics equilibrium with conservative gravitational acceleration, the magnetohydrodynamic energy principle gives a Hermitian operator for the restoring force in the mass density weighted inner product, provided the surface terms vanish. The factor removes the exponential mass density weight. This can be checked directly, without assuming stability: set , , and . Then , where
This is a Hermitian matrix for real and real positive . Therefore every squared frequency is real; negative values give exponential growth, rather than an oscillation with a complex squared frequency. In an infinite atmosphere these are generalized plane waves, not finite-total-energy global modes.
At and , the equation, after cancelling its magnetic terms, gives . For nonzero magnetic field, the equation also gives . Substituting and then yields
For a nontrivial mode ; otherwise these equations and force every component to vanish. Substitution in the vertical equation gives
For example, the determinant provides an independent check:
To prove the claimed “if and only if”, rather than merely locating a zero eigenvalue, use the magnetic buoyancy energy criterion
If , every term is nonnegative, so all eigenvalues are nonnegative for every wavevector, including . If , choose , any fixed , and , , . The first two squares vanish; the remaining value is
which is negative for sufficiently small nonzero . The Rayleigh quotient of this displacement is therefore negative, proving a negative eigenvalue and an unstable normal mode. This uses precisely the assumption that boundary conditions do not exclude the chosen wavelengths. Equality is a neutral threshold, not exponential growth.
Finally the plasma beta is . Hence
The magnetic field is assumed nonzero in the marginal-mode elimination and in the finite expression. The positive-sound-speed, nonmagnetic limit remains covered by the energy identity; for the usual it is stable. Parker instability occurs because magnetic pressure supports part of the atmosphere's weight while the gas can drain along gently bent magnetic field lines. The resulting buoyant displacement can release Newtonian gravitational potential energy; choosing long wavelengths along the magnetic field makes the stabilizing magnetic tension small. The completed-square calculation quantifies this competition, including the adiabatic process restoring force.
Linearity of Stokes flow and rotational symmetry, including reflection in mathematics invariance of the spherical geometry, determine the possible rigid motions before any calculation. Translation is a polar vector; its linear dependence on a single vector must be . A traceless second-rank tensor cannot produce a polar vector by an isotropic linear map: tensor contraction with the identity matrix vanishes and tensor contraction with the totally antisymmetric tensor vanishes because is a symmetric second-rank tensor. Angular velocity is an axial vector. Neither nor a symmetric can produce one by an isotropic linear map. Products such as are excluded by Linearity of Stokes flow. Thus .
Use the Unscaled Papkovich–Neuber representation, with harmonic functions and :
Indeed and because each potential is a harmonic function. Put and . The decaying harmonic functions with the necessary angular dependence are , and . The last is a harmonic function precisely because . A Stokeslet is excluded by the force-free condition, and a rotlet by the torque-free condition. Try
The resulting Stokes flow is
At , the coefficient of fixes ; the remaining constant vector gives . In the mode, matching gives and . Therefore the complete two-mode tensorial squirmer flow is
The boundary condition is satisfied in the laboratory frame, so the Stokes flow tends to zero at infinity. The potential dipole in the mode gives an irrotational flow and decays as ; the leading mode is a stresslet, decaying as . Neither carries a net force or torque. Direct surface integral averaging with the surface slip velocity formula gives the same translation, providing an independent check. Uniqueness of Stokes flow then identifies this decaying solution.
Write , , , and . Incompressible flow with axial strain rate gives
Its radial Stokes equation gives , because . The radial Newtonian fluid stress tensor component is . The outer and inner Young–Laplace equation conditions have opposite curvature signs:
Subtracting and eliminating gives
In particular, the boxed pressure is equivalent to the printed identity for . For equal gas pressures, , so surface tension draws both interfaces inward in addition to the imposed extension.
The kinematic boundary condition is at either interface. Taking the difference, and then the difference of squared radii, gives
The cancellation of in the area equation is mass conservation: axial stretching reduces the liquid area while radial redistribution changes the hole size. For , equal pressures, and , , one has and . Since ,
Closure occurs at , so
This capillary collapse of an annular viscous cylinder has finite closure time for and . For it does not close in this case. The annular formula is used only up to closure; the singular cylindrical inner curvature is not a boundary condition on the subsequent solid cylinder.
The three distinguished limits are the outer expansion at , an intermediate asymptotic region at , and an inner expansion at . The middle scale resolves the coefficient change from to ; the narrower scale resolves the unmet left boundary condition. The original equation is understood on with a continuous extension to the boundary. As explained below, imposing a classical second derivative at would be too strong for this degenerate ordinary differential equation.
In the outer expansion, set . The leading equation is . Enforcing the right boundary condition gives . Because , the next equation is particularly simple:
An integrating factor, or the substitution , gives . Thus
The error statement is for bounded away from zero. The left limiting form is through the terms needed for matching. A logarithm in the correction makes a pure integer-power inner ansatz inadequate.
For the intermediate asymptotic region, put and . The transformed equation is
The leading is a constant fixed to by matching. There is no order- forcing, so that homogeneous constant is zero after matching. At order , , giving . Matching for with the outer expansion fixes . Hence
The switchback term is larger than an ordinary constant correction and must be retained. The highest derivative term first changes this middle solution at order , so it does not alter the displayed result.
To locate the inner expansion, compare the derivative terms for . Their ratio at a layer width is , so the square-root-degenerate endpoint layer has . Put and . After dividing by the common leading factor, the equation through order is
Both orders therefore have the same homogeneous operator . Its derivative mode is proportional to . Using and the supplied elementary integral, define
The intermediate asymptotic region gives the overlap value as . Therefore
It satisfies the left boundary condition exactly to the retained orders, and its large- limit matches the middle result in . The outer and middle limits match with . These three formulae include all terms through , including the logarithmic switchback; the omitted terms in the middle and inner regions need not be .
For a check on that last point, continue the middle equation by one order. Its term obeys
The integration constant is selected by the outer limit. Its value at is , so the inner matching amplitude has a next correction . This independently explains why an remainder is appropriate.
If a single additive composite expansion is useful, combine the three formulae and subtract their two common overlaps. Writing and interpreting at zero gives
It is zero at , gives at , and reproduces all three retained expansions. It does not assert an error uniformly through the nested regions.
Finally, near zero . Thus the solution has a finite nonzero first derivative but generally a second derivative diverging like . This is compatible with the equation for : the vanishing coefficient of multiplies that singular derivative to give a finite limit. If one instead required and the differential equation pointwise at , the left condition would force . The normalized equation's other coefficients have only integrable singularities, so uniqueness for the initial value problem with would give the zero solution, contradicting the right condition. Explicitly, write the normalized equation as a first-order system for with an integrable coefficient matrix; its integral equation and the Gronwall inequality force a solution with zero initial vector to vanish. The continuous-endpoint interpretation is therefore essential.
Take and . Taking the divergence of the Stokes flow momentum equation gives ; applying the Laplacian to its vertical component then eliminates pressure and gives . The forced velocity and temperature are , so their advection product is and drops out at leading order. The steady heat equation reduces to .
Consequently the boundary value problem for the forced profiles is
Its six boundary conditions are
The horizontal velocity field is , which directly verifies the incompressible flow and stress-free boundary condition. In the detuning used subsequently, may be replaced by in this leading problem, since its correction enters at order . The vertical profiles depend linearly on .
For reference, the unforced free-slip convection neutral curve is , with and . At the neutral curve has , so the forced second horizontal harmonic is noncritical at , and the stated linear problem has no critical-mode resonance.
Take the layer depth as the length unit, its thermal diffusion time as the time unit, and its imposed temperature difference as the temperature unit. Then is the velocity field, the pressure after the conductive hydrostatic pressure has been subtracted, the departure from the conductive temperature , the upward unit vector, and the Rayleigh number. Here is the dimensional depth, the kinematic viscosity, the thermal diffusivity and the thermal expansion coefficient. The gradient, divergence and Laplacian act on the dimensionless coordinates. The term in the heat equation is advection of the background gradient, since . Mass density variations enter only the buoyancy term under the Boussinesq approximation; the incompressible flow constraint is .
For fixed, impermeable, stress-free plates, the no-penetration boundary condition, stress-free boundary condition and perfectly conducting thermal boundary condition are
For a nonzero horizontal Fourier mode, incompressibility gives , so the velocity conditions are equivalently on both plates. A uniform horizontal velocity is not fixed by these boundary conditions; take its mean to be zero when discussing the stationary forced pattern.
The printed small-Prandtl-number label does not generally justify these equations. In thermal-time units the full momentum equation contains , where the Prandtl number is . Dropping that term gives infinite-Prandtl-number convection or another explicitly justified Stokes flow approximation. It is not the general limit. For example the horizontal shear , , satisfies the full linear momentum equation and the plate conditions, and persists at fixed as . The printed inertia-free equation would instead require this shear to vanish. The following parts solve the equations actually displayed; applying them at small Prandtl number needs an additional slaving or creeping-flow ordering.
Consider a horizontal fluid layer under the Boussinesq approximation heated from below, rotating uniformly about its vertical axis. To make the linear formulas definite, take depth one, stress-free impermeable fixed-temperature plates, a horizontally infinite or sufficiently large periodic domain, and negligible centrifugal-buoyancy modifications. Rigid plates change the vertical eigenfunctions and thresholds and require their own boundary value problem; the explicit formulas below use the free-slip model. Let be the Prandtl number, the Taylor number, and the Rayleigh number. Time is again measured on the thermal diffusion time.
The linearized rotating Rayleigh-Bénard convection equations about conduction are
The Coriolis force does no work on the fluid, but it couples vertical motion to vertical vorticity and thereby changes the balance of buoyancy and viscous damping. On the plates require and . Write . Taking a curl and a double curl removes pressure and gives
A normal mode with horizontal wavenumber , vertical index and complex growth rate has , and . Put . The three equations become , , and . Their determinant gives the rotating-convection growth-rate polynomial
This cubic includes viscous and thermal modes as well as the convective instability. It avoids excluding a root by division by . Linear stability means every root has negative real part; stationary onset has , while overstability has with nonzero angular frequency.
Setting gives the stationary neutral curve of rotating convection
For oscillatory convection, set and equate real and imaginary parts. Eliminating yields
The oscillatory neutral curve of rotating convection is physically admissible only when . Thus and sufficiently rapid rotation are necessary; a formal minimum with is not a Hopf bifurcation. Convection begins at the smaller of the stationary minimum and the admissible oscillatory minimum. The angular frequency approaches zero where a fixed-wave-number stationary and oscillatory threshold meet; that is a double-zero limit of the cubic, requiring a different slow-time reduction.
For wavenumber selection in rotating convection, the lowest vertical index is . To compare indices, set at fixed . Both neutral thresholds have a positive term proportional to and a rotation term independent of , while the admissible angular frequency squared decreases with . Their minima therefore cannot improve on . Set , . Minimizing each neutral curve gives
For the latter equation also check , or minimize over the admissible set instead. Without rotation, and . At rapid rotation, and : rotation narrows the horizontal convection rolls and raises their threshold. In a finite box only discrete wavenumbers are permitted, so the minimum must be taken over those allowed modes.
The rapid-rotation comparison has . Its equality gives , with positive root about . Below this value, sufficiently rapid rotation can make oscillatory convection the primary instability; low Prandtl number allows inertial motions to interact with the thermal field before viscosity damps them. This estimate describes the selected neutral-curve comparison in the stated free-slip asymptotic model, rather than claiming every has oscillatory primary onset at every rotation rate.
Figure 1.
Neutral curves for rotating convection
.
Linear selection does not determine the nonlinear planform or its stability. A weakly nonlinear expansion with a solvability condition gives amplitude equations. A stationary convection roll amplitude has the Landau amplitude equation ; a supercritical branch requires and has , whereas requires higher-order saturation and permits subcritical behaviour. The coefficient depends on the physical parameters and boundary conditions, and should not be assumed positive merely because the linear threshold is known.
A nonzero-frequency Hopf bifurcation supplies oppositely travelling convection roll amplitudes . At a fixed orientation, a cubic normal form is
with complex and the understood symmetry exchanging propagation directions. For and , a travelling-roll branch has one nonzero amplitude, of squared modulus ; it is stable to the opposite travelling amplitude when . A standing-roll branch has equal squared moduli , and is stable within this pair when and . The imaginary parts shift angular frequencies. These conditions concern amplitude perturbations in that reduced subspace; orientation and modulation modes still have to be tested. This is the competition of travelling and standing convection rolls.
Near simultaneous stationary and oscillatory thresholds, a codimension-two bifurcation requires retaining both types of mode. After selecting an orientation and fixing a steady spatial phase, a schematic nonresonant steady–Hopf mode interaction is
Here is real, is the chosen complex oscillatory amplitude, are real, and may be complex. Assume , for a radially stable pure steady branch, and , for a radially stable pure oscillatory branch. Steady convection rolls suppress the oscillatory mode if , where ; oscillatory convection rolls suppress the steady mode if . These are transverse tests for branches whose existence and radial stability have already been checked. Mixed states have positive intensities , solving , . If , then , . For positive and the positive self-saturation coefficients above, the intensity Jacobian matrix has negative trace and determinant , so the mixed state is attracting in intensities when and is a saddle equilibrium when ; phase and other-mode perturbations remain separate tests. Depending on the cross-couplings, one obtains coexistence or competition and bistability; degeneracies or resonances require extra terms. A full travelling/standing-wave competition must retain both , not just this illustrative one-mode . If the Hopf angular frequency tends to zero, averaging over fast oscillations fails and a double-zero normal form must keep the corresponding two slow variables. A crossing of global minima at distinct wavenumbers is instead an interaction of distinct modes, not automatically the same double-zero problem.
Weakly nonlinear convection rolls can also lose stability spatially. The real Ginzburg–Landau equation , with , has detuned convection rolls with . Linear phase modulation gives diffusion coefficient , so the Eckhaus instability excludes even though convection rolls exist up to . Transverse bending and mean-flow couplings impose additional restrictions in the actual rotating layer; the scalar equation is a local longitudinal example, not its complete stability theory.
Most distinctively, rotation breaks mirror symmetry between competing convection roll orientations. For two sets of convection rolls at relative angle , write and interchange indices with for the other equation. The established convection roll is unstable to the new orientation when its linear growth rate is positive. The inequality need not be symmetric under because the imposed rotation supplies handedness. This is the Küppers–Lortz instability: sufficiently rapid rotation can destabilize steady convection rolls immediately above their stationary onset to oblique convection rolls of another orientation. Successive replacements can produce time-dependent convection roll switching or heteroclinic cycles, instead of a stable single convection roll pattern. It requires three-dimensional perturbations even when the original convection roll solution is independent of its axial coordinate.
At finite Prandtl number and stress-free plates, nearly parallel convection rolls can couple resonantly to a slowly damped large-scale Eulerian mean flow. This small-angle instability of rotating convection rolls makes a regular two-roll expansion nonuniform as the angle tends to zero; one must retain the mean-flow mode. It should not be identified automatically with the finite-angle Küppers–Lortz instability or assigned a universal threshold from a one-amplitude equation. Consequently the onset type and selected scale follow from the admissible neutral curves, while persistent convection roll patterns require a separate nonlinear and sideband stability calculation.
With periodic or sufficiently decaying boundary conditions, integration by parts gives
Assume for a stable quadratic free energy; the diffusive smoothing discussed below requires . In a periodic box of volume , use the unitary convention . A real field has . Since the Fourier transform of a derivative converts to , each Fourier mode obeys
It is an Ornstein-Uhlenbeck process. Multiplication by the integrating factor gives
The noise integral is understood as an Itô integral with a deterministic kernel; writing is shorthand for the corresponding Wiener increment. Direct differentiation in the mild stochastic sense checks both the equation and the initial value. The stated Kronecker-delta noise covariance corresponds to this finite-volume normalization. Unlike a conserved order parameter, the zero wavenumber mode decays at the nonzero rate .
The field is a compositional order parameter in a binary fluid mixture. Its spatial integral is conserved in a closed sample, so advection and diffusion enter a continuity equation; the material derivative follows the incompressible fluid. The diffusive current , with positive order-parameter mobility , moves material down the chemical potential gradient. The chemical potential of a composition field is the functional derivative of the symmetric quartic Landau free energy
so . Positive stabilize large amplitudes and penalize sharp interfaces; permits phase separation.
The momentum equation is the Navier-Stokes equation with dynamic viscosity , constant mass density , and the Korteweg force arising from composition stresses. The pressure enforces incompressible flow, , and can absorb pure gradient contributions to that thermodynamic force. For example, gives an equivalent force after redefining the pressure. These equations constitute deterministic Model H dynamics.
Their dissipative signs can be checked by the energy dissipation identity for Model H. Under periodic or no-flux, no-work boundary conditions, composition advection and capillary work cancel between and the kinetic energy, giving
Thus diffusion and viscosity dissipate energy, while the reversible advective coupling transfers it between composition and motion. Thermal noises are omitted at this deterministic hydrodynamic level.
A nematic director is an unoriented axis: and describe the same molecular alignment. A vector average cannot represent this head-tail symmetry. The orientational second moment is a symmetric second-rank tensor, and removing its isotropic part gives the traceless second-rank tensor . It vanishes for an isotropic angular distribution and transforms correctly under rotation matrices.
Every nonzero real symmetric traceless matrix has eigenvalues and can be written by choosing the eigenvector of the positive eigenvalue as director and . Consequently . The bulk Landau-de Gennes free energy becomes
For , its minimum occurs at . The elastic density is nonnegative and vanishes for a uniform field. Thus, with no boundary condition imposing a texture, the pointwise lower bound is attained by
The negative-amplitude representation is equivalent in two dimensions to rotating the director by , so the positive choice loses no tensor minima. This is minimization of the specified coarse-grained functional, not a claim of true thermodynamic long-range nematic order at every temperature in an infinite two-dimensional system. The PDF explicitly uses the divergence elastic term; the TeX's loses the dot and would give different elastic coefficients.
Regularity at the centre requires finite and . Then , so . At a free stellar surface, ; more generally it matches the external pressure. For with and vacuum outside, this also gives .
Inside the star, cancel positive to obtain . Differentiate and use mass conservation:
Thus the Lane-Emden equation of polytropic index one is
For example, the regular solution is , with its central value interpreted by continuity, and the first vacuum surface is at . This also verifies the stated central and surface boundary conditions.
Use for inward mass accretion rate, and for magnetic torque adding angular momentum to the disk. Combining the continuity equation with conservation of angular momentum identifies the inward mass flux as . In a steady Keplerian accretion disk, this is the supplied constant , so
The boundary condition is . Since , the viscous torque in an accretion disk is . Hence the steady Keplerian accretion disk with an inner torque has
In particular, . For a physical steady solution with this boundary condition, .
For , the surface density of a disk rises from a small inner value toward : this is the usual Keplerian accretion disk with an approximately zero-torque inner boundary condition. For , the inner surface density of a disk is large and decreases approximately as , giving a torque-dominated accretion disk. This approximation applies where ; sufficiently far out, any fixed finite again approaches the same constant asymptote.
Figure 1.
Steady surface-density profiles with weak and strong inner torques
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The constant net inward angular-momentum flux is
For , net angular momentum moves outward. The strong-torque profile is therefore decretion disk-like in its stress-dominated structure, but the specified mass flux remains inward: a genuine net decretion disk requires an outward mass flux, not merely large .
At , the Maxwell stress tensor estimate gives
Using the magnetospheric truncation radius scaling in part (b), all dimensional parameters cancel:
If the displayed is retained and the scaling radius is assigned unit coefficient, the estimate is ; retaining and exact free-fall speed throughout gives . Those prefactors are not controlled by the scaling argument. In particular, it does not generate a parametrically large .
Let be downward Darcy flux, measured per unit total horizontal area. Neglect the resistance of the displaced phase, capillary pressure, and horizontal subsurface flow. Taking atmospheric pressure as zero, the upper end of the saturated column has pressure and its advancing lower end has pressure zero. Across a column of depth , Darcy law therefore gives
The pressure head from the overlying layer supplies , and gravity supplies one. Because the new liquid fills a pore volume per unit area, the vertical imbibition under a draining liquid layer obeys . Volume conservation gives , so, until the surface layer is exhausted,
The initial condition is understood as a limiting solution of this singular equation. For , separation of variables gives
At small penetration, expansion of the logarithm yields , hence
A sufficient dimensional early-time condition is , for which . The printed needs a chosen time unit or nondimensionalization. In the limiting case , holds exactly until . The divergent initial Darcy flux is an idealization of sudden contact with a dry continuum; it cannot describe penetration below the pore scale.
For the spreading surface layer, measure upwards from the substrate. A thin, slow gravity current has hydrostatic pressure and a leading horizontal viscous balance . A no-slip boundary condition at and a stress-free boundary condition at give
This lubrication gravity-current flux drives horizontal spreading down the surface-pressure gradient. Surface volume conservation is , while conservation in the pores is . Combining these balances gives the deep-substrate drainage of a gravity current model
Drainage transfers liquid from the surface layer into the substrate. Indeed .
For definiteness take a one-sided current on , supplied at . The imposed volume is per unit span, so has dimensions of area. The boundary conditions and volume conservation constraint are
The source starts from zero injected volume. Initially dry points acquire only when the advancing current reaches them; the formula is not applied outside that region. At the advancing nose these are limiting conditions for a singular drainage equation. For a source feeding two identical sides, each side has half the volume and inlet flux; only the corresponding numerical prefactors change. The integral and inlet-flux conditions are equivalent once the local balance and nose conditions hold.
The physical approximations are lubrication theory, negligible inertia, slowly varying surface height, small pore-scale Reynolds number, and negligible capillary entry pressure. Treating the substrate as vertically draining columns also requires its lateral flow to be negligible and its depth to exceed the penetration depth. The model is valid while surface liquid remains available above each draining column.
For a similarity solution, let and scale as , and let the current length scale as . Since then has no time dependence, drainage requires . Balancing with the horizontal spreading term gives , so and . These exponents also give injected volume , explaining the particular supply law.
Define scales
which satisfy and . The cubic-input similarity for a draining gravity current is
Substitution into the two conservation equations gives
where
Thus only and remain in the dimensionless problem. Its constraints are
Integrating the sum of the two ordinary differential equations verifies that the inlet flux and integral normalization agree. The dimensionless endpoint is the undetermined multiplicative constant in the length law; solving for it is not required.
The solution and its first derivative are continuous at : a jump would create a Dirac delta distribution or its derivative, absent from the forcing. Put , and . The outer expansions, fixed by the respective endpoint boundary conditions, are
Balancing diffusion and advection near gives the interior layer at a simple zero of advection with inner variable . The leading inner expansion solves , so matching to and gives
For the next term define the Gaussian drift primitives
Writing for the Heaviside step function, let . Its value and first derivative match at zero and . Thus
where the logarithmic overlaps fix
Here are the constants in the supplied large-positive- limits of . The terms are essential switchback terms; discarding them would not give accuracy through .
Subtracting the common overlap from the inner expansion and outer expansions gives the additive composite expansion
The standard overlap subtraction leaves . Replacing by changes the value only by uniformly and gives a composite with continuous first derivative. The last term restores the endpoint values through the retained order. When , and the order-one error-function jump disappears. An interior adjustment remains to accommodate the leading outer derivative mismatch, together with logarithmic matching when .
Reversing the diffusion sign changes the leading inner equation to . Its nonconstant solution grows like the integral of , so bounded matching forces the same leading value on both sides. The bulk is on the left and on the right; both endpoint conditions are instead supplied by decaying endpoint layers for reversed diffusion, of width . A weaker width- interior adjustment matches derivatives and selects . Indeed, its first-order equation has a non-growing solution only if
The leading structure is consequently
with the smaller interior correction understood. Unlike the positive-diffusion case, the endpoint values are not transported into two distinct order-one inner limits.
Let be the probability that the simple random walk started at hits before zero. The first-step analysis recurrence and boundary conditions are
If , the characteristic equation of a linear recurrence has roots and , so the boundary conditions give
If , the repeated root gives the limiting formula . This is the gambler's ruin probability.
For a fixed integer stake , the fact that divides lets us measure Patricia's wealth in units of £. She starts at and succeeds upon reaching . The formula above factors as
For , , so this probability increases as decreases. She should therefore choose the largest stake, . For , , so the probability increases as increases; she should choose the smallest stake, .
Write and , and assume and . In a steady state, the horizontally invariant magnetized shearing-sheet equations give
Since vanishes at both boundaries, for , and then throughout. The other two equations are
Eliminating gives the harmonic oscillator equation
The midplane-symmetric magnetic bending in an incompressible disk has odd and even . Applying gives
For nonzero imposed inclination , this equilibrium exists only when . More generally, ; the boundary conditions require and . Thus the displayed solution is unique away from these resonances. At , an additional even homogeneous solution is possible unless midplane symmetry is imposed. At , an arbitrary constant is also allowed because its coefficient in the azimuthal equation vanishes; choosing gives the same symmetric equilibrium.