A phase function is a real function on , positively homogeneous of degree one in its frequency variable,
with nonvanishing total differential . Vanishing of its frequency gradient alone is allowed; those critical directions are relevant to singularities.
With , the symbol class consists of smooth functions such that, for every and every pair of multi-indices,
There is no requirement that the constant be uniform in the derivative indices. We use ; the factors of do not affect these estimates.
For , any further derivative satisfies
Thus frequency derivatives lower symbol order and spatial derivatives preserve it:
This is the differentiation rule in symbol calculus.
For , dominant balance for algebraic roots gives two roots on the scale and a third on the scale . On the first scale put . The equation becomes . The derivative of at either or is two, so the first correction is . On the second scale put ; then . Writing gives . Thus all three real-root expansions for positive are
These are fractional-power root expansions. To check that none is missing, the derivative of the polynomial is . Its nonzero critical points are ; for sufficiently small positive the polynomial is positive at the negative one and negative at the positive one. Its three monotone ranges therefore contain exactly these three real roots. The remaining two small roots correspond to the nonreal cube roots of unity in the second balance.
The printed limit does not specify the sign of . If a two-sided real limit is intended, also put with . The polynomial is strictly increasing and has just one real root. The same dominant balance for algebraic roots gives the negative-parameter branch
Set . The differential operator simplifies because its first-derivative terms cancel:
Thus the homogeneous solutions are and the transformed forcing is . For the decaying-sector variation of parameters solution choose the contour directions
The first integrand decays at positive-real infinity and the second at positive-imaginary infinity. Join each endpoint to within the first quadrant, avoiding zero. This also fixes the exponentially small homogeneous contributions, which cannot be determined from an algebraic asymptotic expansion alone.
After , write and . Their derivatives are and . Direct differentiation of gives , verifying the original equation. In terms of the exponential integral, with the logarithm continued through the upper half-plane,
The is essential: the contour for starts at argument , not at real positive infinity. On the positive real axis this choice gives the imaginary part .
Repeated endpoint integration by parts gives and the matching expansion of with positive factorial coefficients in the upper-half-plane sector. Their odd inverse-power corrections cancel. Therefore the leading large- term in the requested quadrant is
Use the convention that anti-Stokes lines have equal exponential magnitudes, . They are . The Stokes lines are . Continuing this same solution below the positive-real ray switches on ; continuing above the positive-imaginary ray switches on . These exponentials remain decaying up to the neighbouring anti-Stokes lines. Hence the maximal adjacent decay sector on this continuation is
On its two boundary rays the switched exponential has constant modulus and oscillates, so does not tend to zero. Within the sector the leading algebraic term above persists. The internal anti-Stokes line at presents no growing exponential for the chosen solution.
For the formal small- series, substitution and comparison of successive powers gives and . Thus all coefficients are
This is a factorially divergent asymptotic expansion. The ratio of consecutive term magnitudes is . For optimal truncation, retain , choosing , so the cutoff is at a least term.
To resolve the remainder near the positive-real Stokes line, use its exact Borel integral with a simple pole:
Here runs from zero to positive-real infinity below the pole at one. Partial fractions reproduce the exponential-integral solution, including its positive imaginary part. The finite geometric identity for gives the displayed exact remainder after integrating the first monomials.
Write , with real bounded and bounded . For a Gaussian saddle coalescing with a simple pole, put . The exponent becomes and . Therefore
The integral is its Cauchy principal value plus . If , differentiation gives and . Consequently , and .
For with fixed and , . The error-function smoothing of a Stokes multiplier therefore gives the optimally truncated remainder
The error estimate is uniform for bounded . On the Stokes line the multiplier is half its switched-on value; above it the exponentially small term switches off, and below it switches on. This term is invisible at every algebraic order. Near the line the remainder can exceed the least retained term by a square-root factor because a pole meets the saddle point.
The printed auxiliary Gaussian hint has inconsistent constants. Direct saddle point expansion of its nonsingular integral gives under its printed scaling, rather than . The derivation above uses the correct saddle point normalization and independently fixes both the smoothing width and the contour sign.
Take ; a real disturbance with negative wavenumber is recovered by complex conjugation. To obtain the pressure equation for a shear-flow normal mode, apply to the streamwise momentum equation and differentiate the normal momentum equation. The mass conservation equation cancels the viscous divergence and the terms proportional to , leaving . Thus the fluid pressure equation and wall value are
The wall value follows from streamwise momentum with no-slip boundary condition. Normal momentum also gives .
In the lower viscous boundary layer, mass conservation gives if . Since , convection and shear have size when ; matching these with transverse viscous diffusion gives . The pressure gradient balance then gives . Thus the lower scalings are
The neglected streamwise viscous term is smaller by . In these variables the leading equations are
Differentiating the second and using the first yields the Airy reduction .
Put , so . The bounded matching branch of the Airy function gives ; the other independent Airy solution grows along the ray and is excluded. Integrating with the two wall conditions gives
while the wall momentum equation gives the constant fluid pressure
Define the convergent Airy displacement integrals
The Airy function equation and its decaying derivative imply . Consequently, as ,
Both differentiated lower momentum and the constant of integration are satisfied; retaining that constant is essential for the final matching.
For the middle region introduce a perturbation stream function with and . The leading inviscid flow streamwise equation is
For a shear flow, this is the integrated form of the Rayleigh equation for inviscid shear flow. The leading matched solution for fixed is , so and . In the overlap with the lower viscous boundary layer, the first constant correction is
which agrees with the integrated lower solution. For a regular smooth profile, the normal momentum equation gives . Thus fluid pressure variation across a fixed-width middle region is ; in the final distinguished scaling this is smaller than its value, so throughout that region. Since , the middle velocity tends to , which does not decay and requires another region.
The fluid pressure equation becomes when . Therefore the upper scale is , with . The inviscid decaying upper solution is
Matching velocity as gives ; matching fluid pressure to the middle region gives . This is three-layer long-wave shear-flow matching, expressed as a matched asymptotic expansion.
Under with fixed positive , , and . Eliminating the nonzero amplitude gives the Airy wall-layer matching determinant and dispersion relation
Equivalently, with ,
The determinant form does not divide by a possibly vanishing . The wavespeed is ; temporal growth has sign for positive .
There is a genuine conflict in the printed assumptions: fixed- cannot satisfy as . For order-one lower matching amplitudes, constant leading middle fluid pressure requires , equivalently ; this is the reverse inequality and is satisfied by the final distinguished scaling. Thinness also requires . The dispersion relation above is therefore derived under the final distinguished limit, for which the complete consistent window is . Both printed limits cannot be imposed simultaneously.
On a compact metric space , a conservative Feller semigroup is a strongly continuous semigroup of positive linear maps on satisfying . Positivity means . These conditions imply sup-norm contraction. Conversely, for a contraction semigroup with and , differentiation on the generator domain gives , so . On the real space , if , then , implying . Scaling proves positivity for every nonnegative . This is the unital contraction positivity criterion. For complex the same conclusion follows because each functional has norm one and value one on , hence is a positive linear functional.
For each , the Riesz-Markov-Kakutani representation theorem represents that functional by a unique Borel probability measure :
Continuity of gives weak continuity of . Approximating indicators of open sets increasingly by continuous functions proves Borel measurability in ; a monotone-class argument then gives a Markov kernel. The semigroup property and uniqueness of representing measures yield and the Chapman-Kolmogorov equation
These are the required transition probabilities.
An invariant probability measure for a semigroup satisfies for every and . Equivalently its distribution is preserved by the Markov kernel. For , Jensen inequality gives pointwise. Integrating and using invariance proves
Also . Continuous functions are dense in these spaces for a finite Borel measure on a compact metric space, so the contraction extends to a strongly continuous semigroup on .
For real with , the kernel form of Jensen inequality gives , with equality at . Take its right derivative to obtain the generator square inequality
This is nonnegativity of the associated carré du champ.
Each time-average functional is positive with , hence represents a Borel probability measure . The compactness of probability measures on a compact metric space gives a subsequence converging weakly to a probability measure . Explicitly, is a separable Banach space, so Banach-Alaoglu theorem and a countable dense family give a subsequence converging on every continuous function, rather than merely a net. For fixed , the semigroup property gives the Krylov-Bogolyubov time-average argument:
Its absolute value is at most . Pass to the subsequential limit, observing that , to get . Thus the limiting measure is invariant.
On the polynomial subspace of , the Gaussian creation and annihilation operators are and . Gaussian integration by parts makes them adjoints there and gives . The Gaussian number operator is
The Probabilists' Hermite polynomials are . Their generating function is , giving . The commutator also yields
The orthogonality follows by repeated integration by parts; the leading coefficient is one, so these polynomials span every polynomial. By the allowed density assumption is an orthonormal basis. Define the closed number operator by on . This diagonal multiplication operator is self-adjoint and positive semidefinite; polynomial truncations show it is the closure of the polynomial operator.
The Ornstein-Uhlenbeck semigroup is , or . It also has the Mehler formula for the Ornstein-Uhlenbeck semigroup
To verify the formula, apply its right side to : the Gaussian moment-generating function makes the result , proving the eigenvalue identity on every Hermite polynomial. Positivity and invariance of Gaussian measure give contraction by Jensen inequality, so polynomial density extends the equality to all . The coefficient expansion gives
For continuously differentiable with bounded derivative, differentiate the Mehler expectation by the dominated convergence theorem to get the Ornstein-Uhlenbeck gradient commutation identity
The same identity extends to the Gaussian Sobolev form domain. Mehler's formula also gives pointwise convergence to the Gaussian mean for such , since bounded derivative permits at most linear growth.
The Gaussian Dirichlet energy is the energy form of :
For polynomials this follows from , and closure extends it to the form domain. For the given continuously differentiable , Gaussian integration by parts yields , so Parseval identity proves the derivative-energy equality directly. Bounded derivative puts in the Gaussian Sobolev space, hence in that form domain; it need not be in the full operator domain, so is not always a legitimate initial definition.
Use the entropy functional . Begin with bounded smooth bounded away from zero, and put . Invariance and Gaussian integration by parts give the Ornstein-Uhlenbeck entropy dissipation identity
The gradient identity and the permitted weighted Cauchy-Schwarz inequality, applied with weight , imply
The entropy tends to zero as by Mehler's formula and bounded convergence. Integrating in time and using invariance yields . Set to obtain the sharp Gaussian logarithmic Sobolev inequality
For the stated possibly unbounded , apply the argument to smooth positive clipped approximations with a common positive lower bound and uniformly bounded derivatives. They can converge pointwise together with their derivatives and have a common linear-growth bound. Since Gaussian measure integrates every polynomial moment, dominated convergence theorem passes both the entropy and the derivative energy to the limit. This also justifies use of the supplied inequality when itself is unbounded. The normalization concerns , and does not imply ; the second term in the entropy definition must be retained.
A splitting field of over is an extension generated over by all its roots in which splits into linear factors. A nonconstant irreducible polynomial is separable polynomial when its roots in a splitting field are distinct, equivalently when it is coprime to its formal derivative. For a general polynomial, the convention compatible with the printed assertion is that all its irreducible factors are separable; repeated occurrences of the same factor are allowed under this convention.
For a finite field of characteristic , the finite-field Frobenius automorphism is injective and hence surjective. If an irreducible polynomial had zero derivative, every nonzero exponent would be divisible by . Taking th roots of its coefficients would give , contradicting irreducibility. Thus , and irreducibility gives . Every irreducible factor is therefore separable: finite fields are perfect.
If instead one defines a separable polynomial to mean that the entire polynomial has no repeated roots, the printed claim for every is false: is a counterexample over any finite field. The proof above establishes the precise intended perfect-field assertion; a polynomial has entirely distinct roots if and only if it is also squarefree.
The planar planar isoperimetric inequality is
with equality precisely for a disc. Let the positively oriented boundary be parametrized by arclength as , . Translate its mean to zero. Then , and Green's theorem gives .
The periodic Wirtinger inequality says that for a real absolutely continuous -periodic function of mean zero and square-integrable derivative,
with equality exactly for . Apply it to both coordinates and use Cauchy-Schwarz inequality:
If equality holds, the Wirtinger equalities give . The arclength condition forces and , so the boundary is a circle. A circle attains equality, making the constant optimal.
The inequality and equality characterization persist for finitely many corners. A rectifiable piecewise smooth simple closed curve has a Lipschitz arclength parametrization, with almost everywhere. Green's theorem and the absolutely continuous version of Wirtinger's inequality used above still apply. More generally one may approximate a rectifiable Jordan curve by smooth curves while preserving the limiting length and area. If the allowed isolated singularities give infinite length, the inequality is trivially satisfied in the extended sense.
A Lyapunov function near an equilibrium is a continuously differentiable positive-definite function , vanishing there, whose derivative along trajectories is nonpositive. The strict Second Lyapunov theorem says a negative-definite derivative implies local asymptotic stability.
For sharper bounds than the circular test , put , and
A direct multiplication gives . Its eigenvalues are . Since the nonlinear vector field is ,
For , the derivative is strictly negative. The Lyapunov theorem proves asymptotic stability. In fact gives and
so the solution stays bounded, exists for all positive time and converges exponentially to zero.
The ellipse is invariant. In polar coordinates, , so it is a nonconstant periodic orbit, not part of the basin. For , use to obtain . This implies finite-time blow-up by comparison with the scalar equation. Thus the exact basin is and every point outside its closure escapes to unbounded norm within its maximal existence interval.
The largest open disc centred at zero lying in this exact basin has radius
The smallest radius such that every point strictly outside its circle escapes is the largest radius on the invariant ellipse:
These are optimal: a larger attraction disc contains a periodic-orbit point, and a smaller escape threshold leaves a periodic-orbit point in its exterior. This is an exact quadratic basin boundary.
The simpler radial derivative is . It only certifies attraction for and strictly increasing norm for . Those are optimal thresholds for a sign test on that radial derivative, not for the actual attraction and escape regions. If “increases without bound” is read as requiring monotonic increase from the initial instant, the smallest such uniform radius is : at direction , any smaller threshold permits an initially decreasing norm. The sharper above concerns eventual unbounded escape, which need not be monotone at every instant.