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Use the nearly conserved oscillator energy $E=({\dot{x}}^2+x^2)/2$. The differential equation givesFor a leading-order orbit $x=A\cos \theta$, $\dot{x}=-A\sin \theta$, the cycle averages are $⟨{\dot{x}}^4⟩=3A^4/8$, $⟨x^3\dot{x}⟩=0$, $⟨x^4{\dot{x}}^2⟩=A^6/16$, and $⟨{\dot{x}}^2⟩=A^2/2$. The energy balance method therefore givesThe two nonzero simple roots give the leading limit cycles $x\simeq \cos (t+{\theta }_0)$ and $x\simeq \sqrt{2}\cos (t+{\theta }_0)$. Below amplitude $1$ the energy increases, between $1$ and $\sqrt{2}$ it decreases, and above $\sqrt{2}$ it increases. Hence the amplitude-$1$ cycle is stable and the amplitude-$\sqrt{2}$ cycle unstable for positive small $\epsilon$.

The linearized averaged radial exponents are $-\epsilon /2$ and $\epsilon$, respectively, consistent with nontrivial Floquet multipliers $e^{-\pi \epsilon +O({\epsilon }^2)}$ and $e^{2\pi \epsilon +O({\epsilon }^2)}$. The nonzero derivatives at these averaged zeros also justify persistence of nearby cycles for sufficiently small $\epsilon$.

A Lie point symmetry is a one-parameter transformation of $(x,u)$ which maps the graph of a function solving the differential equation to another such graph of a function, wherever the transformed independent variable is invertible along the graph of a function. Its induced transformation on derivatives is the prolongation. Infinitesimally the criterion is ${\mathrm{pr}}^{(n)}V(\Delta )=0$ on $\Delta =0$. The derivative coefficients can be computed recursively from ${\eta }^{(0)}=\eta$ by ${\eta }^{(j)}=D_x{\eta }^{(j-1)}-u^{(j)}{D}_x\xi$. This expresses the requirement that the transformed derivatives still satisfy the equation.

Set $s=\log x$ and $Y(s)=y(e^s)$, so $0\le s\le 1$. By the chain rule, the equation becomes $Y^{\prime \prime }+2Y^{\prime }+(1+\lambda )Y=0$. The substitution $Y=e^{-s}v$ reduces it further toMultiplication by $\overline{v}$ and integration by parts gives $\lambda {\int }_0^1|v{|}^2={\int }_0^1|v^{\prime }{|}^2>0$ for a nonzero solution, ruling out zero and negative eigenvalues. For $\lambda =k^2>0$, the first boundary condition gives $v=A\sin (ks)$, and the second gives $k=n\pi$, $n=1,2,\dots$. Thus all eigenpairs arewith arbitrary nonzero scalar multiples of each eigenfunction. These are the complete list since all solutions of the constant-coefficient differential equation have been considered; the transformed sine system is also complete in the corresponding weighted Hilbert space.

Use the geometrical optics conventionBecause ${\partial }_t=\epsilon {\partial }_T$ and ${\partial }_x=\epsilon {\partial }_X$, differentiating $e^{i\theta /\epsilon }$ gives an order-one physical angular frequency and order-one physical wavenumbers. Absorb a constant leading amplitude phase into $\theta$ and take $A_0$ real; for a complex amplitude the corresponding quadratic density is $|A_0{|}^2$.

Substitution into the wave equation gives the eikonal equation for a variable-speed wave at leading order:Choose the positive-frequency branch $\omega =\Omega =cK$, $K=\sqrt{k^2+{\ell }^2}$; the negative branch can be treated in exactly the same way. The imaginary first-order terms giveMultiplying by $A_0$ puts this wave-action transport for a variable-speed wave in conservation form:Its density is $\omega A_0^2$ and its flux is that density times the group velocity. Independently, equality of mixed wave phase derivatives givesThis phase compatibility in geometrical optics is essential when converting the differentiated dispersion relation into equations along rays.

For completeness let $\omega =\Omega (\mathbf{k};\mathbf{X},T)$ be a general local dispersion relation. Define ray tracing by $d\mathbf{X}/dT={\mathbf{c}}_g={\nabla }_{\mathbf{k}}\Omega$. Using the chain rule in ${\nabla }_{\mathbf{X}}\omega$ and the symmetry ${\partial }_{X_i}{k}_j={\partial }_{X_j}{k}_i$ givesLikewise ${\omega }_T={\Omega }_T+{\mathbf{c}}_g\cdot {\mathbf{k}}_T$ cancels its advective term because ${\mathbf{k}}_T=-\nabla \omega$. Hence the Hamiltonian ray equations for a local dispersion relation areThe derivatives on the right hold the wavevector fixed. For this wave equation they reduce to

When $c=c(Y)$, the ray invariants are $k$ and $\omega$, while $d\ell /dT=-K{c}_Y<0$. For a monochromatic component with these fixed invariants write $\theta =kX-\omega T+S(Y)$, soUsing the stated independence of $A_0$ from $X,T$, the wave-action transport for a variable-speed wave becomes $(c^2\ell A_0^2{)}_Y=0$. ThereforeThis is the stationary wave amplitude in a stratified wavespeed; $\mu$ is the constant for that component or ray family.

At the proposed simple turning point of a variable-speed wave, take $c_s=c(Y_s)=\omega /k$ and $c_s^{\prime }=c_Y(Y_s)>0$. On the chosen positive branch this entails $k>0$. DefineAs the ray approaches from below, $\ell \sim [q(Y_s-Y){]}^{1/2}$ andThe amplitude diverges and the vertical group velocity $c^2\ell /\omega$ vanishes. The WKB approximation also fails its slow-variation condition $\epsilon |{\ell }_Y|/{\ell }^2\ll 1$ when $Y_s-Y=O({\epsilon }^{2/3})$. The turning-point enhancement of wave amplitude shows that this divergence is a failure of the outer ray approximation, rather than an actual infinite solution.

To derive the inner wavefield directly, separate the conserved horizontal wave phase and frequency in the original differential equation:Dividing by $c^2$ gives ${\epsilon }^2{\Psi }_{YY}+2{\epsilon }^2(c_Y/c){\Psi }_Y+Q(Y)\Psi =0$. Set $Y-Y_s=\delta \eta$. The second derivative is of size ${\epsilon }^2/{\delta }^2$, whereas $Q\sim -q\delta \eta$, so the Airy scaling at a variable-speed wave turning point isThe first-derivative term is smaller by $O(\delta )$, and higher coefficients in the expansion of $Q$ give the same relative order. Thus the general leading inner profile is a linear combination of the two Airy functions $\mathrm{Ai}(\eta )$ and $\mathrm{Bi}(\eta )$. For decaying Airy continuation and ray reflection, if the physical continuation is bounded and decays into $Y>Y_s$, its growing $\mathrm{Bi}$ coefficient is zero. In that usual evanescent continuation the wavefield has the formWithout a condition in the evanescent region the corresponding $\mathrm{Bi}$ term remains admissible locally; the given existence of a wavefield below the turning point alone does not select its coefficient.

Finally, the outer amplitude at distance $\delta$ is $O({\delta }^{-1/4})=O({\epsilon }^{-1/6})$ for $\mu =O(1)$ and fixed nonzero $q$. The oscillatory Airy turning-point connection formula has exactly the same $(-\eta {)}^{-1/4}$ envelope on the allowed side. Therefore the inner wavefield has magnitude $O({\epsilon }^{-1/6})$. The decaying Airy continuation matches an incident and reflected pair of rays, so a single upward $\ell >0$ branch must be supplemented by its reflected branch near the turning point; no formal coefficient matching is needed to identify this magnitude.

The original PDF has forcing $e^{-|x|}$; the supplied TeX loses the absolute-value bars. Set $q=|\omega |$. First assume $q>0$ and $q\ne 1$. The Fourier transform of a derivative, obtained by integration by parts with the boundary terms zero, is $\widetilde{u^{\prime \prime }}=-k^2\tilde{u}$. Applying it and the preceding transform givesUsing the inverse Fourier transform pairs from part (i),Both decay conditions hold. The first derivatives of the two exponential terms cancel at zero, so $u$ is continuously differentiable there; the second derivatives have matching limits and the differential equation holds at zero as well as on both half-lines. For uniqueness, a difference solves the homogeneous equation. Decay gives $A{e}^{-qx}$ on the positive half-line and $B{e}^{qx}$ on the negative half-line. Continuity gives $A=B$ and derivative continuity gives $-qA=qB$, forcing both to be zero.

The PDF's condition $\omega \ne \pm 1$ also allows $\omega =0$, but no decaying solution exists when $\omega =0$. Indeed on $x>0$, $-u^{\prime \prime }=e^{-x}$ and decay forces $u=-e^{-x}$; on $x<0$, decay forces $u=-e^x$. Their one-sided derivatives at zero are $1$ and $-1$, which cannot match. The missing condition $\omega \ne 0$ is therefore a genuine source omission, not a transcription repair. The transform expression at $q=0$ has a nonintegrable $k^{-2}$ singularity, consistently with this obstruction.

A Lie point symmetry is a local one-parameter family of diffeomorphisms of $(t,\mathbf{x})$ that takes solution graphs of the differential equation to solution graphs wherever the transformed graph remains a graph over time. Its infinitesimal generator is $Y=\tau (t,\mathbf{x}){\partial }_t+{\sum }_i{\eta }_i(t,\mathbf{x}){\partial }_{x_i}$. Its first prolongation isFor a regular first-order equation the infinitesimal criterion is ${\mathrm{pr}}^{(1)}Y(\Delta )=0$ on $\Delta =0$; it says that the prolonged vector field is tangent to the equation submanifold.

With the constant nondegenerate canonical matrix $J$, define the Poisson bracket by $\{f,g\}=(\nabla f{)}^{T}J\nabla g$ and the Hamiltonian vector field by $V_f=J\nabla f$. Our convention gives $V_f[h]=\{h,f\}$. Applying the Jacobi identity to a test function $h$,soA first integral $F$ obeys $dF/dt=\{F,H\}=0$. Consequently $[V_F,V_H]=0$, and the local flows commute. The time-independent transformation generated by $V_F$, with $t$ unchanged, therefore maps integral curves of a vector field for $V_H$ to integral curves of a vector field: it is a Lie point symmetry.

Conversely, such a time-independent symmetry gives $[V_F,V_H]=0$, hence $V_{\{F,H\}}=0$. Nondegeneracy of $J$ makes $\{F,H\}$ constant on each connected component. At a fixed point ${\mathbf{x}}_0$, $J\nabla H({\mathbf{x}}_0)=0$ implies $\nabla H({\mathbf{x}}_0)=0$, so that constant is zero on its component. Thus the converse holds on a connected phase space containing a fixed point, or on each component that contains one.

The printed global converse needs this connectedness convention: a fixed point on one component does not control the constants on other components. For example take one component with $H=(q^2+p^2)/2$, $F=0$, and another with $H=p$, $F=q$. The Hamiltonian vector fields commute everywhere and there is a fixed point on the first component, but $F$ is not a first integral on the second. Even on a connected space the fixed-point condition matters: $H=p$, $F=q$ commute but $\dot{F}=1$.

Put $q={\mu }^2-1/4$ and $S=\log y$. The differential equation becomes the Riccati equation $S^{\prime \prime }+(S^{\prime }{)}^2=1/4+q/x^2$. The inverse-power exponential hierarchy begins withso choose $S_0=\epsilon x/2$, $S_1=0$ with $\epsilon =\pm 1$; additive constants specify the overall normalization. At order $x^{-2}$, $2S_0^{\prime }{S}_2^{\prime }=q/x^2$, and at subsequent ordersThese equations are formally equivalent coefficient by coefficient; the order-zero transport term happens to be constant, so its chosen zero value is not interpreted as a literal denominator in a successive-ratio hypothesis. The ansatz $S_j=c_j{x}^{-(j-1)}$ is consistent for $j\ge 2$, withEmpty sums are zero. In particular $c_3=-q$, which agrees with direct expansion of the Riccati equation.

Exponentiating the inverse-power series gives $y_{\epsilon }\sim e^{\epsilon x/2}{\sum }_{j\ge 0}{A}_j^{\epsilon }{x}^{-j}$ with $A_0=1$. Substitute this amplitude series into $u^{\prime \prime }+\epsilon u^{\prime }=q{x}^{-2}u$ to obtainFormal matching alone does not prove existence of actual solutions with these asymptotics. Here actual solutions are obtained from the Modified Bessel differential equation and the large-argument asymptotic expansion of a modified Bessel function: substituting $y=\sqrt{x}w(x/2)$ yields solutions $\sqrt{\pi }\sqrt{x}{I}_{\mu }(x/2)$ and $\sqrt{x/\pi }{K}_{\mu }(x/2)$, using the Modified Bessel function of the first kind and Modified Bessel function of the second kind, whose positive-real-axis asymptotic expansions have precisely these normalized growing and decaying series. They are linearly independent. The series need not converge; it is an asymptotic expansion with a remainder after each fixed truncation. When $q=j(j+1)$ the amplitude recurrence terminates.

Substitute the Laplace contour-integral method for a linear differential equation into the differential equation and use $z{e}^{zt}={\partial }_t{e}^{zt}$. Integration by parts around a closed contour avoiding singularities givesIt suffices to solve $(1+t^2)f^{\prime }+4tf=0$, givingNonzero contour integrals arise by enclosing one or both double poles $t=\pm i$. At $t=i$, the residue isThe conjugate pole gives the conjugate expression for real $z$. Taking real and imaginary linear combinations yields the real solutionsTheir derivatives are $y_1^{\prime }=z\sin z$, $y_2^{\prime }=z\cos z$, and their Wronskian is $-z^2$, so they are linearly independent on every interval avoiding zero. Both extend analytically across zero and remain independent as functions; the vanishing Wronskian at zero reflects the singular leading coefficient of the printed differential equation there.

Write $Q={\dot{N}}_{\mathrm{ion}}$ for the constant hydrogen-ionizing photon production rate. Assume an initially neutral gas of hydrogen atoms, a sharp spherical ionization front, complete ionization inside it, and a fixed gas density. The Electron and proton number densities inside are then both $n$. Take the recombination coefficient $\alpha$ to be constant, with the usual Case B recombination interpretation: photons from recombination directly to the ground state are absorbed locally. Neglect absorption by dust, pressure-driven gas motion, and light-travel delays.

The total rate of Case B recombination within radius $R$ isAt photoionization equilibrium, $Q=\mathcal{R}(R_S)$, giving the Strömgren radiusThe square of the density appears because recombination requires encounters between an Electron and a proton.

During Ionization-front growth of a Strömgren sphere, each photon either replaces an ion lost through Case B recombination or ionizes an additional atom. There are $N_i=(4\pi /3)n{R}^3$ ions inside the ionization front, so photon counting givesThe recombination time is $t_{\mathrm{rec}}=(\alpha n{)}^{-1}$. Solving this first-order differential equation with $R(0)=0$ givesFor an initial radius $R_0$, the corresponding result is $R^3(t)=R_S^3+(R_0^3-R_S^3)e^{-t/t_{\mathrm{rec}}}$. Initially, the idealized photon-counting solution has $R\simeq [3Qt/(4\pi n){]}^{1/3}$; at late times, $R/R_S\simeq 1-\frac{1}{3}{e}^{-t/t_{\mathrm{rec}}}$. The initially divergent front speed in this approximation is a consequence of neglecting light-travel delays; the formula describes the growth once that approximation is applicable.

For a power law density, specify a reference radius $r_0$ so that $n(r)=n_0(r/r_0{)}^{-\beta }$. With an inner cutoff $r_{\mathrm{in}}>0$, the recombination integral for a power-law nebula isEquivalently, a logarithmic interval in radius contributes $d\mathcal{R}/d\ln r=4\pi \alpha n_0^2{r}_0^{2\beta }{r}^{3-2\beta }$. For $\beta <3/2$, the central integral converges as $r_{\mathrm{in}}\to 0$, and the recombination rate grows as $R^{3-2\beta }$. At $\beta =3/2$, each logarithmic interval contributes equally and the centre gives a logarithmic divergence. For $\beta >3/2$, the unmodified profile gives a power divergence at the centre, while its outer recombination integral converges. The change at $\beta =3/2$ is set by the competition between the spherical volume element and the squared density.

To regularize the centre, choose the following explicit cored power-law density profile, taking $r_0=r_c$ and $n_0$ as the core density:For $R\le r_c$, $\mathcal{R}(R)=(4\pi /3)\alpha n_0^2{R}^3$. For $R>r_c$, put $u=R/r_c$ and integrate the core and envelope separately:This rate is continuous and strictly increasing with $R$. If $\beta >3/2$, it has a finite supremum, the critical ionizing photon rate of a cored power-law nebula:For $0<Q<Q_{\mathrm{crit}}$ there is a unique finite radius at photoionization equilibrium. At $Q=Q_{\mathrm{crit}}$ the equality is approached only as $R\to \infty$; for $Q>Q_{\mathrm{crit}}$ even ionizing the whole profile cannot consume all photons through Case B recombination, so no equilibrium radius exists. For $\beta \le 3/2$, the envelope integral grows without bound and there is no finite critical rate in this infinite-extent model.

For a concrete choice, take any $n_0>0$, $r_c>0$, and $\beta =2$. Then $Q_{\mathrm{crit}}=16\pi \alpha n_0^2{r}_c^3/3$. In the envelope, defining $q=Q/(4\pi \alpha n_0^2{r}_c^3)$ gives $R=r_c/(4/3-q)$ for $1/3<q<4/3$, explicitly showing the divergence as the critical rate is approached. A different core shape changes the numerical coefficient of $Q_{\mathrm{crit}}$, while the outer-slope condition $\beta >3/2$ remains the same.

Apply a one-step numerical method to the scalar test ordinary differential equationIf one step has the formthen $R$ is the stability function and the linear stability domain isThe method is A-stable whenso it does not amplify any mode that the exact differential equation does not amplify.

A classical solution is a sufficiently differentiable function that satisfies a differential equation and any prescribed initial or boundary conditions. A weak solution instead satisfies an appropriate integral or distributional identity in a specified function space. For a smooth locally Lipschitz continuous vector field, an ordinary differential equation has a unique local solution for each initial state; this does not by itself ensure global existence or boundedness.

A complex parameter labels auxiliary solutions of a linear differential equation, such as exponential adjoint solutions used in a global relation for a linear boundary value problem. It need not be a discrete eigenvalue or a parameter of a nonlinear Lax pair. Analytic dependence on it allows transformed boundary identities to be sampled or inverted.