Stokes matrix ($Y_{j+1}=Y_j{S}_j$)

Two sectorial fundamental solutions of the same linear system differ on their overlap by a constant invertible right factor, since $(Y_j^{-1}{Y}_{j+1}{)}^{\prime }=0$. With a common formal normalization these factors encode the exponentially small ambiguities invisible to the asymptotic expansion. They are called Stokes matrices. Equivalently their inverses act on column vectors of solution coefficients; the convention must be specified when ordering products.