Stokes phenomenon

Exponentially small contributions can change their asymptotic representation when a complex parameter crosses a Stokes direction. An all-orders asymptotic expansion in inverse powers alone does not resolve these terms.

At an unramified irregular singular point with distinct leading eigenvalues, a sectorial fundamental solution is a fundamental matrix whose entries are holomorphic functions asymptotic to a prescribed formal matrix on a sector of the logarithm cover. For competing cubic exponentials, the usual construction uses six overlapping sectors with basic angle $\pi /3$. A formal power series need not converge, and two sectorial realizations may differ by exponentially small terms across a sector boundary.

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.

The saddle and endpoint asymptotic expansions of this entire function have algebraic coefficients $C{\omega }^j/z$ in sectors $(2j-1)\pi /3<\arg z<(2j+1)\pi /3$, where $C=\Gamma (1/3)/3$ and $\omega =e^{2\pi i/3}$. Deforming the contour onto the decay ray $\arg (zt)=2j\pi /3$ gives its complete integral $C{\omega }^j$. The endpoint contribution is $-e^{-z^3}(3z^3{)}^{-1}{\sum }_{r\ge 0}(-1{)}^r(2/3{)}_r/z^{3r}$. The algebraic coefficient switches at $\arg z=\pi /3,\pi ,5\pi /3$; the equal-exponential-magnitude anti-Stokes lines are the intervening rays $\pi /6+j\pi /3$.

Near $\arg z=\pi /3$, set $\lambda =-z^3$ on the branch with argument near zero and truncate the endpoint expansion at $N$ terms. Its remaining factorial series, indexed by $r=N+p$, is ${\lambda }^{-1/3}/[3\Gamma (2/3)]$ times the Borel summation of ${\sum }_{p\ge 0}\Gamma (N+2/3+p)e^{\lambda }/{\lambda }^{N+2/3+p}$. The upper-pole contour fixes the stated remainder and its continuation from the sector below the switching line. With $N+2/3\sim |z{|}^3$, the Gaussian pole transition for a large gamma parameter smooths the algebraic coefficient from $C$ to $C{e}^{2\pi i/3}$.

The integral ${\int }_{\mathbb{R}}{e}^{-t^2}(z-t{)}^{-1}dt$ in the lower half-plane extends to the displayed entire function. In the upper half-plane the continued function differs from the directly evaluated real-contour integral by $2\pi i{e}^{-z^2}$. Its algebraic expansion is $\sqrt{\pi }{z}^{-1}{\sum }_{m\ge 0}(2m-1)!!/(2z^2{)}^m$. The real axes are switching lines for the exponentially small term under the Stokes-multiplier convention; the diagonal rays $\arg z=\pi /4+j\pi /2$ are equal-magnitude boundaries for the exponential and algebraic mechanisms. Stating both the residue jump and the sector domains prevents confusion between switching and dominance conventions.

For $z=2n+i\mu \sqrt{n}+O(1)$, the factor $t^{2n}{e}^{z(1-t)}$ has saddle scale $t=1+u/\sqrt{n}$ and becomes $e^{-u^2-i\mu u}$. If the amplitude has a simple pole there, its leading local integral contains $e^{-u^2-i\mu u}/u$. Differentiating its Cauchy principal value with respect to $\mu$ reduces it to a Gaussian integral, producing an error function. The nonsingular amplitude $(1+t{)}^{-1}$ gives $\frac{1}{2}\sqrt{\pi /n}{e}^{-{\mu }^2/4}$.

The pole contour in a Gaussian saddle coalescing with a simple pole changes the multiplier smoothly. For the lower contour, ${\int }_{{\mathcal{C}}_{-}}{e}^{-u^2-i\mu u}du/u=i\pi \mathrm{erfc}(\mu /2)$. This follows by integrating $-i\sqrt{\pi }{e}^{-{\mu }^2/4}$ and adding the indentation contribution $i\pi$. The transition width is inverse square root of the large parameter; on a Stokes line the multiplier takes half its switched-on value.

For the upper-pole integral $I={\int }_{{\mathcal{C}}_{+}}{t}^{\gamma -1}{e}^{\lambda (1-t)}(1-t{)}^{-1}dt$, let $\gamma \to \infty$ and $\lambda =\gamma +i\mu \sqrt{\gamma }+O(1)$. Scaling $t=1+s/\sqrt{\gamma }$ gives $-{\int }_{{\mathcal{C}}_{+}}{e}^{-s^2/2-i\mu s}ds/s$ at leading order. At $\mu =0$ its indentation is $i\pi$. Differentiation with respect to $\mu$ gives $i\sqrt{2\pi }{e}^{-{\mu }^2/2}$, so integration gives the displayed error function. This is an optimal truncation transition; the underlying analytic integral has no literal discontinuity. The general mechanism is discussed in the DLMF account of Stokes smoothing.

With the equal-magnitude convention, an anti-Stokes line has $\mathrm{Re}(S_1-S_2)=0$ for competing exponentials. For $e^{\pm x^2/\epsilon }$, its rays are $\arg x=\pi /4+m\pi /2$. Crossing one interchanges which exponential grows. Some literature interchanges the names, so the action-based convention should always be specified.

With the convention used here, a Stokes line is a ray where competing exponential actions have the same imaginary part. A subdominant exponential can acquire a rapidly changing multiplier there. For $e^{\pm x^2/\epsilon }$, these rays have $\arg x=m\pi /2$. The anti-Stokes lines instead have equal exponential magnitudes.