Stokes phenomenon is a concept in the field of asymptotic analysis, particularly in the study of differential equations and complex analysis. It describes a behavior that occurs in the context of asymptotic expansions of solutions to differential equations when crossing certain "Stokes lines" in the complex plane.
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The Stokes phenomenon is a change in the asymptotic contribution of a subdominant exponential function as a complex parameter crosses a distinguished direction. A function can remain holomorphic across that direction even though different sectorial asymptotic expansions describe it most effectively. An inverse-power expansion alone cannot determine contributions smaller than every inverse power.
A concrete mechanism appears in the Gaussian Cauchy transform and its Stokes jump. Continuing a contour past a simple pole changes the represented contour integral by times its residue; here that term is proportional to . In directions where , this exponential is invisible to every algebraic order. The Borel integral with a simple pole gives the same mechanism in the transformed plane.
A Stokes line uses the equal-phase convention adopted here, while an anti-Stokes line marks equal exponential magnitudes. Those names are interchanged in some sources, so the actions or defining equations should accompany them. Near a switching direction, optimal truncation and error-function smoothing of a Stokes multiplier give a continuous transition instead of a literal jump of the underlying analytic function.[ref]
2.11 Remainder Terms; Stokes Phenomenon. §2.11(iv), Stokes directions and smooth transition in exponentially improved approximations