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GENLY LEON et al

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*Genly Leon, Departamento de Matemáticas, Universidad Católica del Norte, Avda. Angamos 0610, Casilla 1280 Antofagasta, Chile.

Lie Symmetries, Painlevé analysis and global dynamics for the temporal equation of radiating stars

Genly Leon    Megandhren Govender    Andronikos Paliathanasis Departamento de Matemáticas, Universidad Católica del Norte, Avda. Angamos 0610, Casilla 1280 Antofagasta, Chile Institute of Systems Science, Durban University of Technology, Durban 4000, South Africa Department of Mathematics, Faculty of Applied Sciences, Durban University of Technology, Durban 4000, South Africa Instituto de Ciencias Físicas y Matemáticas, Universidad Austral de Chile, Valdivia 5090000, Chile [email protected]
(31 August, 2021; 10 December, 2021; 21 March, 2022)
Abstract

[Abstract]We study the temporal equation of radiating stars by using three powerful methods for the analysis of nonlinear differential equations. Specifically, we investigate the global dynamics for the given master ordinary differential equation to understand the evolution of solutions for various initial conditions as also to investigate the existence of asymptotic solutions. Moreover, with the application of Lie’s theory, we can reduce the order of the master differential equation, while an exact similarity solution is determined. Finally, the master equation possesses the Painlevé property, which means that the analytic solution can be expressed in terms of a Laurent expansion.

10.1002/mma.8274

\jnlcitation

Leon G, Govender M, Paliathanasis A. Lie symmetries, Painlevé analysis, and global dynamics for the temporal equation of radiating stars. Math Meth Appl Sci. 2022;1-16. doi:10.1002/mma.8274

keywords:
Lie symmetries; radiating stars; exact solutions; stability analysis
articletype: Research Article

1 Introduction

Ordinary differential equations play an important role in the study of physical systems. There are various approaches for the study of the properties of physical systems described by differential equations as well as to construct and determine exact and analytic solutions. Relativistic astrophysics is an active area employing various solution-generating techniques to solve highly nonlinear systems of differential equations. From finding exact solutions of the Einstein field equations or their modifications (Einstein-Gauss Bonnet gravity, f(R)f(R) gravity or Brans-Dicke theory, etc.) describing stellar objects through to the study of causal thermodynamics, where solutions of governing differential equations have played a key role.

The end-states of gravitational collapse of bounded configurations have held the attention of astrophysicists since the pioneering work of Oppenheimer and Snyder1 in which they studied idealised collapse of a dust sphere. The Weak Cosmic Censorship Conjecture, first articulated by Penrose, forbids the existence of naked singularities arising from continued gravitational collapse. However, there have been many counter-examples put forward within the framework of Einstein’s classical general relativity 2, 3, 4, 5. The confirmation of classical general relativity as a cornerstone of gravitational theory was borne out in 2019 when the photograph of the shadow of a black hole 6 was obtained, heralding a new frontier of theoretical predictions and observations. The discovery of the Vaidya solution 7 paved the way for researchers to study dissipative collapse of stars. The boundary of the collapsing object divides spacetime into two distinct regions, {\cal M^{-}}, the interior region and +{\cal M^{+}}, the exterior region described by the Vaidya solution. Early work on dissipative gravitational collapse can be attributed to Herrera and co-workers (see 8, 9 and references therein). In their investigations they studied spherically symmetric, shear-free stellar objects undergoing dissipative gravitational collapse in the form of a radial heat flux. The junction conditions for the smooth matching of the interior spacetime to the exterior Vaidya solution were derived by Santos 10. The Santos junction conditions demonstrated that the pressure at the boundary of a collapsing, radiating star is nonzero and is proportional to the magnitude of the outgoing radial heat flux. This junction condition represents the conservation of momentum across the boundary of the collapsing star. Recently, the Santos junction conditions have been extended to include a dynamically unstable core with a general energy-momentum tensor describing an imperfect fluid with heat flux and null radiation with the exterior being described by the generalised Vaidya solution 11. Over the next two decades, the study of radiating stars has provided us with a rich insight into the end-states of continued gravitational collapse, particularly with regards to time of formation of the horizon12, temperature profiles and relaxational effects related to causal heat flux13. The shear-free models were subsequently extended to include the effects of shear viscosity. It has been demonstrated that the Chandrasekhar stability criterion for isotropic fluid spheres is modified in the presence of shear viscosity. Furthermore, in both the Newtonian and relativistic regimes, the shear viscosity decreases the instability of the stellar fluid14.

The inclusion of shear, anisotropy, electromagnetic field, and rotation in the slow approximation have been fruitful in studying the thermodynamics of such systems. The impact of shear on the kinematics and dynamics of the collapse process has been addressed by several authors. The instability of the shear-free condition has been demonstrated by Herrera et al. 15 in which they showed that the shear-free condition may hold for a limited epoch of the collapse process. The presence of pressure anisotropies, density inhomogeneities, and dissipative fluxes can mimic shear-like effects 16. The inclusion of shear during dissipative collapse has led to interesting results when contrasted to the shear-free case. Shearing effects lead to higher core temperatures it has been shown that horizon formation is delayed when shear is present. In an attempt to model shearing, radiating stars, Ivanov introduced the so-called horizon function which simplifies the boundary condition representing the temporal behavior of the model17, 18. The horizon function has a physical attribute in the sense that it is directly related to the surface redshift of the collapsing sphere. Once this function is determined from the boundary condition, the end-state or possible outcome of continued gravitational collapse can be studied. The avoidance of the singularity was demonstrated by using a simple model of shear-free collapse in which the rate of collapse is balanced by the rate of energy emission to the exterior spacetime 19. This so-called horizon-free model, or Banerjee, Chatterjee & Dadhich (BCD) 19 model, forms the basis of the work contained in this paper. The horizon-free collapse in the presence of shear was studied in various models in which the gravitational potentials were highly simplified. The so-called Euclidean stars, in which the areal radius is equal to the proper radius were shown to undergo horizon-free collapse 20. The BCD model has two inherent assumptions: the interior spacetime is shear-free and the gravitational potentials are separable in space and time. Works by Chan and co-workers attempted to generalise the shear-free model to include shear by demanding that the metric functions be separable. These models have several drawbacks such as the proper radius being independent of time or the resulting boundary condition rendered solvable via numerical methods21, 22.

In this piece of work, we investigate the dynamics for the master equation of the temporal equation of radiating stars. The equation that we are interested describes the Einstein field equations for a spherically symmetric line element

ds2=A2(r,t)dt2+B2(r,t)(dr2+r2dθ2+r2sin2θdϕ2),ds^{2}=-A^{2}(r,t)dt^{2}+B^{2}(r,t)\left(dr^{2}+r^{2}d\theta^{2}+r^{2}\sin^{2}\theta d\phi^{2}\right), (1)

for a pressure isotropy fluid with an exterior solution the Vaidya metric 7 such that to describe a radiative solution. Banerjee et al. 23 suggested the metric ansatz A(t,r)=1+ζ0r2,B(t,r)=R(t)A\left(t,r\right)=1+\zeta_{0}r^{2},~{}B\left(t,r\right)=R(t)~{}where ζ0\zeta_{0} is a positive constant. In this case, the field equations reduce to the second-order differential equation

2R(t)R¨(t)+R˙(t)2+αR˙(t)=β,2R(t){\ddot{R}}(t)+{\dot{R}(t)}^{2}+\alpha{\dot{R}(t)}=\beta, (2)

where α\alpha and β\beta are constants and the dot means derivative with respect to the time tt. A special solution of the latter equation is the solution R=CtR=-Ct where C>0C>0 is a constant, which describes a collapsing star 23. Recently, in 24 new families of exact solutions for the master equation (2) were found using Lie symmetries. This body of work forms part of several investigations about dissipative collapse via Lie symmetries. Radiating stars with shear, in which the particle trajectories within the stellar fluid were geodesics, were studied using Lie symmetries25. Several new solutions were obtained while other solutions were reduced to well-known cases studied earlier in the literature. The geodesic case with shear was extended to the most general shearing matter distribution radiating energy to the exterior spacetime. The method of Lie symmetries proved useful in obtaining four new classes of solutions 26, two of which included the horizon function and the Euclidean condition.

In the following, we study the dynamics and the stability properties for the master equation (2) and also, we show in detail how the method of Lie point symmetries and the singularity analysis can be used for the derivation of new analytic and exact solution for equation (2).

The theory of Lie symmetries 27 is a powerful approach for the investigation of invariant functions for differential equations. The novelty of Lie theory is that the infinitesimal representations of the finite transformations of continuous groups are considered, by moving from the group to a local algebraic representation, and to studying the invariance properties under them. The resulting invariant functions can be used for the reduction of order for a given ordinary differential equation and consequently for the derivation of solutions. These exact solutions which follow from the application of Lie symmetries are known as similarity solutions. The theory of Lie symmetries cover a range of applications in physical science and gravitational theory, see for instance 28, 29, 30, 31, 32, 33 and references therein.

The singularity analysis, which is mainly associated with the school of Painlevé, that is why also it is called Painlevé analysis 34, is another powerful mathematical approach for the derivation of solutions of differential equations. When a differential equation passes the singularity the analysis we say that the differential equation possesses the Painlevé property. Nowadays the application of the singularity analysis is summarised in ARS algorithm, from the initials of Ablowitz, Ramani, and Segur 35, 36, 37 who established a systematic method for investigation of analytic solutions, inspired by the approach applied by Kowalevskaya 38 for the determination of the third integrable case of Euler’s equations for a spinning top. The basic characteristic for a differential equation to possesses the Painlevé property is the existence of at least a movable singularity. In the singularity analysis the analytic solution for a given differential equation is expressed by Painlevé Series, and specifically in our consideration we shall write the analytic solution in the Puiseux series.

On the other hand, stability analysis provides us with an important tool to investigate the evolution of the given dynamical system. Indeed, from the stability analysis, we can investigate if a given solution is stable or not, while we can determine families of initial conditions such that specific behavior for the dynamical system to be stable. In addition, we can define constraints for the free parameters of the differential equations according to the stability of exact solutions. Hence, we can extract important information about the nature of the free parameters. In our consideration, for equation (2)  we can understand how the free parameters α\alpha and β\beta affects the dynamics. The plan of the paper is as follows.

In Section 2 we investigate the stability properties for the master equation (2) for the exact solution found in 23, while we perform a detailed study of the global dynamics for the master equation. From the dynamical analysis, a new family of exact solutions is constructed. In Section 3, we investigate equation (2) by applying Lie’s theory, as we study if equation (2) possesses the Painlevé property. We find that the differential equation admits two Lie point symmetries which form the A2,2A_{2,2} Lie algebra. Consequently, the application of the Lie symmetries provides two similarity transformations. Moreover, the application of the ARS algorithm indicates that the master equation (2) satisfies the Painlevé test, and the analytic solution is expressed by a right Painlevé series. However, for a specific relation between the two free variables α\alpha, β\beta; a new exact solution is determined. Finally, in Section 4 we discuss our results and draw our conclusions.


2 Stability analysis and global dynamics

For the master equation (2),  by convenience we assume α>0\alpha>0. A special and simple solution to this equation is R=CtR=-Ct defined for <t0-\infty<t\leq 0, where C>0C>0 is a constant given by the positive roots of

β+C2αC=0.-\beta+C^{2}-\alpha C=0. (3)

That is, for β>0\beta>0, we have only one positive root C=12(α2+4β+α)C=\frac{1}{2}\left(\sqrt{\alpha^{2}+4\beta}+\alpha\right). For β<0\beta<0 and α2+4β>0\alpha^{2}+4\beta>0, we have two different positive roots: C=12(αα2+4β)C_{-}=\frac{1}{2}\left(\alpha-\sqrt{\alpha^{2}+4\beta}\right) and C+=12(α2+4β+α)\quad C_{+}=\frac{1}{2}\left(\sqrt{\alpha^{2}+4\beta}+\alpha\right).

To avoid ambiguities we prefer to use the relation β=C2Cα\beta=C^{2}-C\alpha, and in the analysis separate the cases β<0\beta<0 and β0\beta\geq 0.

For the analysis of stability of the scaling solution R(t)=CtR(t)=-Ct, with C=12(α2+4β+α)>0C=\frac{1}{2}\left(\sqrt{\alpha^{2}+4\beta}+\alpha\right)>0 in the interval <t<0-\infty<t<0 we use similar methods as in Liddle & Scherrer 39 and Uzan 40. For this purpose, the new logarithmic time variable τ\tau related to tt through

t=eτ,<τ<,t=-e^{-\tau},\quad-\infty<\tau<\infty, (4)

such that tt\rightarrow-\infty as τ\tau\rightarrow-\infty and t0t\rightarrow 0 as τ+\tau\rightarrow+\infty is defined.

Then, replacing the relation between tt and τ\tau given by (4) in the expression R(t)R(t), we obtain a function of τ\tau from R(t)R(t) denoted and defined by

R¯(τ)=R(eτ).\bar{R}(\tau)=R(-e^{-\tau}). (5)

Using again the transform (4), the scaling solution R(t)=CtR(t)=-Ct can be re-expressed as a function of τ\tau as Rs(τ)=CeτR_{s}(\tau)=Ce^{-\tau}.

To compare a generic solution R¯(τ)\bar{R}(\tau) with the scaling solution Rs(τ)=CeτR_{s}(\tau)=Ce^{-\tau}, we define a dimensionless function of τ\tau as the ratio

u(τ)=R¯(τ)Rs(τ).u(\tau)=\frac{\bar{R}(\tau)}{R_{s}(\tau)}. (6)

Thus, the solution Rs(τ)R_{s}(\tau) will corresponds to the equilibrium point u=1u=1 in the new formulation of the master equation (2). The physical region corresponds to u0u\geq 0. Recall, the physical solution R=CtR=-Ct is defined for <t0-\infty<t\leq 0, where C>0C>0 is a constant.

To reformulate the master equation (2) in terms of u(τ)u(\tau), and its derivatives with respect to τ\tau, we use the chain rule to obtain several differentiation rules. Let be denoted the time derivative with respect to τ\tau be denoted by a prime and the time derivative with respect to tt by a dot. That is, for f(τ)f(\tau), let

f(τ)df(τ)dτ,f^{\prime}(\tau)\equiv\frac{df(\tau)}{d\tau}, (7)

and for g(t)g(t), let

g˙(t)dg(t)dt.\dot{g}(t)\equiv\frac{dg(t)}{dt}. (8)

Then,

R˙(t)=dτ(t)dtR¯(τ)=eτR¯(τ),R¨(t)=e2τ(R¯\dprime(τ)+R¯(τ))\dot{R}(t)=\frac{d\tau(t)}{dt}\bar{R}^{\prime}(\tau)=e^{\tau}\bar{R}^{\prime}(\tau),\quad\ddot{R}(t)=e^{2\tau}\left(\bar{R}^{\dprime}(\tau)+\bar{R}^{\prime}(\tau)\right) (9)

and

Rs(τ)/Rs(τ)=1,Rs(τ)=Ceτ.{R_{s}^{\prime}(\tau)}/{R_{s}(\tau)}=-1,\quad R_{s}(\tau)=Ce^{-\tau}. (10)

Therefore, by using the rules (9), and substituting expression (4), the equation (2) becomes

β+αeτR¯(τ)+e2τ(R¯(τ)2+2R¯(τ)(R¯\dprime(τ)+R¯(τ)))=0.-\beta+\alpha e^{\tau}\bar{R}^{\prime}(\tau)+e^{2\tau}\left({\bar{R}^{\prime}(\tau)}^{2}+2\bar{R}(\tau)\left(\bar{R}^{\dprime}(\tau)+\bar{R}^{\prime}(\tau)\right)\right)=0. (11)

The next step is to rewrite equation (11) in terms of u(τ)u(\tau) and its derivatives.

Solving equation (6) for R¯\bar{R}, and then using the derivatives rules for products of functions and the chain rule, we obtain, subsequently,

R¯(τ)=Ceτu(τ),\displaystyle\bar{R}(\tau)=Ce^{-\tau}u(\tau), (12)
R¯(τ)=Ceτ(u(τ)u(τ)),\displaystyle\bar{R}^{\prime}(\tau)=Ce^{-\tau}\left(u^{\prime}(\tau)-u(\tau)\right), (13)
R¯\dprime(τ)=Ceτ(u\dprime(τ)2u(τ)+u(τ)).\displaystyle\bar{R}^{\dprime}(\tau)=Ce^{-\tau}\left(u^{\dprime}(\tau)-2u^{\prime}(\tau)+u(\tau)\right). (14)

Substituting (12), (13) and (14) in equation (11), and dividing by the overall factor eτe^{-\tau}, we obtain

2C2u(τ)u\dprime(τ)+C2u(τ)2+Cu(τ)(α4Cu(τ))+C(u(τ)1)(α+Cu(τ)+C)=0.\displaystyle 2C^{2}u(\tau)u^{\dprime}(\tau)+C^{2}{u^{\prime}(\tau)}^{2}+Cu^{\prime}(\tau)(\alpha-4Cu(\tau))+C(u(\tau)-1)(-\alpha+Cu(\tau)+C)=0. (15)

where we have used the relation β=C2Cα\beta=C^{2}-C\alpha.

Defining the new function

v(τ)=u(τ),v(\tau)=u^{\prime}(\tau), (16)

we obtain the dynamical system

u(τ)=v(τ),\displaystyle u^{\prime}(\tau)=v(\tau), (17)
v(τ)=(u(τ)1)(α+Cu(τ)+C)2Cu(τ)+v(τ)(2α2Cu(τ))v(τ)22u(τ).\displaystyle v^{\prime}(\tau)=-\frac{(u(\tau)-1)(-\alpha+Cu(\tau)+C)}{2Cu(\tau)}+v(\tau)\left(2-\frac{\alpha}{2Cu(\tau)}\right)-\frac{v(\tau)^{2}}{2u(\tau)}. (18)

The scaling solution Rs(τ)=CeτR_{s}(\tau)=Ce^{-\tau} corresponds to the equilibrium point u=1,v=0u=1,v=0.

Defining ε\varepsilon through u=1+εu=1+\varepsilon, we obtain the final dynamical system

ε(τ)=v(τ),\displaystyle\varepsilon^{\prime}(\tau)=v(\tau), (19)
v(τ)=ε(τ)(αCε(τ)2C)2C(ε(τ)+1)+v(τ)(2α2Cε(τ)+2C)v(τ)22(ε(τ)+1),\displaystyle v^{\prime}(\tau)=\frac{\varepsilon(\tau)(\alpha-C\varepsilon(\tau)-2C)}{2C(\varepsilon(\tau)+1)}+v(\tau)\left(2-\frac{\alpha}{2C\varepsilon(\tau)+2C}\right)-\frac{v(\tau)^{2}}{2(\varepsilon(\tau)+1)}, (20)

where the equilibrium point is translated to the origin.

Refer to caption
Figure 1: Phase plot of (17), (18) for some α>0,β>0\alpha>0,\beta>0 and the choice 2C:=α+α2+4β2C:=\alpha+\sqrt{\alpha^{2}+4\beta}. The origin represents the solution Rs(τ)=CeτR_{s}(\tau)=Ce^{-\tau}, which is unstable (node). The physical region corresponds to u0u\geq 0.
Refer to caption
Figure 2: Phase plot of (17), (18) for some α>0,β<0\alpha>0,\beta<0 and the choice 2C:=αα24|β|2C_{-}:=\alpha-\sqrt{\alpha^{2}-4|\beta|}. The origin represents the solution Rs(τ)=CeτR_{s-}(\tau)=C_{-}e^{-\tau}, which is unstable (saddle). The physical region corresponds to u0u\geq 0.
Refer to caption
Figure 3: Phase plot of (17), (18) for some α>0,β<0\alpha>0,\beta<0 and the choice 2C+:=α+α24|β|2C_{+}:=\alpha+\sqrt{\alpha^{2}-4|\beta|}. The origin represents the solution Rs+(τ)=C+eτR_{s+}(\tau)=C_{+}e^{-\tau}, which is unstable (node). The physical region corresponds to u0u\geq 0.

The linearisation matrix is defined by

J(ε,v)=(0112((v+1)(vCC+α)C(ε+1)21)2α+2Cv2εC+2C).J(\varepsilon,v)=\left(\begin{array}[c]{cc}0&1\\ \frac{1}{2}\left(\frac{(v+1)(vC-C+\alpha)}{C(\varepsilon+1)^{2}}-1\right)&2-\frac{\alpha+2Cv}{2\varepsilon C+2C}\end{array}\right). (21)

Then, linearising around the equilibrium point, ε=0,v=0\varepsilon=0,v=0, we obtain

(ε(τ)v(τ))=(011+α2C2α2C)(ε(τ)v(τ)).\left(\begin{array}[c]{c}\varepsilon^{\prime}(\tau)\\ v^{\prime}(\tau)\end{array}\right)=\left(\begin{array}[c]{cc}0&1\\ -1+\frac{\alpha}{2C}&2-\frac{\alpha}{2C}\end{array}\right)\left(\begin{array}[c]{c}\varepsilon(\tau)\\ v(\tau)\end{array}\right). (22)

The linearisation matrix

J(0,0)=(01α2C12α2C)J(0,0)=\left(\begin{array}[c]{cc}0&1\\ \frac{\alpha}{2C}-1&2-\frac{\alpha}{2C}\end{array}\right) (23)

has eigenvalues {1,1α2C}\left\{1,1-\frac{\alpha}{2C}\right\}.

Assume first β0\beta\geq 0. In this case, the origin is always unstable as τ+\tau\rightarrow+\infty due to 2C=α+α2+4β>α2C=\alpha+\sqrt{\alpha^{2}+4\beta}>\alpha. That is, the origin is stable as τ\tau\rightarrow-\infty.

An additional equilibrium point is

ε=αC2<0,u=αC1,v=0.\varepsilon=\frac{\alpha}{C}-2<0,\quad u=\frac{\alpha}{C}-1,\quad v=0. (24)

Evaluating the linearisation matrix J(αC2,0)J\left(\frac{\alpha}{C}-2,0\right), we obtain the eigenvalues {1,2Cα2(Cα)}\left\{1,\frac{2C-\alpha}{2(C-\alpha)}\right\}. Due to 2Cα>02C-\alpha>0 it is unstable as τ\tau\rightarrow\infty. Indeed for 0<α2<C<α0<\frac{\alpha}{2}<C<\alpha it is a saddle, whereas for C>α>0C>\alpha>0 is an unstable node. The last conditions is forbidden due to the physical condition u0u\geq 0 evaluated at (u,v)=(αC1,0)(u,v)=\left(\frac{\alpha}{C}-1,0\right) implies αC\alpha\geq C.

Now, let us study the case β<0,α<2β\beta<0,\alpha<-2\sqrt{-\beta} or β<0,α>2β\beta<0,\alpha>2\sqrt{-\beta}. Henceforth, we have two solutions

Rs±(τ)=C±t(τ)=C±eτ,R_{s\pm}(\tau)=-C_{\pm}t(\tau)=C_{\pm}e^{-\tau}, (25)

where

2C±=α±α24|β|.2C_{\pm}=\alpha\pm\sqrt{\alpha^{2}-4|\beta|}. (26)

Observe that 2C+>α2C_{+}>\alpha, implies that Rs+(τ)R_{s+}(\tau) is an unstable solution (unstable node) as τ\tau\rightarrow\infty. Due to α>2C>0\alpha>2C_{-}>0, Rs(τ)R_{s-}(\tau) is an unstable (saddle) solution.

Figure 1 shows the phase plot of system (17), (18) for some α>0,β>0\alpha>0,\beta>0 and the choice 2C:=α+α2+4β2C:=\alpha+\sqrt{\alpha^{2}+4\beta}. The origin represents the solution Rs(τ)=CeτR_{s}(\tau)=Ce^{-\tau}, which is unstable (node).

Figure 2 shows the phase plot of system (17), (18) for some α>0,β<0\alpha>0,\beta<0 and the choice 2C:=αα24|β|2C_{-}:=\alpha-\sqrt{\alpha^{2}-4|\beta|}. The origin represents the solution Rs(τ)=CeτR_{s-}(\tau)=C_{-}e^{-\tau}, which is unstable (saddle).

Figure 3 shows the phase plot of system (17), (18) for some α>0,β<0,α2+4β0\alpha>0,\beta<0,\alpha^{2}+4\beta\geq 0 and the choice 2C+:=α+α24|β|2C_{+}:=\alpha+\sqrt{\alpha^{2}-4|\beta|}. The origin represents the solution Rs+(τ)=C+eτR_{s+}(\tau)=C_{+}e^{-\tau}, which is unstable (node).

As can be seen in figures 1, 2 and 3, there are non-trivial dynamics as (u,v)(u,v) are unbounded.

2.1 Dynamics as (u,v)(u,v) are unbounded

Assume that there are u0>0u_{0}>0, and a coordinate transformation ϕ=h(u)\phi=h(u), with inverse h(1)(ϕ)h^{(-1)}(\phi), which maps the interval [u0,)[u_{0},\infty) onto (0,δ](0,\delta], where δ=h(u0)\delta=h(u_{0}), satisfying limu+h(u)=0\lim_{u\rightarrow+\infty}h(u)=0, and has the following additional properties:

  1. 1.

    hh is Ck+1C^{k+1} and strictly decreasing,

  2. 2.
    h¯(ϕ)={h(h(1)(ϕ)),ϕ>0,limϕh(ϕ),ϕ=0\overline{h^{\prime}}(\phi)=\left\{\begin{array}[c]{cc}h^{\prime}(h^{(-1)}(\phi)),&\phi>0,\\ \lim_{\phi\rightarrow\infty}h^{\prime}(\phi),&\phi=0\end{array}\right. (27)

    is CkC^{k} on the closed interval [0,δ][0,\delta] and

  3. 3.

    dh¯dϕ(0)\frac{d\overline{h^{\prime}}}{d\phi}(0) and higher derivatives dmh¯dϕm(0)\frac{d^{m}\overline{h^{\prime}}}{d\phi^{m}}(0) satisfy

    dh¯dϕ(0)=dmh¯dϕm(0)=0.\frac{d\overline{h^{\prime}}}{d\phi}(0)=\frac{d^{m}\overline{h^{\prime}}}{d\phi^{m}}(0)=0. (28)

It can be proved using the above conditions that

limϕ01h(1)(ϕ)=0,\displaystyle\lim_{\phi\rightarrow 0}\frac{1}{h^{(-1)}(\phi)}=0, (29)
limϕ0h(h(1)(ϕ))ϕ=0,\displaystyle\lim_{\phi\rightarrow 0}\frac{h^{\prime}\left(h^{(-1)}(\phi)\right)}{\phi}=0, (30)
limϕ0h′′(h(1)(ϕ))h(h(1)(ϕ))=0.\displaystyle\lim_{\phi\rightarrow 0}\quad\frac{h^{\prime\prime}\left(h^{(-1)}(\phi)\right)}{h^{\prime}\left(h^{(-1)}(\phi)\right)}=0. (31)

In the following, we say that gg is well-behaved at infinity (WBI) of exponential order NN, if there is NN such that

limu(g(u)g(u)N)=0.\lim_{u\rightarrow\infty}\left(\frac{g^{\prime}(u)}{g(u)}-N\right)=0. (32)

Let gg be a WBI function of exponential order NN then, exponential dominated means, for all λ>N\lambda>N,

limueλug(u)=0.\lim_{u\to\infty}\,e^{-\lambda u}g(u)=0. (33)

From

limϕ0h′′(h(1)(ϕ))h(h(1)(ϕ))=0,\lim_{\phi\to 0}\,\frac{h^{\prime\prime}\left(h^{(-1)}(\phi)\right)}{h^{\prime}\left(h^{(-1)}(\phi)\right)}=0, (34)

it follows that g(u)=1/h(u)g(u)=1/h^{\prime}(u) is WBI of exponential order 0, that is, limug(u)g(u)N=0\lim_{u\rightarrow\infty}\frac{g^{\prime}(u)}{g(u)}-N=0 for N=0N=0, and hence it is exponential dominated. This implies in turn that 1/h(u)1/h(u) is also exponential dominated. The function h(u)h(u) must therefore obey the following condition: for all k>0k>0,

limuekuh(u)=limuekuh(u)=0.\lim_{u\rightarrow\infty}\frac{e^{ku}}{h^{\prime}\left(u\right)}=\lim_{u\rightarrow\infty}\frac{e^{ku}}{h(u)}=0. (35)

In general, we can obtain functions ϕ=h(u)\phi=h(u) satisfying the above conditions 1, 2, 3, and previously commented facts if we demand the existence of n>1n>1 such that the functions

1h(1)(ϕ),h(h(1)(ϕ))ϕ,h′′(h(1)(ϕ))h(h(1)(ϕ)),\frac{1}{h^{(-1)}(\phi)},\quad\frac{h^{\prime}\left(h^{(-1)}(\phi)\right)}{\phi},\quad\frac{h^{\prime\prime}\left(h^{(-1)}(\phi)\right)}{h^{\prime}\left(h^{(-1)}(\phi)\right)}, (36)

behaves as 𝒪(ϕn)\mathcal{O}(\phi^{n}), and

h(m)(h(1)(ϕ))𝒪(ϕ(mn+1)),m,m1,h^{(m)}\left(h^{(-1)}(\phi)\right)\sim\mathcal{O}(\phi^{(mn+1)}),\quad m\in\mathbb{N},\quad m\geq 1, (37)

as ϕ0\phi\rightarrow 0, where the superscript (m)(m) means mm-th derivative with respect the argument.

Let be defined

θ=1u+v.\theta=1-u+v. (38)

Then we obtain

ϕ=h¯(ϕ)(h(1)(ϕ)+θ1),\displaystyle\phi^{\prime}=\overline{h^{\prime}}(\phi)\left(h^{(-1)}(\phi)+\theta-1\right), (39)
θ=(2Cα)θ2Ch(1)(ϕ)θ22h(1)(ϕ),\displaystyle\theta^{\prime}=\frac{(2C-\alpha)\theta}{2Ch^{(-1)}(\phi)}-\frac{\theta^{2}}{2h^{(-1)}(\phi)}, (40)

where h¯(ϕ)\overline{h^{\prime}}(\phi) is defined in (27) and 2Cα>02C-\alpha>0. The system (39), (40) defines a flow in the phase region

Ωδ:={(ϕ,θ)2:0<ϕ<h(δ1),θK},\Omega_{\delta}:=\left\{(\phi,\theta)\in\mathbb{R}^{2}:0<\phi<h(\delta^{-1}),\theta\in K\right\}, (41)

where KK is a compact set, such that Ωδ\Omega_{\delta} is a positive invariant set for large τ\tau.

The system (39), (40) admits a curve of equilibrium points L:(ϕ,θ)=(0,θ)L:(\phi,\theta)=(0,\theta^{*})   parametrised by θ\theta^{*} that is approached as τ\tau\rightarrow\infty (for bounded θ\theta). This curve of equilibrium points is represented by a red dashed line in figures 4, 5 and 6.

The linearisation matrix of system (39) and (40) at a generic point (ϕ,θ)(\phi,\theta) is

J(ϕ,θ)\displaystyle J(\phi,\theta) =(1+(θ+h(1)(ϕ)1)h′′(h(1)(ϕ))h(h(1)(ϕ))h(h(1)(ϕ))(α+C(θ2))θ2Ch(1)(ϕ)2h(h(1)(ϕ))α+2C(θ1)2Ch(1)(ϕ))\displaystyle=\left(\begin{array}[c]{cc}1+\frac{\left(\theta+h^{(-1)}(\phi)-1\right)h^{\prime\prime}\left(h^{(-1)}(\phi)\right)}{h^{\prime}\left(h^{(-1)}(\phi)\right)}&h^{\prime}\left(h^{(-1)}(\phi)\right)\\ \frac{(\alpha+C(\theta-2))\theta}{2Ch^{(-1)}(\phi)^{2}h^{\prime}\left(h^{(-1)}(\phi)\right)}&-\frac{\alpha+2C(\theta-1)}{2Ch^{(-1)}(\phi)}\\ &\end{array}\right) (45)
=(1+h(1)(ϕ)h′′(h(1)(ϕ))h(h(1)(ϕ))+𝒪(ϕn)h(h(1)(ϕ))(α+C(θ2))θ2Ch(1)(ϕ)2h(h(1)(ϕ))𝒪(ϕn))\displaystyle=\left(\begin{array}[c]{cc}1+\frac{h^{(-1)}(\phi)h^{\prime\prime}\left(h^{(-1)}(\phi)\right)}{h^{\prime}\left(h^{(-1)}(\phi)\right)}+\mathcal{O}(\phi^{n})&h^{\prime}\left(h^{(-1)}(\phi)\right)\\ \frac{(\alpha+C(\theta-2))\theta}{2Ch^{(-1)}(\phi)^{2}h^{\prime}\left(h^{(-1)}(\phi)\right)}&\mathcal{O}(\phi^{n})\\ &\end{array}\right) (49)
=(1+h(1)(ϕ)h′′(h(1)(ϕ))h(h(1)(ϕ))+𝒪(ϕn)𝒪(ϕn+1)𝒪(ϕn1)𝒪(ϕn))\displaystyle=\left(\begin{array}[c]{cc}1+\frac{h^{(-1)}(\phi)h^{\prime\prime}\left(h^{(-1)}(\phi)\right)}{h^{\prime}\left(h^{(-1)}(\phi)\right)}+\mathcal{O}(\phi^{n})&\mathcal{O}(\phi^{n+1})\\ \mathcal{O}(\phi^{n-1})&\mathcal{O}(\phi^{n})\\ &\end{array}\right) (53)
(1+h(1)(ϕ)h′′(h(1)(ϕ))h(h(1)(ϕ))000),asϕ0,\displaystyle\sim\left(\begin{array}[c]{cc}1+\frac{h^{(-1)}(\phi)h^{\prime\prime}\left(h^{(-1)}(\phi)\right)}{h^{\prime}\left(h^{(-1)}(\phi)\right)}&0\\ 0&0\\ &\end{array}\right),\quad\text{as}\;\phi\rightarrow 0, (57)

We have,

J(ϕ,θ)\displaystyle J(\phi,\theta)
=(1+h(1)(ϕ)h′′(h(1)(ϕ))h(h(1)(ϕ))+𝒪(ϕn)h(h(1)(ϕ))(α+C(θ2))θ2Ch(1)(ϕ)2h(h(1)(ϕ))𝒪(ϕn))\displaystyle=\left(\begin{array}[c]{cc}1+\frac{h^{(-1)}(\phi)h^{\prime\prime}\left(h^{(-1)}(\phi)\right)}{h^{\prime}\left(h^{(-1)}(\phi)\right)}+\mathcal{O}(\phi^{n})&h^{\prime}\left(h^{(-1)}(\phi)\right)\\ \frac{(\alpha+C(\theta-2))\theta}{2Ch^{(-1)}(\phi)^{2}h^{\prime}\left(h^{(-1)}(\phi)\right)}&\mathcal{O}(\phi^{n})\\ &\end{array}\right) (61)

has characteristic polynomial

(1+h(1)(ϕ)h′′(h(1)(ϕ))h(h(1)(ϕ))λ+𝒪(ϕn))(λ+𝒪(ϕn))(α+C(θ2))θ2Ch(1)(ϕ)2𝒪(ϕ(2n))=0.\displaystyle\left(1+\frac{h^{(-1)}(\phi)h^{\prime\prime}\left(h^{(-1)}(\phi)\right)}{h^{\prime}\left(h^{(-1)}(\phi)\right)}-\lambda+\mathcal{O}(\phi^{n})\right)(-\lambda+\mathcal{O}(\phi^{n}))-\underbrace{\frac{(\alpha+C(\theta-2))\theta}{2Ch^{(-1)}(\phi)^{2}}}_{\mathcal{O}(\phi^{(2n)})}=0. (62)

That is,

λ(λ1h(1)(ϕ)h′′(h(1)(ϕ))h(h(1)(ϕ)))+𝒪(ϕn)=0.\displaystyle\lambda\left(\lambda-1-\frac{h^{(-1)}(\phi)h^{\prime\prime}\left(h^{(-1)}(\phi)\right)}{h^{\prime}\left(h^{(-1)}(\phi)\right)}\right)+\mathcal{O}(\phi^{n})=0. (63)

with eigenvalues {1+h(1)(0)h′′(h(1)(0))h(h(1)(0)),0}\left\{1+\frac{h^{(-1)}(0)h^{\prime\prime}\left(h^{(-1)}(0)\right)}{h^{\prime}\left(h^{(-1)}(0)\right)},0\right\} as ϕ0\phi\rightarrow 0. Therefore, the line LL of equilibrium points is normally hyperbolic.

A set of non-isolated equilibrium points is said to be normally hyperbolic if the eigenvalues with zero real part correspond to eigenvectors which are tangent to the set. By definition, any point on a set of non-isolated singular points will have at least one eigenvalue zero. Then, all points in the set are non-hyperbolic. However, the stability of a normally hyperbolic set can be completely classified by considering the signs of eigenvalues in the remaining directions (i.e., for a curve, in the remaining n1n-1 directions) (see 41, pp. 36). Therefore, the stability condition will be verified as ϕ0\phi\rightarrow 0 is h(1)(0)h′′(h(1)(0))h(h(1)(0))<1\frac{h^{(-1)}(0)h^{\prime\prime}\left(h^{(-1)}(0)\right)}{h^{\prime}\left(h^{(-1)}(0)\right)}<-1.

Setting, for example h(u)=u1/nh(u)=u^{-1/n}, with n>1n>1, which satisfies the previous conditions 1, 2, and 3, we obtain

ϕ=ϕn+(1nθn)ϕn+1,\displaystyle\phi^{\prime}=-\frac{\phi}{n}+\left(\frac{1}{n}-\frac{\theta}{n}\right)\phi^{n+1}, (64)
θ=ϕn((1α2C)θθ22).\displaystyle\theta^{\prime}=\phi^{n}\left(\left(1-\frac{\alpha}{2C}\right)\theta-\frac{\theta^{2}}{2}\right). (65)

The curve of equilibrium points L:(ϕ,θ)=(0,θ)L:(\phi,\theta)=(0,\theta^{*}) as τ\tau\rightarrow\infty for bounded θ\theta has eigenvalues {1n,0}\left\{-\frac{1}{n},0\right\}, Therefore, it is normally hyperbolic and stable.

2.2 Global dynamics

Defining the compact variables

Φ=2arctan(ϕ)π,Θ=2arctan(θ)π,\Phi=\frac{2\arctan(\phi)}{\pi},\quad\Theta=\frac{2\arctan(\theta)}{\pi}, (66)

we obtain

Φ=sin(πΦ)((tan(πΘ2)1)tann(πΦ2)1)πn,\displaystyle\Phi^{\prime}=\frac{\sin(\pi\Phi)\left(-\left(\tan\left(\frac{\pi\Theta}{2}\right)-1\right)\tan^{n}\left(\frac{\pi\Phi}{2}\right)-1\right)}{\pi n}, (67)
Θ=tann(πΦ2)((2Cα)sin(πΘ)+C(cos(πΘ)1))2πC.\displaystyle\Theta^{\prime}=\frac{\tan^{n}\left(\frac{\pi\Phi}{2}\right)((2C-\alpha)\sin(\pi\Theta)+C(\cos(\pi\Theta)-1))}{2\pi C}. (68)

In this coordinates, the points with Φ=0\Phi=0 correspond to uu\rightarrow\infty. The points with Φ=±1\Phi=\pm 1 are representations of u0+u\rightarrow 0^{+} or u0u\rightarrow 0^{-}, respectively. Moreover, Θ=±1\Theta=\pm 1 are representations of θ=1u+v±.\theta=1-u+v\rightarrow\pm\infty. As before, the physical region corresponds to Φ0\Phi\geq 0 (corresponding to u0u\geq 0).

Finally, if θ\theta is bounded as τ\tau\rightarrow\infty (which we will have so), we would have from (64) and (65) that

ϕ=ϕn+𝒪(ϕn+1),\displaystyle\phi^{\prime}=-\frac{\phi}{n}+\mathcal{O}(\phi^{n+1}), (69)
θ=ϕn((1α2C)θθ22)+𝒪(ϕn+1).\displaystyle\theta^{\prime}=\phi^{n}\left(\left(1-\frac{\alpha}{2C}\right)\theta-\frac{\theta^{2}}{2}\right)+\mathcal{O}(\phi^{n+1}). (70)
Refer to caption
Figure 4: Phase plot of (67), (68) for some α>0,β>0\alpha>0,\beta>0, n=2n=2, and the choice 2C:=α+α2+4β2C:=\alpha+\sqrt{\alpha^{2}+4\beta}. The red dashed line is a stable curve of equilibrium points L:(ϕ,θ)=(0,θ)L:(\phi,\theta)=(0,\theta^{*}). The physical region is Φ0\Phi\geq 0.
Refer to caption
Figure 5: Phase plot of (67), (68) for some α>0,β<0\alpha>0,\beta<0 and the choice 2C:=αα24|β|2C_{-}:=\alpha-\sqrt{\alpha^{2}-4|\beta|}. The red dashed line is a stable curve of equilibrium points L:(ϕ,θ)=(0,θ)L:(\phi,\theta)=(0,\theta^{*}). The physical region is Φ0\Phi\geq 0.
Refer to caption
Figure 6: Phase plot of (67), (68) for some α>0,β<0\alpha>0,\beta<0 and the choice 2C+:=α+α24|β|2C_{+}:=\alpha+\sqrt{\alpha^{2}-4|\beta|}. The red dashed line is a stable curve of equilibrium points. The physical region is Φ0\Phi\geq 0.

The asymptotic equations (69), (70) as ϕ0\phi\rightarrow 0 are integrable with solution

(ϕ(τ)θ(τ))=(eτnc12CαCexp((2Cα)(eτc1n+2Cc2)2C)),\left(\begin{array}[c]{c}\phi(\tau)\\ \theta(\tau)\end{array}\right)=\left(\begin{array}[c]{c}e^{-\frac{\tau}{n}}c_{1}\\ \frac{2C-\alpha}{C-\exp\left(\frac{(2C-\alpha)\left(e^{-\tau}c_{1}^{n}+2Cc_{2}\right)}{2C}\right)}\end{array}\right), (71)

converging to L:(ϕ,θ)=(0,θ)L:(\phi,\theta)=(0,\theta^{*}) as τ\tau\rightarrow\infty for bounded θ\theta.

Figure 4 shows the phase plot of system (67), (68) for some α>0,β>0\alpha>0,\beta>0, n=2n=2, and the choice 2C:=α+α2+4β2C:=\alpha+\sqrt{\alpha^{2}+4\beta}. The red dashed line is a stable line of equilibrium points L:(ϕ,θ)=(0,θ)L:(\phi,\theta)=(0,\theta^{*}).

Figure 5 shows the phase plot of system (67), (68) for some α>0,β>0\alpha>0,\beta>0, n=2n=2, and the choice 2C:=αα24|β|2C_{-}:=\alpha-\sqrt{\alpha^{2}-4|\beta|}. The red dashed line is a stable curve of equilibrium points L:(ϕ,θ)=(0,θ)L:(\phi,\theta)=(0,\theta^{*}).

Figure 6 shows the phase plot of system (67), (68) for some α>0,β>0\alpha>0,\beta>0, n=2n=2, α2+4β0\alpha^{2}+4\beta\geq 0 and the choice 2C+:=α+α24|β|2C_{+}:=\alpha+\sqrt{\alpha^{2}-4|\beta|}. The red dashed line is a stable curve of equilibrium points L:(ϕ,θ)=(0,θ)L:(\phi,\theta)=(0,\theta^{*}).

All these plots illustrate our analytical findings. These are: (i) The solution of (2) R=CtR=-Ct defined for <t0-\infty<t\leq 0, where C>0C>0 is a fixed constant, is unstable. (ii) The curve of equilibrium points L:(ϕ,θ)=(0,θ)L:(\phi,\theta)=(0,\theta^{*}) (i.e., uu\rightarrow\infty, and vv\rightarrow\infty, in such a way that 1u+vθ1-u+v\rightarrow\theta^{*}) is stable as τ\tau\rightarrow\infty for bounded θ\theta.

Result (ii) means that, as τ\tau\rightarrow\infty, we have

1u(τ)+u(τ)=θ,u()=.1-u(\tau)+u^{\prime}(\tau)=\theta^{*},\quad u(\infty)=\infty. (72)

The solution of (72) is

u(τ)=c1eτθ+1,c10.u(\tau)=c_{1}e^{\tau}-\theta^{*}+1,\quad c_{1}\neq 0. (73)

Then,

R¯(τ)=Rs(τ)u(τ)=Ceτu(τ)=C(c1(θ1)eτ).\displaystyle\bar{R}(\tau)=R_{s}(\tau)u(\tau)=Ce^{-\tau}u(\tau)=C\left(c_{1}-(\theta^{*}-1)e^{-\tau}\right). (74)

Hence,

R(t)=C(c1+(θ1)t).R(t)=C\left(c_{1}+(\theta^{*}-1)t\right). (75)

Substituting back in (2), we have that in order of (75) to be an exact solution for (2) we must impose the compatibility condition:

Cθ(α+C(θ2))=0.C\theta^{*}(\alpha+C(\theta^{*}-2))=0. (76)

We have some specific solutions when θ{0,2αC}\theta^{*}\in\left\{0,2-\frac{\alpha}{C}\right\}.

However, recall that θ\theta^{*} is an arbitrary constant value by definition of line LL. So, the natural condition is

C=α2θ.C=\frac{\alpha}{2-\theta^{*}}. (77)

Then, the solution of (2) given by

R(t)=αc12θ+α(θ1)t2θ,c10,R(t)=\frac{\alpha c_{1}}{2-\theta^{*}}+\frac{\alpha(\theta^{*}-1)t}{2-\theta^{*}},\quad c_{1}\neq 0, (78)

defined in the semi-infinite-interval <t0-\infty<t\leq 0, is stable as t0t\rightarrow 0^{-} (τ+\tau\rightarrow+\infty). Finally,

limt0R(t)=αc12θ0\lim_{t\rightarrow 0^{-}}R(t)=\frac{\alpha c_{1}}{2-\theta^{*}}\neq 0 (79)

by construction.

3 Lie symmetries and singularity analysis

In the following, we discuss the application of Lie’s theory and the singularity analysis for the derivation of exact and analytic solutions for the master equation (2).

3.1 Lie symmetries

Consider the function Φ\Phi which describes the map of an one-parameter point transformation such as Φ(R(t))=R(t)\Phi\left(R\left(t\right)\right)=R\left(t\right)\ with infinitesimal transformation

t\displaystyle t^{\prime} =ti+εξ(t,R),\displaystyle=t^{i}+\varepsilon\xi\left(t,R\right), (80)
R\displaystyle R^{\prime} =R+εη(t,R)\displaystyle=R+\varepsilon\eta\left(t,R\right) (81)

and generator 𝐗=tεt+xεR,\mathbf{X}=\frac{\partial t^{\prime}}{\partial\varepsilon}\partial_{t}+\frac{\partial x^{\prime}}{\partial\varepsilon}\partial_{R},~{}where ε\varepsilon is the parameter of smallness; tt is the independent variable and R(t)R\left(t\right) the dependent variable.

Assume R(t)R\left(t\right) be a solution for the differential equation (t,R,R˙,R¨)=0.\mathcal{H}\left(t,R,\dot{R},\ddot{R}\right)=0. Then, under the one-parameter map Φ\Phi, function R(t)=Φ(R(t))R^{\prime}\left(t^{\prime}\right)=\Phi\left(R\left(t\right)\right) is a solution for the differential equation \mathcal{H}, if and only if the differential equation is also invariant under the action of the map, Φ\Phi, that is, the following condition holds 27

Φ((t,R,R˙,R¨))=0.\Phi\left(\mathcal{H}\left(t,R,\dot{R},\ddot{R}\right)\right)=0. (82)

For every map Φ\Phi in which condition (82) holds, means that the generator XX is a Lie point symmetry for the differential equation, while the following condition is true

𝐗[2]((t,R,R˙,R¨))=0.\mathbf{X}^{\left[2\right]}\left(\mathcal{H}\left(t,R,\dot{R},\ddot{R}\right)\right)=0. (83)

Vector field 𝐗[1]\mathbf{X}^{\left[1\right]} describes the first extension of the symmetry vector in the jet-space of variables, {t,R,R˙,R¨}\left\{t,R,\dot{R},\ddot{R}\right\} defined as

X[2]=X+η[1]R˙+η[2]R¨,X^{\left[2\right]}=X+\eta^{\left[1\right]}\partial_{\dot{R}}+\eta^{\left[2\right]}\partial_{\ddot{R}}, (84)

with η[1]=η˙R˙ξ\eta^{\left[1\right]}=\dot{\eta}-\dot{R}\xi and η[2]=η˙[1]R¨ξ˙\eta^{\left[2\right]}=\dot{\eta}^{\left[1\right]}-\ddot{R}\dot{\xi}.

The existence of a Lie symmetry for a given differential equation indicates the associated Lagrange’s system, dtξ=dRη,\frac{dt}{\xi}=\frac{dR}{\eta},~{}in which the solution of this system provides the invariant functions which can be used to reduce the order of the ordinary differential equation.

Let us now turn our attention to the boundary condition (2). By applying Lie’s theory, it follows that Equation (2) is invariant under the infinitesimal transformation 27

t¯\displaystyle\overline{t} t+ε(α1+α2t),\displaystyle\rightarrow t+\varepsilon\left(\alpha_{1}+\alpha_{2}t\right), (85)
R¯\displaystyle\bar{R} R+ε(α2R),\displaystyle\rightarrow R+\varepsilon\left(\alpha_{2}R\right), (86)

where ε\varepsilon is the infinitesimal parameter, that is, ε20.\varepsilon^{2}\simeq 0.~{}

Hence, equation (2) admits as Lie point symmetries the vector fields X1=tX_{1}=\partial_{t} and X2=tt+RRX_{2}=t\partial_{t}+R\partial_{R}, with commutator [X1,X2]=X1\left[X_{1},X_{2}\right]=X_{1}. The Lie symmetries {X1,X2}\left\{X_{1},X_{2}\right\} form the A2,2A_{2,2} Lie algebra in the Morozov-Mubarakzyanov classification scheme 42. We continue by applying the corresponding Lie invariants to reduce the order of the master equation (2).

From the Lie point symmetry X1X_{1} we define the differential invariantsy=R˙,x=R~{}y=\dot{R}~{},~{}x=R. Thus, by assuming xx to be the new independent variable and y=y(x)y=y\left(x\right), equation (2) is written as

2xydy(x)dx+y2(x)+αy(x)β=0.2xy\frac{dy\left(x\right)}{dx}+y^{2}\left(x\right)+\alpha y\left(x\right)-\beta=0~{}. (87)

Equation (87) admits the Lie symmetry vector Γ1=(y(x)+αyβy(x))y\Gamma^{1}=\left(y\left(x\right)+\alpha y-\frac{\beta}{y\left(x\right)}\right)\partial_{y} which provides the Lie’s integration factor μ=(2x(y2(x)+αyβ))1\mu=\left(2x\left(y^{2}\left(x\right)+\alpha y-\beta\right)\right)^{-1}; hence, by multiply equation (87) with it we end with the equation

y(y2+αyβ)𝑑y=dx2x,\int\frac{y}{\left(y^{2}+\alpha y-\beta\right)}dy=-\frac{dx}{2x}, (88)

that is,

ln(xx0)=ln(y2+αyβ)2αα2+4βarctanh(2y+αα2+4β).\ln\left(x-x_{0}\right)=-\ln\left(y^{2}+\alpha y-\beta\right)-\frac{2\alpha}{\sqrt{\alpha^{2}+4\beta}}\text{arctanh}\left(\frac{2y+\alpha}{\sqrt{\alpha^{2}+4\beta}}\right). (89)

When β=α24\beta=-\frac{\alpha^{2}}{4}, solution (89) is written

ln(2+y+α)+α2y+α=12ln(xx0).\ln\left(2+y+\alpha\right)+\frac{\alpha}{2y+\alpha}=-\frac{1}{2}\ln\left(x-x_{0}\right). (90)

Moreover, application of the symmetry vector X2X_{2} in (2) provides the first-order ordinary differential equation

2z(y(z)z)dy(z)dz+y2(z)+αy(z)β=0.2z\left(y\left(z\right)-z\right)\frac{dy\left(z\right)}{dz}+y^{2}\left(z\right)+\alpha y\left(z\right)-\beta=0. (91)

The latter equation belongs to the family of Abel equations of the second kind. Equation (91) can be integrated similarly with equation (87) with the derivation of Lie’s integration factor. For a constant value y=y0y=y_{0}, with y02+αy0β=0y_{0}^{2}+\alpha y_{0}-\beta=0 it is clear that the exact solution of 23 is recovered.

3.2 Singularity analysis

The ARS algorithm 35, 36, 37 has three basic steps which we briefly discuss. The first step is based on the determination of  the leading-order behavior, at least in terms of the dominated exponent. The coefficient of the leading-order term may or may not be explicit. This indicates the existence of a movable singularity for the given differential equation. A second step is the determination of the exponents at which the arbitrary constants of integration enter. This step provides information about the existence of integration constants for the differential equation. Finally, the third step is called the consistency test, where we substitute an expansion up to the maximum resonance into the full equation to check if solves the equation.

For the singularity analysis to work the exponents of the the leading-order term needs to be a negative integer or a nonintegral rational number, while the resonances should be rational numbers, while one of the resonances should be 1-1\,\ which warranty the singularity is a movable pole. Excluding the generic resonance 1-1, the analytic solution is expressed by a Right Painlevé Series if the rest of the resonances are nonnegative, for a Left Painlevé Series the resonances must be nonpositive while for a full Laurent expansion the resonances they have to be mixed. Clearly for a second-order ordinary equation  the possible Laurent expansions are Left or Right Painlevé Series.

We apply the ARS algorithm for equation (2), from the fist stem we determine the leading-order term to be Rleading(t)=R0(tt0)23R_{\text{leading}}\left(t\right)=R_{0}\left(t-t_{0}\right)^{\frac{2}{3}}, where t0t_{0} indicates the location of the movable singularity and R0R_{0} is arbitrary. From the second step, the resonances, are derived to be s1=1s_{1}=-1 and s4=4s_{4}=4, which means that the analytic solution of (2) can be expressed in terms of the Right Painlevé Series

R(t)=R0(tt0)23+R1(tt0)+R2(tt0)43+R3(tt0)53+.R\left(t\right)=R_{0}\left(t-t_{0}\right)^{\frac{2}{3}}+R_{1}\left(t-t_{0}\right)+R_{2}\left(t-t_{0}\right)^{\frac{4}{3}}+R_{3}\left(t-t_{0}\right)^{\frac{5}{3}}+\ldots~{}. (92)

We replace in (2) from where we find that

R1=3α4,R2=9320R0(3α2+16β),R2=3α320R02(3α2+16β),.R_{1}=-\frac{3\alpha}{4},~{}R_{2}=\frac{9}{320R_{0}}\left(3\alpha^{2}+16\beta\right),~{}R_{2}=\frac{3\alpha}{320R_{0}^{2}}\left(3\alpha^{2}+16\beta\right),\ldots. (93)

In the special case in which (3α2+16β)=0\left(3\alpha^{2}+16\beta\right)=0, that is β=3α216\beta=-\frac{3\alpha^{2}}{16}, we find that RI=0,I>1R_{I}=0,~{}I>1, thus we end with the closed-form solution

Rs(t)=R0(tt0)233α4(tt0),β=3α216,R_{s}\left(t\right)=R_{0}\left(t-t_{0}\right)^{\frac{2}{3}}-\frac{3\alpha}{4}\left(t-t_{0}\right),\quad\beta=-\frac{3\alpha^{2}}{16}, (94)

which can be seen as extension of the exact solution of 23. Indeed for large values of tt0t-t_{0}, Rs(t)3α4(tt0)R_{s}\left(t\right)\simeq-\frac{3\alpha}{4}\left(t-t_{0}\right), however, for small values of (tt0)\left(t-t_{0}\right), the term (tt0)23\left(t-t_{0}\right)^{\frac{2}{3}} dominates such that Rs(t)R0(tt0)23R_{s}\left(t\right)\simeq R_{0}\left(t-t_{0}\right)^{\frac{2}{3}}.

It is clear that from the symmetry analysis and the singularity analysis new exact solutions were found for the master equation (2).

4 Conclusions

We performed a detailed study for the master equation of the temporal equation of radiating stars by investigating the global dynamics, the Lie point symmetries and applying the ARS algorithm of singularity analysis. From the analysis of the global dynamics of the master equation we were able to find a new asymptotic behavior which corresponds to a new exact solution for a radiating star spacetime, as also to extract important information to infer about the stability and the physical properties of the asymptotic solutions.

We have new analytical findings. The solution of (2) R=CtR=-Ct defined for <t0-\infty<t\leq 0, where c1>0c_{1}>0 is a fixed constant, is unstable. The curve of equilibrium points L:(ϕ,θ)=(0,θ)L:(\phi,\theta)=(0,\theta^{*}) has associated a family of solutions of (2) given by (78), defined in the semi-infinite-interval <t0-\infty<t\leq 0, which is stable as t0t\rightarrow 0^{-} (τ+\tau\rightarrow+\infty). Furthermore, the Lie symmetry analysis provides that the master equation admits two Lie point symmetries which form the A2,2A_{2,2} Lie algebra. Each Lie symmetry was applied to reduce the order for the ordinary differential equation into a first-order differential equation, while new exact similarity solutions were found.

Finally, from the application of the ARS algorithm, we found that the master equation possesses the Painlevé property and we were able to write the analytic solution for the radiating stars in order of Painlevé Series (92), where R0R_{0} is arbitrary, R1R_{1} is function of α\alpha, and the Rj,j2R_{j},j\geq 2 are functions of parameters α\alpha and β\beta. Additionally, we have obtained the closed-form solution (94) for β=3α216\beta=-\frac{3\alpha^{2}}{16}. To summarise, we have investigated the global dynamics for the given master ordinary differential equation to understand the evolution of solutions for various initial conditions as also to investigate the existence of asymptotic solutions. Moreover, with the application of Lie’s theory, we have reduced the order of the master differential equation, while an exact similarity solution was determined. Finally, the master equation possesses the Painlevé property. Therefore, the analytic solution can be expressed in terms of a Laurent expansion. Such analyses are essential for understanding the physical properties of spacetimes which describe radiating stars.

Acknowledgements

AP & GL were funded by Agencia Nacional de Investigación y Desarrollo - ANID through the program FONDECYT Iniciación grant no. 11180126. Additionally, GL thanks the support of Vicerrectoría de Investigación y Desarrollo Tecnológico at Universidad Católica del Norte.

CONFLICT OF INTEREST

The authors declare to have no conflict of interest.

ORCID

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