This paper was converted on www.awesomepapers.org from LaTeX by an anonymous user.
Want to know more? Visit the Converter page.

\IEEEyessubnumber

Model BVP Problem for the Helmholtz equation in a nonconvex angle with periodic boundary data

P. Zhevandrov1,
A. Merzon2,
M.I. Romero Rodríguez3
and J.E. De la Paz Méndez4
1 Facultad de Ciencias Físico-Matemáticas, Universidad Michoacana,
Morelia, Michoacán, México
2 Instituto de Física y Matemáticas, Universidad Michoacana,
Morelia, Michoacán, México
3 Facultad de Matemáticas II, Universidad Autónoma de Guerrero,
Cd. Altamirano, Guerrero, México
3 Facultad de Ciencias Básicas y Aplicadas, Universidad Militar Nueva Granada,
Bogotá, Colombia,
E-mails: [email protected], [email protected],
[email protected],[email protected]
Abstract

In the presented work, we solve the Dirichlet boundary problem for the Helmholtz equation in an exterior angle with periodic boundary data. We prove the existence and uniqueness of solution in an appropriate funcional class and we give an explicit formula for it in the form of the Sommerfeld integral. The method of complex characteristics [17] is used.

1 Introduction

We consider the following model boundary value problem (BVP) for the Helmholtz equation in a plane angle QQ of magnitude Φ>π\Phi>\pi with a complex frequency ω+={Imω>0}\omega\in\mathbb{C}^{+}=\big{\{}{\rm Im\,}\omega>0\big{\}}:

{(Δω2)u(x)=0,xQB1u(x)|Γ1=f1(x),B2u(x)|Γ2=f2(x).\left\{\begin{array}[]{rcl}(-\Delta-\omega^{2})u(x)=0,&&x\in Q\\ \\ B_{1}u(x)\Big{|}_{\Gamma_{1}}=f_{1}(x),\\ \\ B_{2}u(x)\Big{|}_{\Gamma_{2}}=f_{2}(x).&&\end{array}\right. (1.1)

Here Γl\Gamma_{l} for l=1,2l=1,2 are the sides of the angle QQ, Bl=IB_{l}=I or Bl=nlB_{l}=\displaystyle\frac{\partial}{\partial n_{l}} (nln_{l} is the exterior normal to Γl\Gamma_{l}), flf_{l} are given functions which can be distributions, see Fig. 1

Refer to caption
Figure 1: BVP in exterior angle

Problems of this type arise is many areas of mathematical physics. We list some of them.
Firstly, such BVP describe the diffusion of a desintegrating gas [37, Ch. VII, cf. 2].
Secondly, diffraction problems by the wedge W=2QW=\mathbb{R}^{2}\setminus Q are reduced to such problems for a lossy medium [36] or for a slightly conducting medium [7].
Thirdly, time-dependent diffraction by wedges [34, 11, 10, 35, 30, 9, 40, 39, 20] is reduced to a problem of this type after the Fourier-Laplace (F-L) transform tωt\to\omega with respect to time [14, 15, 19, 8].
Fourthly, the problem of scattering of waves emitted by a point source by WW is reduced to this problem, with

f1(y1)=eiky1,y1>0,f2=0.f_{1}(y_{1})=e^{iky_{1}},\quad y_{1}>0,\quad f_{2}=0.

Let us describe this scattering problem in more detail since it was precisely this problem which was the starting point of the present paper.

Let us consider the following time-dependent scattering problem:

Utt(y,t)=ΔU(y,t)+δ(yy)eiω0t,yQ:=2W,t0,ω00U(y,t)|Q=0.|\left.\begin{array}[]{rcl}U_{tt}(y,t)=\Delta U(y,t)+\delta(y-y^{\ast})e^{-i\omega_{0}t},\quad y\in Q:=\mathbb{R}^{2}\setminus W,\quad t\geq 0,\quad\omega_{0}\geq 0\\ \\ U(y,t)\Big{|}_{\partial Q}=0.\end{array}\right| (1.2)

Here yQy^{\ast}\in Q. After the F-L transform tω:U(y,t)U^(y,ω)t\to\omega:U(y,t)\longrightarrow\hat{U}(y,\omega) (1.2) becomes equivalent to

ω2U^(y,ω)=ΔU^(y,ω)+δ(yy)iωω0,ω0>0U^(y,ω)|Q=0,|ω+\left.\begin{array}[]{rcl}-\omega^{2}\hat{U}(y,\omega)&=&\Delta\hat{U}(y,\omega)+\delta(y-y^{\ast})\displaystyle\frac{i}{\omega-\omega_{0}},\quad\omega_{0}>0\\ \\ \hat{U}(y,\omega)\Big{|}_{\partial Q}&=&0,\end{array}\right|\omega\in\mathbb{C}^{+} (1.3)

see Fig. 2

Refer to caption
Figure 2:

We reduce this problem to a homogeneous Helmholtz equation with nonhomogeneous boundary conditions. Let (y,ω)\mathscr{E}(y,\omega) be s.t.

Δ(y,ω)ω2(y,ω)=iδ(yy)ωω0,y2,Imω>0,ω0>0.-\Delta\mathscr{E}(y,\omega)-\omega^{2}\mathscr{E}(y,\omega)=\frac{i\delta(y-y^{\ast})}{\omega-\omega_{0}},\quad y\in\mathbb{R}^{2},\quad{\rm Im\,}\omega>0,\quad\omega_{0}>0. (1.4)

Passing to the Fourier transform yηy\to\eta in (1.4), we obtain

~(η,ω)=ieiηy(|η|2ω2)(ωω0).\tilde{\mathscr{E}}(\eta,\omega)=\frac{ie^{i\eta\cdot y^{\ast}}}{(|\eta|^{2}-\omega^{2})(\omega-\omega_{0})}.

Hence

(y,ω)=i(ωω0)(2π)22eiη(yy)|η|2ω2𝑑η.\mathscr{E}(y,\omega)=\frac{i}{(\omega-\omega_{0})(2\pi)^{2}}\int\limits_{\mathbb{R}^{2}}\frac{e^{-i\eta(y-y^{\ast})}}{|\eta|^{2}-\omega^{2}}\;d\eta.

Define

Us(y,ω):=U^(y,ω)(y,ω),yQ,ω+.U_{s}(y,\omega):=\hat{U}(y,\omega)-\mathscr{E}(y,\omega),\quad y\in Q,\quad\omega\in\mathbb{C}^{+}.

By (1.3), (1.4) this implies that Us(y,ω)U_{s}(y,\omega) satisfies the problem of type (1.1):

{ΔUs(y,ω)ω2Us(y,ω)=0,yQUs(y,ω)|Q=(y,ω)|Q|ω+.\left\{\begin{array}[]{rcl}-\Delta U_{s}(y,\omega)-\omega^{2}U_{s}(y,\omega)=0,&&y\in Q\\ \\ U_{s}(y,\omega)\Big{|}_{\partial Q}=-\mathscr{E}(y,\omega)\Big{|}_{\partial Q}&&\end{array}\right|\ \omega\in\mathbb{C}^{+}. (1.5)

Let us calculate (y,ω)\mathscr{E}(y,\omega) on Q\partial Q. We have

(y,ω)|Q1=(y1,0,ω)=C(ω)2eiη1y1C1(η,ω,y)𝑑η-\mathscr{E}(y,\omega)\Big{|}_{Q_{1}}=-\mathscr{E}(y_{1},0,\omega)=C(\omega)\displaystyle\int\limits_{\mathbb{R}^{2}}e^{-i\eta_{1}y_{1}}\;C_{1}(\eta,\omega,y^{\ast})\;d\eta

where C(ω)=i(ωω0)(2π)2C(\omega)=\displaystyle\frac{i}{(\omega-\omega_{0})(2\pi)^{2}}; C1(η,ω,y)=eiηy|η|2ω2C_{1}(\eta,\omega,y^{\ast})=\displaystyle\frac{e^{i\eta\cdot y^{\ast}}}{|\eta|^{2}-\omega^{2}}. Hence,
(y,ω)|Q2=C(ω)2ei(η1cotΦ+η2)y2C1(η,ω,y)𝑑η-\mathscr{E}(y,\omega)\Big{|}_{Q_{2}}=C(\omega)\displaystyle\int\limits_{\mathbb{R}^{2}}e^{-i(\eta_{1}\cot\Phi+\eta_{2})y_{2}}\;C_{1}(\eta,\omega,y^{\ast})\;d\eta. Thus (1.5) is equivalent to

{ΔUs(y,ω)ω2Us(y,ω)=0,yQUs(y1,0,ω)=C(ω)2eiη1y1C1(η,ω,y)𝑑η,y1>0Us(y2cotϕ,y2,ω)=C(ω)ei(η1cotΦ+η2)y2C1(η,ω,y)𝑑η,y2>0.\left\{\begin{array}[]{rcl}&&-\Delta U_{s}(y,\omega)-\omega^{2}U_{s}(y,\omega)=0,\quad y\in Q\\ \\ &&U_{s}(y_{1},0,\omega)=C(\omega)\displaystyle\int\limits_{\mathbb{R}^{2}}e^{-i\eta_{1}y_{1}}\;C_{1}(\eta,\omega,y^{\ast})\;d\eta,\quad y_{1}>0\\ \\ &&U_{s}(y_{2}\cot\phi,y_{2},\omega)=C(\omega)\displaystyle\int e^{-i(\eta_{1}\cot\Phi+\eta_{2})y_{2}}\;C_{1}(\eta,\omega,y^{\ast})\;d\eta,\quad y_{2}>0.\end{array}\right. (1.6)

Therefore it seems natural to solve first the following model problem, corresponding to problem (1.6)

{ΔU(y,ω)ω2U(y,ω)=0,yQU(y1,0)=eik1y1,y1>0U(y2cotϕ,y2)=eik2y2sinΦ,y2>0,\left\{\begin{array}[]{rcl}&&-\Delta U(y,\omega)-\omega^{2}U(y,\omega)=0,\quad y\in Q\\ \\ &&U(y_{1},0)=e^{-ik_{1}y_{1}},\quad y_{1}>0\\ \\ &&U(y_{2}\cot\phi,y_{2})=e^{\frac{-ik_{2}y_{2}}{\sin\Phi}},\quad y_{2}>0,\end{array}\right. (1.7)

where k1,k2k_{1},k_{2}\in\mathbb{R}.
Note that this problem is similar to the BVP in [14, (23)] arising in the problem of time-dependent diffraction:

{(Δω2)U(ω,y)=0,yQU(ω,y)=g(ω)eiωy1cosα,yQ1U(ω,y)=g(ω)eiωy2(cos(α+Φ)/sinΦ),yQ2.\left\{\begin{array}[]{rcl}&&\big{(}-\Delta-\omega^{2}\big{)}U(\omega,y)=0,\quad y\in Q\\ \\ &&U(\omega,y)=-g(\omega)e^{i\omega y_{1}\cos\alpha},\quad y\in Q_{1}\\ \\ &&U(\omega,y)=-g(\omega)e^{-i\omega y_{2}\big{(}\cos(\alpha+\Phi)/\sin\Phi\big{)}},\quad y\in Q_{2}.\end{array}\right. (1.8)

However, there are substantial differences. The exponents in the right-hand side of this problem are complex (Imω>0{\rm Im\,}\omega>0) and, thus, the corresponding functions decrease exponentially when y1,2+y_{1,2}\longrightarrow+\infty since α<ϕ<π2\alpha<\phi<\displaystyle\frac{\pi}{2}.
Moreover the structure of boundary conditions in (1.8) is connected with the first equation through the common parameter ω\omega. This gives a unique opportunity to reduce problem (1.8) to a difference equation which is solved easily in an explicit form.
In contrast, problem (1.7) has periodic boundary conditions which are independent of the first equation. This results in the fact that the corresponding difference equation cannot be solved as easily as in the previous case except for the case when Φ=3π2\Phi=\displaystyle\frac{3\pi}{2} (see Section 5).
In turn, problem (1.7) splits into two problems for u1,u2u_{1},u_{2} such that U=u1+u2U=u_{1}+u_{2} by linearity:

{Δu1(y,ω)ω2u1(y,ω)=0,yQu1(y1,0)=eik1y1,y1>0u1(y2cotϕ,y2)=0,y2>0.\left\{\begin{array}[]{rcl}&&-\Delta u_{1}(y,\omega)-\omega^{2}u_{1}(y,\omega)=0,\quad y\in Q\\ \\ &&u_{1}(y_{1},0)=e^{-ik_{1}y_{1}},\quad y_{1}>0\\ \\ &&u_{1}(y_{2}\cot\phi,y_{2})=0,\quad y_{2}>0.\end{array}\right. (1.9)
{Δu2(y,ω)ω2u2(y,ω)=0,yQu2(y1,0)=0,y1>0u2(y2cotϕ,y2)=eik2y2sinϕ,y2>0.\left\{\begin{array}[]{rcl}&&-\Delta u_{2}(y,\omega)-\omega^{2}u_{2}(y,\omega)=0,\quad y\in Q\\ \\ &&u_{2}(y_{1},0)=0,\quad y_{1}>0\\ \\ &&u_{2}(y_{2}\cot\phi,y_{2})=e^{-\frac{ik_{2}y_{2}}{\sin\phi}},\quad y_{2}>0.\end{array}\right. (1.10)

Here ω+\omega\in\mathbb{C}^{+}. This paper is devoted to solving the model problem (1.9). Solution of (1.10) is obtained from (1.9) by a simple change of variable, (see (2.4)).
Note that the BVP in a right angle QQ or in its complement and in other particular angles whose magnitudes are commensurate with π\pi, were considered in many papers [24, 25, 26, 27, 28, 31, 2, 3, 4, 5, 6].
In those papers exact results were obtained by means of operator methods. Boundary data in those papers belong to Sobolev spaces Hs()H_{s}(\mathbb{R}), s>0s>0. We consider another type of boundary data, namely, periodic functions. We obtain exact solutions in explicit form, namely, in the form of Sommerfeld type integrals. We use the method of automorphic functions (MAF) on complex characteristics [17]. This method was developed by A.Komech for Φ<π\Phi<\pi in [12] and then was extended to Φ>π\Phi>\pi in [17, Section 1.2 and part 2]. It allows us to find all distributional solutions of the BVP for the Helmholtz equation in arbitrary angles with general boundary conditions. It was applied, in particular, to time-dependent diffraction problems by angles [19, 22, 23, 21, 16, 13].
It should be noted that there is a very effective Sommerfeld-Malyzhinetz method of constructing solutions of diffraction problems in angles; by means of this method many important results were obtained [1]. This method allows one to obtain the solution in the form of the Sommerfeld integral. However, this method does not allow one to prove uniqueness which usually is proved on the basis of physical considerations.

We also obtain solution in the Sommerfeld integral form, using the MAF which also allows us to prove uniqueness in an appropriate functional space (see e.g. [24]).

The paper is organized as follows: in Section 2 we formulate the main result, the Sections 3-10 are devoted to its proof. In Section 3 we reduce boundary value problem to a difference equation and we prove the necessary and sufficient conditions for the existence of solution. In Sections 4 and 5 we find solution of the difference equation for Φ32π\Phi\not=\frac{3}{2}\pi and Φ32π\Phi\not=\frac{3}{2}\pi respectively. In Section 6 we prove the asymptotics of the integrand for the Sommerfeld’s representation of the solution. In Sections 7 and 8 we give the Sommerfeld-type representation of solution and we prove the boundary conditions. In Section 9 we prove the existence and uniqueness of the solution. En Appendices we prove some technical assertions.

2 The main result

We will construct the solutions of problems (1.9) and (1.10) in the form of the well-known Sommerfeld integrals which have the form

𝒞eωρsinhwv(w+iθ)𝑑w,\displaystyle\int\limits_{\mathcal{C}}e^{-\omega\rho\sinh w}v(w+i\theta)\;dw,

where 𝒞\mathcal{C} is a certain contour on the complex plane and the correct construction of the factor v(w)v(w), which ensures that (10.4) satisfies the boundary conditions, is the main difficulty of the problem.
To formulate the main result we need to describe the integrand v(w)v(w) of the Sommerfeld integral. The construction of this integrand is the main contents of this paper.
Consider v^1(w)\hat{v}_{1}(w) given by (3.23) where v^11(w)\hat{v}_{1}^{1}(w) is given by (4.27) for Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2} and by (5.13) for Φ=3π2\Phi=\displaystyle\frac{3\pi}{2} with G^\hat{G}, given by (3.24). Let (ρ,θ)(\rho,\theta) be the polar coordinates in y2\mathbb{R}_{y}^{2},

y1=ρcosθ,y2=ρsinθ,ρ>0,θ[2πΦ,2π],y_{1}=\rho\cos\theta,\quad y_{2}=\rho\sin\theta,\quad\rho>0,\quad\theta\in\big{[}2\pi-\Phi,2\pi\big{]}, (2.1)

and 𝒞\mathcal{C} be the Sommerfeld double-loop contour, see Fig. 11.

Definition 2.1.

EE is the space of the C(Q¯{0})C^{\infty}\big{(}\overline{Q}\setminus\{0\}\big{)} functions bounded with its first derivatives in Q¯Bε(0)ε>0\overline{Q}\setminus B_{\varepsilon}(0)~{}\forall\varepsilon>0 and admitting the following asymptotics at the origin

u(ρ,θ)=C(θ)+o(1)u(ρ,θ)=C1(θ)ρ1+C2(θ)+o(1)|ρ0.\left.\begin{array}[]{rcl}&&u(\rho,\theta)=C(\theta)+o(1)\\ \\ &&\nabla u(\rho,\theta)=C_{1}(\theta)\rho^{-1}+C_{2}(\theta)+o(1)\end{array}\right|\quad\rho\to 0. (2.2)

Our main result consists in the following statement.

Theorem 2.2.

i) Let ω+,k1,k2>0\omega\in\mathbb{C}^{+},k_{1},k_{2}>0. There exists a solution to problem (1.7)

U(ρ,θ)=u1(ρ,θ)+u2(ρ,θ),(ρ,θ)Q,U(\rho,\theta)=u_{1}(\rho,\theta)+u_{2}(\rho,\theta),\quad(\rho,\theta)\in Q,

belonging to EE, where u1,u2u_{1},u_{2} are solutions to (1.9), (1.10), respectively, which admit a Sommerfeld integral representation

u1(ρ,θ)=14πsinΦ𝒞eωρsinhwv^1(w+iθ)𝑑w,u_{1}(\rho,\theta)=\displaystyle\frac{1}{4\pi\sin\Phi}\int\limits_{\mathcal{C}}e^{-\omega\rho\sinh w}\hat{v}_{1}(w+i\theta)dw, (2.3)
u2(ρ,θ)=14πsinΦ𝒞eωρsinhwv^1(w+iθ1)𝑑w,u_{2}(\rho,\theta)=\displaystyle\frac{1}{4\pi\sin\Phi}\int\limits_{\mathcal{C}}e^{-\omega\rho\sinh w}\hat{v}_{1}(w+i\theta_{1})dw, (2.4)

where in (2.3) v^1\hat{v}_{1} is constructed according to the algorithm presented below for k=k1k=k_{1}, in (2.4) for k=k2k=k_{2} and

θ1=θ+4πΦ.\theta_{1}=-\theta+4\pi-\Phi. (2.5)

ii) The solution UU is unique in EE.

Remark 2.3.

The integrals in (2.3), (2.4) converge absolutely since the infinite part of 𝒞\mathcal{C} belongs to the region of the superexponential decrease of eωρsinhwe^{-\omega\rho\sinh w} (see Fig. 10) and v^1\hat{v}_{1} admits asymptotics (6.2). The boundary values are understood in the sense of distributions.

Remark 2.4.

The representation (2.4) follows easily from (2.3) by the change (2.5).

Remark 2.5.

Note that the solution u1u_{1} also admits a slightly different representation where several different Sommerfeld-type contours are used (see (8.3)).

3 Reduction to a difference equation. Necessary and sufficient conditions for the Neumann data

Consider problem (1.9). The MAF permits to reduce this problem to finding the Neumann data of solution u1u_{1}, and it consists of several steps. In the following subsections we present these steps.
We assume that the solution u1S(Q):={u|Q,uS(2)}u_{1}\in S^{\prime}(Q):=\Big{\{}u\Big{|}_{Q},u\in S^{\prime}(\mathbb{R}^{2})\Big{\}}. The first step of the MAF is to reduce the problem to the complement of the first quadrant and to extend the solution u1u_{1} to the plane, see [17, 15].

3.1 First step: extension of vlβ(xl)v_{l}^{\beta}(x_{l}) to the whole plane 2\mathbb{R}^{2}

Consider the linear transformation

𝒥(y):x1=y1+y2cotΦ,x2=y2sinΦ,\mathcal{J}(y):x_{1}=y_{1}+y_{2}\cot\Phi,\quad x_{2}=-\frac{y_{2}}{\sin\Phi},

which sends the angle QQ to the right angle K:={(x1,x2):x1<0orx2<0}K:=\Big{\{}(x_{1},x_{2}):x_{1}<0~{}{\rm or}~{}x_{2}<0\Big{\}}. This transformation reduces system (1.9) to the problem (3.1a)-(3.1c) in the complement KK of the first quadrant for

v(x):=u1(𝒥1(y))v(x):=u_{1}\big{(}\mathcal{J}^{-1}(y)\big{)}
(D)v(x)\displaystyle\mathscr{H}(D)v(x) =0,xK\displaystyle=0,\qquad\quad~{}x\in K (3.1a)
v(x1,0)\displaystyle v(x_{1},0) =eikx1,x1>0\displaystyle=e^{-ikx_{1}},\quad x_{1}>0 (3.1b)
v(0,x2)\displaystyle v(0,x_{2}) =0,x2>0,\displaystyle=0,\qquad\quad~{}x_{2}>0, (3.1c)

where

(D)=1sin2Φ[Δ2cosΦ2x1x2]ω2.\mathscr{H}(D)=-\displaystyle\frac{1}{\sin^{2}\Phi}\Bigg{[}\Delta-2\cos\Phi\displaystyle\frac{\partial^{2}}{\partial x_{1}\partial x_{2}}\Bigg{]}-\omega^{2}. (3.2)

By [17, Lemma 8.2], if v(x)S(K)v(x)\in S^{\prime}(K) is a solution of equation (3.1a), then there exists an extension v0S(2)v_{0}\in S^{\prime}(\mathbb{R}^{2}) of vv by 0, such that v0|K=vv_{0}\Big{|}_{K}=v,

(D)v0(x)=γ(x),x2,\mathscr{H}(D)v_{0}(x)=\gamma(x),\quad x\in\mathbb{R}^{2}, (3.3)

where γS(2)\gamma\in S^{\prime}(\mathbb{R}^{2}) and has the form

γ(x)=1sin2Φ[δ(x2)v11(x1)+δ(x2)v10(x1)+δ(x1)v21(x2)+δ(x1)v20(x2)2cosΦδ(x2)x1v10(x1)2cosΦδ(x1)x2v20(x2)],x2;\begin{array}[]{lll}\gamma(x)&=&\displaystyle\frac{1}{\sin^{2}\Phi}\Big{[}\delta(x_{2})v_{1}^{1}(x_{1})+\delta^{\prime}(x_{2})v_{1}^{0}(x_{1})+\delta(x_{1})v_{2}^{1}(x_{2})+\delta^{\prime}(x_{1})v_{2}^{0}(x_{2})-\\ \\ &-&2\cos\Phi\;\delta(x_{2})\;\partial_{x_{1}}v_{1}^{0}(x_{1})-2\cos\Phi\;\delta(x_{1})\partial_{x_{2}}\;v_{2}^{0}(x_{2})\Big{]},\quad x\in\mathbb{R}^{2};\end{array} (3.4)

vlβ(xl)S(+¯):={vS():suppv+¯}v_{l}^{\beta}(x_{l})\in S^{\prime}(\overline{\mathbb{R}^{+}}):=\Big{\{}v\in S^{\prime}(\mathbb{R}):{\rm supp}\;v\subset\overline{\mathbb{R}^{+}}\Big{\}}.
We will use the extension of the Fourier transform FF defined on S()S(2)S(\mathbb{R})\subset S^{\prime}(\mathbb{R}^{2}), φ(x1,x2)φ~(z1,z2)\varphi(x_{1},x_{2})\to\tilde{\varphi}(z_{1},z_{2}), φS(2)\varphi\in S(\mathbb{R}^{2}) to S(2)S^{\prime}(\mathbb{R}^{2}) by continuity:

Fxz[φ](z)=F[φ(x)](z)=φ~(z1,z2):=eiz1x1+iz2x2φ(x1,x2)𝑑x1𝑑x2,F_{x\to z}\big{[}\varphi\big{]}(z)=F\big{[}\varphi(x)\big{]}(z)=\tilde{\varphi}(z_{1},z_{2}):=\iint e^{iz_{1}x_{1}+iz_{2}x_{2}}\varphi(x_{1},x_{2})\;dx_{1}dx_{2}, (3.5)

and denote this extension by the tilde, v~(z)=Fxz[v(x)],vS(2)\tilde{v}(z)=F_{x\to z}[v(x)],~{}v\in S^{\prime}(\mathbb{R}^{2}). Applying this transform to (3.3) and using the fact that (z)0,z2\mathscr{H}(z)\neq 0,z\in\mathbb{R}^{2}, we obtain

v~0(z)\displaystyle\tilde{v}_{0}(z) =γ~(z)(z),z2,v~0S(2).\displaystyle=\displaystyle\frac{\tilde{\gamma}(z)}{\mathscr{H}(z)},\quad z\in\mathbb{R}^{2},\quad\tilde{v}_{0}\in S^{\prime}(\mathbb{R}^{2}). (3.6)

Hence,

v0(x)=Fxz1[γ~(z)(z)],x2,v(x)=v0(x)|K.v_{0}(x)=F^{-1}_{x\to z}\Bigg{[}\displaystyle\frac{\tilde{\gamma}(z)}{\mathscr{H}(z)}\Bigg{]},\quad x\in\mathbb{R}^{2},\quad v(x)=v_{0}(x)\Big{|}_{K}. (3.7)

Here γ~(z)\tilde{\gamma}(z) is the Fourier transform of (3.4), and for z2z\in\mathbb{R}^{2}

γ~(z)=1sin2Φ[v~11(z1)v~10(z1)(iz22cosΦiz1)+v~21(z2)v~20(z2)(iz12cosΦiz2)],\begin{array}[]{lll}\tilde{\gamma}(z)=\displaystyle\frac{1}{\sin^{2}\Phi}\Big{[}\tilde{v}_{1}^{1}(z_{1})-\tilde{v}_{1}^{0}(z_{1})\big{(}iz_{2}-2\cos\Phi\;iz_{1}\big{)}+\tilde{v}_{2}^{1}(z_{2})-\tilde{v}_{2}^{0}(z_{2})\big{(}iz_{1}-2\cos\Phi\;iz_{2}\big{)}\Big{]},\end{array} (3.8)

where v~lβ(zl)\tilde{v}_{l}^{\beta}(z_{l}) are the Fourier transforms of vlβ(xl)v_{l}^{\beta}(x_{l}). Thus, if we know vlβ(xl)v_{l}^{\beta}(x_{l}), we know vv by (3.7), and problem (3.11) is reduced to finding the four functions v~lβ(xl)\tilde{v}_{l}^{\beta}(x_{l}), l=1,2l=1,2, β=0,1\beta=0,1.

Remark 3.1.

Formula (3.4) is obtained by direct differentiation (in the sense of 𝒟(2))\mathcal{D}^{\prime}(\mathbb{R}^{2})) of the discontinuous function

v0(x)=[v(x)]0:={v(x),xK0,xKv_{0}(x)=\Big{[}v(x)\Big{]}_{0}:=\left\{\begin{array}[]{rcl}v(x),&&x\in K\\ \\ 0,&&x\notin K\end{array}\right. (3.9)

in the case when v(x)C(K¯)v(x)\in C^{\infty}(\overline{K}). Moreover, the formula

f0(x)=[f(x)]0+f(0)δ(x),xf^{\prime}_{0}(x)=\Big{[}f^{\prime}(x)\Big{]}_{0}+f(0)\delta(x),\quad x\in\mathbb{R}

is used for fC(+¯)f\in C^{\infty}\Big{(}\overline{\mathbb{R}^{+}}\Big{)}. Obviously, in this case the functions vlβv_{l}^{\beta} in (3.4) are the Cauchy data of the function vv:

v10(x1)=v(x1,0),x1>0,v11(x1)=x2v(x1,0),x1>0v20(x2)=v(0,x2),x2>0,v21(x2)=x1v(0,x2),x2>0.\begin{array}[]{lll}v_{1}^{0}(x_{1})=v(x_{1},0),~{}x_{1}>0,\qquad\quad v_{1}^{1}(x_{1})=\displaystyle\frac{\partial}{\partial x_{2}}v(x_{1},0-),\quad~{}x_{1}>0\\ \\ v_{2}^{0}(x_{2})=v(0-,x_{2}),~{}x_{2}>0,\qquad v_{2}^{1}(x_{2})=\displaystyle\frac{\partial}{\partial x_{1}}v(0-,x_{2}),~{}\quad x_{2}>0.\end{array} (3.10)

It turns out that formula (3.4) and representations (3.10) remain true for distributional solutions. The following two lemmas describe the solution of equation (3.1a) in terms of its Cauchy data.

Lemma 3.2.

[17, Lemma 8.3]. Let vS(K)v\in S^{\prime}(K) be a distributional solution to equation (3.1a) and let v0v_{0} be its extension by 0 to 2\mathbb{R}^{2} satisfying (3.3), (3.4). Then the Cauchy data

{v1β(x1):=2βv0(x1,0)x1>0v2β(x2):=2βv0(0,x2)x2>0|β=0,1\left\{\begin{array}[]{rcl}v_{1}^{\beta}(x_{1}):=\partial_{2}^{\beta}v_{0}(x_{1},0-)&&x_{1}>0\\ \\ v_{2}^{\beta}(x_{2}):=\partial_{2}^{\beta}v_{0}(0-,x_{2})&&x_{2}>0\end{array}\right|\ \beta=0,1

exist (here the limits are understood in the sense 𝒟(+):=𝒟()|+).\mathcal{D}^{\prime}(\mathbb{R}^{+}):=\mathcal{D}^{\prime}(\mathbb{R})\Big{|}_{\mathbb{R}^{+}}).

Lemma 3.3.

[17, Lemma 8.4]. Let vS(K)v\in S^{\prime}(K) be a distributional solution to equation (3.1a) given by (3.7), where γ\gamma is defined by (3.4). Then vlβ|+v_{l}^{\beta}\Big{|}_{\mathbb{R}^{+}} are the Cauchy data of vv.

Remark 3.4.

Formula (3.7) and Lemma 3.3 show that it suffices to find the Neumann data v11,v21v_{1}^{1},v_{2}^{1} in (3.4) in order to solve problem (3.1a)-(3.1c).

Now we use boundary conditons (3.1b), (3.1c). Let vS(K)v\in S^{\prime}(K) be a solution to (3.1a)-(3.1c) and v0𝒮(K¯)v_{0}\in\mathcal{S}^{\prime}(\overline{K}) be its extension by 0 satisfying (3.3); then, by (3.10).

v10(x1)|+=eikx1,x1>0,v20(x2)|+=0,x2>0.\left.\begin{array}[]{rcl}v_{1}^{0}(x_{1})\Big{|}_{\mathbb{R}^{+}}=e^{-ikx_{1}},\quad x_{1}>0,\qquad v_{2}^{0}(x_{2})\Big{|}_{\mathbb{R}^{+}}=0,\quad x_{2}>0.\end{array}\right. (3.11)

Since suppvl0(xl)+¯{\rm supp}~{}v_{l}^{0}(x_{l})\subset\overline{\mathbb{R}^{+}}, by the distribution theory, we have, generally speaking,

{v10(x1)=[eikx1]0+c10δ(x1)+c11δ(x1)++c1mδ(m)(x1),v20(x2)=c20δ(x2)+c21δ(x2)++c2mδ(m)(x2),\left\{\begin{array}[]{rcl}v_{1}^{0}(x_{1})&=&\Big{[}e^{-ikx_{1}}\Big{]}_{0}+c_{1}^{0}\delta(x_{1})+c_{1}^{1}\delta^{\prime}(x_{1})+\cdots+c_{1}^{m}\delta^{(m)}(x_{1}),\\ \\ v_{2}^{0}(x_{2})&=&c_{2}^{0}\delta(x_{2})+c_{2}^{1}\delta^{\prime}(x_{2})+\cdots+c_{2}^{m}\delta^{(m)}(x_{2}),\end{array}\right. (3.12)

for some m0m\geq 0. Here [eikx1]0\Big{[}e^{-ikx_{1}}\Big{]}_{0} is defined similarly to (3.9). Obviously [eikx1]0=Θ(x)eikx1\Big{[}e^{-ikx_{1}}\Big{]}_{0}=\Theta(x)e^{-ikx_{1}} where Θ(x)\Theta(x) is the Heaviside function. We will find a solution to (3.1a)-(3.1c) for

c10==c1m=c20==c2m=0.c_{1}^{0}=\cdots=c_{1}^{m}=c_{2}^{0}=\cdots=c_{2}^{m}=0. (3.13)

Thus we put

v10(x1)=[eikx1]0={eikx1,x100,x1<0S(),v20(x2)=0.v_{1}^{0}(x_{1})=\Big{[}e^{-ikx_{1}}\Big{]}_{0}=\left\{\begin{array}[]{rcl}e^{-ikx_{1}},&&x_{1}\geq 0\\ \\ 0,&&x_{1}<0\end{array}\right.\ \in S^{\prime}(\mathbb{R}),\quad v_{2}^{0}(x_{2})=0. (3.14)
Remark 3.5.

It is not guaranteed a priori that the solution of (3.1a)-(3.1c) exists under condition (3.13) because v~lβ\tilde{v}_{l}^{\beta} should satisfy a certain connection equation (see Section 3.2). Nevertheless, it turns out that we are able to construct an explicit solution under the condition (3.13). Solutions which correspond to nonzero values of clmc_{l}^{m} in (3.12) will only contain additional singularities at the origin, and are not of interest.

Substituting v10,v20v_{1}^{0},v_{2}^{0} given by (3.14) in (3.3), we obtain

(D)v0(x)=γ(x),\mathscr{H}(D)v_{0}(x)=\gamma(x), (3.15)

with γ\gamma containing only two unknown functions v11v_{1}^{1} and v21v_{2}^{1}.
The MAF gives the necessary and sufficient conditions for the functions v11v_{1}^{1} and v21v_{2}^{1}, which allow us to find these functions in an explicit form. Substituting these functions in (3.15) we obtain v0v_{0} (and so vv) by (3.7), (3.4).
In what follows we consider equation (3.15).

3.2 Second step: Fourier-Laplace transform and the lifting to the Riemann surface. Connection equation

In addition to the (real) Fourier transform (3.5) we will use the complex Fourier transform (or Fourier-Laplace (F-L) transform). Let

fS(+¯):={fS():suppf+¯}.f\in S^{\prime}(\overline{\mathbb{R}^{+}}):=\Big{\{}f\in S^{\prime}(\mathbb{R}):{\rm supp}\;f\subset\overline{\mathbb{R}^{+}}\Big{\}}.

Then by the Paley-Wiener theorem [38], (seealso[10, Theorem 5.2])\Big{(}{\rm see}~{}{\rm also}~{}\cite[cite]{[\@@bibref{}{Ka}{}{}, Theorem\;5.2]}\Big{)} f~(z)=F[f]\tilde{f}(z)=F\big{[}f\big{]}\in\mathbb{R}, admits an analytic continuation f~(z)(+),+:={z:Imz>0}\tilde{f}(z)\in\mathcal{H}\big{(}\mathbb{C}^{+}\big{)},~{}\mathbb{C}^{+}:=\Big{\{}z\in\mathbb{C}:{\rm Im\,}z>0\Big{\}} and limf~(z1+iz2)=f~(z1)inS(),asε0+\lim\tilde{f}(z_{1}+iz_{2})=\tilde{f}(z_{1})~{}{\rm in}~{}S^{\prime}(\mathbb{R}),~{}{\rm as}~{}\varepsilon\to 0+. Since vlβ(xl)S(+¯)v_{l}^{\beta}(x_{l})\in S^{\prime}(\overline{\mathbb{R}^{+}}), there exist their F-L transforms

v~lβ(zl)(+),l=1,2;β=0,1.\tilde{v}_{l}^{\beta}(z_{l})\in\mathcal{H}\big{(}\mathbb{C}^{+}\big{)},\quad l=1,2;\quad\beta=0,1. (3.16)

In particular, from (3.14) we have

v~10(z1)=iz1k,z1+¯,\tilde{v}_{1}^{0}(z_{1})=\frac{i}{z_{1}-k},\quad z_{1}\in\overline{\mathbb{C}^{+}}, (3.17)

where for z1z_{1}\in\mathbb{R}, v~10(z1)=limτ10+v~10(z1+iτ1)\tilde{v}_{1}^{0}(z_{1})=\displaystyle\lim_{\tau_{1}\to 0+}\tilde{v}_{1}^{0}(z_{1}+i\tau_{1}) in S()S^{\prime}(\mathbb{R}). Hence, using (3.8) we obtain (since v200v_{2}^{0}\equiv 0)

γ~(z)=1sin2Φ[v~11(z1)+z22cosΦz1z1k+v~21(z2)],z2.\tilde{\gamma}(z)=\displaystyle\frac{1}{\sin^{2}\Phi}\Bigg{[}\tilde{v}_{1}^{1}(z_{1})+\displaystyle\frac{z_{2}-2\cos\Phi\;z_{1}}{z_{1}-k}+\tilde{v}_{2}^{1}(z_{2})\Bigg{]},\quad z\in\mathbb{R}^{2}. (3.18)

In the MAF, the Riemann surface of complex zeros of the symbol of the operator (3.2) plays an essential role, since a necessary condition for the existence of the solution on γ~(z)\tilde{\gamma}(z) can be written in terms of this surface. The symbol of this operator is the polynomial

(z)=1sin2Φ(z12+z222z1z2cosΦ)ω2,(z1,z2)2.\mathscr{H}(z)=\displaystyle\frac{1}{\sin^{2}\Phi}\Big{(}z_{1}^{2}+z_{2}^{2}-2z_{1}z_{2}\cos\Phi\Big{)}-\omega^{2},\quad(z_{1},z_{2})\in\mathbb{C}^{2}.

Obviously, (z)\mathscr{H}(z) does not have real zeros, but it does have complex ones. Denote the Riemann surface of the complex zeros of \mathscr{H} by

V:={z2:(z)=0}.V:=\Big{\{}z\in\mathbb{C}^{2}:\mathscr{H}(z)=0\Big{\}}.

It is convenient to parametrize the complex surface VV introducing the parameter ww\in\mathbb{C}.
The Riemann surface VV admits a universal covering V^\hat{V}, which is isomorphic to \mathbb{C} (see [17, Ch. 15]). Let ww be a parameter on V^\hat{V}\cong\mathbb{C}. Then the formulas

{z1=z1(w)=iωsinhwz2=z2(w)=iωsinh(w+iΦ)|w\left\{\begin{array}[]{rcl}z_{1}&=&z_{1}(w)=-i\omega\sinh w\\ \\ z_{2}&=&z_{2}(w)=-i\omega\sinh(w+i\Phi)\end{array}\right|w\in\mathbb{C} (3.19)

describe an infinitely sheeted covering of \mathbb{C} onto VV.
Let us “lift” the functions v~lβ(zl),zl+\tilde{v}_{l}^{\beta}(z_{l}),z_{l}\in\mathbb{C}^{+} to V^\hat{V}. For this we must identify Vl+:={z2:Imzl>0}V_{l}^{+}:=\Big{\{}z\in\mathbb{C}^{2}:{\rm Im\,}z_{l}>0\Big{\}} with regions on V^\hat{V}. This can be done in many ways. For example, define, for ω+\omega\in\mathbb{C}^{+},

Γ0=Γ0(ω):={w1+iarctan(ω1ω2tanhw1)|w1}.\Gamma_{0}=\Gamma_{0}(\omega):=\Big{\{}w_{1}+i\arctan\Big{(}\displaystyle\frac{\omega_{1}}{\omega_{2}}\tanh w_{1}\Big{)}\Big{|}w_{1}\in\mathbb{R}\Big{\}}. (3.20)

Obviously, for wΓ0w\in\Gamma_{0}, Im(z1(w))=0{\rm Im\,}\big{(}z_{1}(w)\big{)}=0. Moreover, arctan(ω1ω2tanhw1)w1±±arctanω1ω2.\arctan\Big{(}\displaystyle\frac{\omega_{1}}{\omega_{2}}\tanh w_{1}\Big{)}\xrightarrow[w_{1}\to\pm\infty]{}\pm\arctan\displaystyle\frac{\omega_{1}}{\omega_{2}}. For α\alpha\in\mathbb{R}, define

Γα=Γα(w):=Γ0(w)+iα\Gamma_{\alpha}=\Gamma_{\alpha}(w):=\Gamma_{0}(w)+i\alpha

and for α<β\alpha<\beta, define

Vαβ:={w:arctan(ω1ω2tanhw1)<Imw<arctan(ω1ω2tanhw1)+β}.V_{\alpha}^{\beta}:=\Bigg{\{}w\in\mathbb{C}:\arctan\Big{(}\displaystyle\frac{\omega_{1}}{\omega_{2}}\tanh w_{1}\Big{)}<{\rm Im\,}w<\arctan\Big{(}\displaystyle\frac{\omega_{1}}{\omega_{2}}\tanh w_{1}\Big{)}+\beta\Bigg{\}}.

For l=1,2l=1,2, let us “lift” Vl+V_{l}^{+} to V^\hat{V}. Denote this lifting by V^l+={wV^:(zl(w))Vl+}\hat{V}_{l}^{+}=\Big{\{}w\in\hat{V}:\big{(}z_{l}(w)\big{)}\in V_{l}^{+}\Big{\}}. Then

V^1+=k=V2kπ(2k+1)π,V^1=k=V(2k+1)π2kπ,V2±=V1±2iΦ.\hat{V}_{1}^{+}=\displaystyle\bigcup_{k=-\infty}^{\infty}{V_{2k\pi}^{(2k+1)\pi}},\quad\hat{V}_{1}^{-}=\displaystyle\bigcup_{k=-\infty}^{\infty}{V^{2k\pi}_{(2k+1)\pi}},\quad V_{2}^{\pm}=V_{1}^{\pm}-2i\Phi.

Note that ±Im(zl(ω,w))>0,wV^l±\pm{\rm Im\,}\big{(}z_{l}(\omega,w)\big{)}>0,\quad w\in\hat{V}_{l}^{\pm}. We choose the connected component of V^l+\hat{V}_{l}^{+} corresponding to the condition Imzl>0{\rm Im\,}z_{l}>0 as V^1+:=V0π,V^2+=VΦπΦ\hat{V}_{1}^{+}:=V_{0}^{\pi},\hat{V}_{2}^{+}=V_{-\Phi}^{\pi-\Phi}, (see Fig. 3, where Γα(w)\Gamma_{\alpha}(w) are represented for ω10\omega_{1}\geq 0).

Refer to caption
Figure 3: Connection Equation

Now we “lift” v~lβ(zl)\tilde{v}_{l}^{\beta}(z_{l}) to V^l+,l=1,2,β=0,1\hat{V}_{l}^{+},~{}l=1,2,~{}\beta=0,1, using (3.19). We obtain from (3.17), (3.14)

v^10(w)=iiωsinhwk,wV^1+,v^20(w)=0,wV^2+.\displaystyle\hat{v}_{1}^{0}(w)=\displaystyle\frac{i}{-i\omega\sinh w-k},\quad w\in\hat{V}_{1}^{+},\qquad\hat{v}_{2}^{0}(w)=0,\quad w\in\hat{V}_{2}^{+}. (3.21)

Further, v^l1(w)\hat{v}_{l}^{1}(w) are analytic functions in V^l+\hat{V}_{l}^{+} by (3.16). Our aim is to find the unknown functions v^l1,l=1,2\hat{v}_{l}^{1},l=1,2. Having these functions, we obtain γ~(z)\tilde{\gamma}(z) and the solution v0(x)v_{0}(x) by (3.7), (3.6).
Note that in the case Φ>π\Phi>\pi the function γ~(z)\tilde{\gamma}(z) given by (3.18) is not lifted to V^\hat{V} since γ^(w):=γ~(z1(w),z2(w))\hat{\gamma}(w):=\tilde{\gamma}\big{(}z_{1}(w),z_{2}(w)\big{)} is not defined at any point of V^\hat{V}. In fact, v^11(w)\hat{v}_{1}^{1}(w) is not defined in V^2+\hat{V}_{2}^{+}, v^21(w)\hat{v}_{2}^{1}(w) is not defined in V^1+\hat{V}_{1}^{+} since V^:=V^1+V^2+=\hat{V}^{\ast}:=\hat{V}_{1}^{+}\cap\hat{V}_{2}^{+}=\emptyset, see Fig. 3. In the case Φ<π\Phi<\pi this intersection is not empty and such lifting to V^\hat{V}^{\ast} is possible [17]. Thus, in that case there exists a connection between v^11\hat{v}_{1}^{1} and v^21\hat{v}_{2}^{1} generated by (3.6) since (z)\mathscr{H}(z) has zeros in V^\hat{V}^{\ast} and γ^(w)\hat{\gamma}(w) must vanish for wV^w\in\hat{V}^{\ast}.
Nevertheless, a similar relation between v^11\hat{v}_{1}^{1} and v^21\hat{v}_{2}^{1} exists in the case Φ>π\Phi>\pi too (see [17, Chap. 21]). Let us describe the corresponding construction. The function γ^(z)\hat{\gamma}(z) is naturally splitted into two summands each of which is extended to V^1+\hat{V}_{1}^{+} and V^2+\hat{V}_{2}^{+}, respectively. Namely

sin2Φγ~(z1,z2)=v~1(z1,z2)+v~2(z1,z2),\sin^{2}\Phi\;\tilde{\gamma}(z_{1},z_{2})=\tilde{v}_{1}(z_{1},z_{2})+\tilde{v}_{2}(z_{1},z_{2}),

where

v1(z1,z2):=v~11(z1)+z22cosΦz1z1k,v2(z1,z2):=v~21(z2),(z1,z2)2.\left.\begin{array}[]{rcl}v_{1}(z_{1},z_{2}):=\tilde{v}_{1}^{1}(z_{1})+\displaystyle\frac{z_{2}-2\cos\Phi\;z_{1}}{z_{1}-k},\qquad v_{2}(z_{1},z_{2}):=\tilde{v}_{2}^{1}(z_{2}),\quad(z_{1},z_{2})\in\mathbb{R}^{2}.\end{array}\right.

By the Paley-Wiener Theorem the function v~1(z1,z2)\tilde{v}_{1}(z_{1},z_{2}) admits an analytic continuation to z1+×\mathbb{C}_{z_{1}}^{+}\times\mathbb{C}, and v~2(z1,z2)\tilde{v}_{2}(z_{1},z_{2}) admits an analytic continuation to +×z2+\mathbb{C}^{+}\times\mathbb{C}_{z_{2}}^{+}, where zk+={zk|Imzk>0}.\mathbb{C}_{z_{k}}^{+}=\Big{\{}z_{k}\big{|}\;{\rm Im\,}z_{k}>0\Big{\}}. Now we can “lift” v~1\tilde{v}_{1} and v~2\tilde{v}_{2} to the Riemann surface V^\hat{V} by formulas (3.19).
We obtain

v^1(w)=v^11(w)+ωsinh(wiΦ)v^10(w),wV^1+,v^2(w)=v^21(w),wV^2+.\displaystyle\hat{v}_{1}(w)=\hat{v}_{1}^{1}(w)+\omega\sinh(w-i\Phi)\;\hat{v}_{1}^{0}(w),\quad w\in\hat{V}_{1}^{+},\quad\hat{v}_{2}(w)=\hat{v}_{2}^{1}(w),\quad w\in\hat{V}_{2}^{+}. (3.22)

Then, by (3.22), (3.21),

v^1(w)\displaystyle\hat{v}_{1}(w) =v^11(w)G^(w),wV^1+,\displaystyle=\hat{v}_{1}^{1}(w)-\hat{G}(w),\quad w\in\hat{V}_{1}^{+}, (3.23)

where

G^(w):=iωsinh(wiΦ)iωsinhw+k,w.\hat{G}(w):=\displaystyle\frac{i\omega\sinh(w-i\Phi)}{i\omega\sinh w+k},\quad w\in\mathbb{C}. (3.24)

In the case Φ<π\Phi<\pi, v^1(w)\hat{v}_{1}(w) and v^2(w)\hat{v}_{2}(w) have a common domain V^\hat{V}^{\ast} which is not empty, and thus the connection equation has the following form:

v^1(w)+v^2(w)=0,wV^.\hat{v}_{1}(w)+\hat{v}_{2}(w)=0,\quad w\in\hat{V}^{\ast}. (3.25)

(see [17, Chap. 10]).
In the case Φ>π\Phi>\pi the domain V^=\hat{V}^{\ast}=\emptyset (see Fig. 3). Nevertheless, it turns out that in this case there exists a connection between v^1\hat{v}_{1} and v^2\hat{v}_{2} such that (3.25) holds in a slightly different sense. Only in this case this equation holds for analytic continuations of v^1\hat{v}_{1} and v^2\hat{v}_{2}. Let us formulate precisely the corresponding theorem.

Definition 3.6.

Denote V^Σ:=V^1+V^2+V^,\hat{V}_{\Sigma}:=\hat{V}_{1}^{+}\cup\hat{V}_{2}^{+}\cup\hat{V}^{\ast}, where V^=VπΦ0\hat{V}^{\ast}=V_{\pi-\Phi}^{0}. Note that V^Σ=VΦπ\hat{V}_{\Sigma}=V_{-\Phi}^{\pi}, (see Fig. 3).

Theorem 3.7.

(Connection equation in the case Φ>π\Phi>\pi) [17, Section 20.1, Theorem 20.1]. Let vS(K)v\in S^{\prime}(K) be any distributional solution to (3.1a). Then functions (3.22) admit analytic continuations [v^l][\hat{v}_{l}] along the Riemann surface V^\hat{V} from V^l+\hat{V}_{l}^{+} to V^Σ\hat{V}_{\Sigma} (see Fig. 3) and

[v^1(w)]+[v^2(w)]=0,wV^Σ.\Big{[}\hat{v}_{1}(w)\Big{]}+\Big{[}\hat{v}_{2}(w)\Big{]}=0,\quad w\in\hat{V}_{\Sigma}. (3.26)
Remark 3.8.

Using the connection equation (3.26) we will find v^1\hat{v}_{1}. The solution u1u_{1} of problem (1.9) is given by (2.3).

3.3 Step 3: Reduction to a difference equation

From (3.26), (3.23) it follows that v^11(w)\hat{v}_{1}^{1}(w) and v^21(w)\hat{v}_{2}^{1}(w) admit meromorphic continuations to V^Σ\hat{V}_{\Sigma} and

v^11(w)+v^21(w)=G^(w),wV^Σ.\hat{v}_{1}^{1}(w)+\hat{v}_{2}^{1}(w)=\hat{G}(w),\quad w\in\hat{V}_{\Sigma}. (3.27)

We will use the following automorphisms on V^\hat{V} (see[17, Ch. 13]and[14, (73)])\Big{(}{\rm see}~{}\cite[cite]{[\@@bibref{}{BKM}{}{}, {\rm Ch.}\;13]}~{}{\rm and}~{}\cite[cite]{[\@@bibref{}{KMM}{}{}, (73)]}\Big{)}:

h1w=w+πi,h2w=w+πi2iΦ,w\left.\begin{array}[]{rcl}h_{1}w=-w+\pi i,\qquad h_{2}w=-w+\pi i-2i\Phi,\quad w\in\mathbb{C}\end{array}\right. (3.28)

which are symmetries with respect to iπ2i\displaystyle\frac{\pi}{2} and iπ2iΦi\displaystyle\frac{\pi}{2}-i\Phi, respectively.
Sometimes we will use the notation fhl(w):=f(hl(w)),l=1,2f^{h_{l}}(w):=f\Big{(}h_{l}(w)\Big{)},~{}l=1,2.
The functions v^11\hat{v}_{1}^{1} and v^21\hat{v}_{2}^{1} are automorphic functions with respect to h1h_{1} and h2h_{2}, respectively:

v^11h1(w)=v^11(w+πi)=v^11(w),wV^1+,\displaystyle\hat{v}_{1}^{1h_{1}}(w)=\hat{v}_{1}^{1}(-w+\pi i)=\hat{v}_{1}^{1}(w),\quad w\in\hat{V}_{1}^{+}, (3.29)
v^21h2(w)=v^21(w+πi2iΦ)=v^21(w),wV^2+,\displaystyle\hat{v}_{2}^{1h_{2}}(w)=\hat{v}_{2}^{1}(-w+\pi i-2i\Phi)=\hat{v}_{2}^{1}(w),\quad w\in\hat{V}_{2}^{+}, (3.30)

as follows from the fact that v~l1(zl)\tilde{v}_{l}^{1}(z_{l}) depend only on zlz_{l} and hence their liftings v^l(w)\hat{v}_{l}(w) to V^l+\hat{V}_{l}^{+} satisfies (3.29), (3.30) since sinhw\sinh w satisfy (3.29) and sinh(w+iΦ)\sinh(w+i\Phi) satisfies (3.30).
Thanks to this automorphy we can eliminate one unknown function in the undetermined equation (3.27) and reduce it to an equation with a shift, see [14]. The idea of this method is due to Malyshev [18].

Lemma 3.9.

Let vS()v\in S^{\prime}(\mathbb{R}) satisfy (3.1a-3.1c) and vl1(xl),l=1,2v_{l}^{1}(x_{l}),l=1,2, be its Neumann data. Then their liftings to V^\hat{V}, v^l1(w),wV^l+\hat{v}_{l}^{1}(w),w\in\hat{V}_{l}^{+}, admit meromorphic continuations to \mathbb{C} (which we also denote v^l1\hat{v}_{l}^{1}) such that for ww\in\mathbb{C}

v^11(w)+v^21(w)\displaystyle\hat{v}_{1}^{1}(w)+\hat{v}_{2}^{1}(w) =G^(w),\displaystyle=\hat{G}(w), (3.31)

and they are hlh_{l}-automorphic functions,

v^11(h1(w))\displaystyle\hat{v}_{1}^{1}\big{(}h_{1}(w)\big{)} =v^11(w),\displaystyle=\hat{v}_{1}^{1}(w), (3.32)
v^21(h2(w))=v^21(w+πi2iΦ)=v^21(w).\hat{v}_{2}^{1}\big{(}h_{2}(w)\big{)}=\hat{v}_{2}^{1}(-w+\pi i-2i\Phi)=\hat{v}_{2}^{1}(w).

The proof of this lemma is given in Appendix 10.1.

Now we reduce system (3.31)-(3.32) to a difference equation, which is also called the shift equation. This reduction is the part of MAF which was introduced in [18] for difference equations in angles. It uses the automorphy of v^lβ\hat{v}_{l}^{\beta} on V^\hat{V} under the automorphisms hlh_{l} and the term MAF is due to this observation.
Define, for ww\in\mathbb{C},

G^2(w):=G^(w)G^(h2(w))=iωsinh(wiΦ)iωsinhw+kiωsinh(w+3iΦ)iωsinh(w+2iΦ)+k.\hat{G}_{2}(w):=\hat{G}(w)-\hat{G}\Big{(}h_{2}(w)\Big{)}=\displaystyle\frac{i\omega\sinh(w-i\Phi)}{i\omega\sinh w+k}-\displaystyle\frac{i\omega\sinh(w+3i\Phi)}{i\omega\sinh(w+2i\Phi)+k}. (3.33)

For a region UU in \mathbb{C} we will denote here and everywhere below (U)\mathcal{M}(U) the set of meromorphic functions on UU.

Lemma 3.10.

Let vS(K)v\in S^{\prime}(K) satisfy (3.1a)-(3.1b). Then the connection equation (3.26) holds, the function v^11\hat{v}_{1}^{1} belongs to ()(V^1+)\mathcal{M}(\mathbb{C})\cap\mathcal{H}(\hat{V}_{1}^{+}), satisfies the difference equation

v^11(w)v^11(w+2iΦ)=G^2(w),\begin{array}[]{lll}\hat{v}_{1}^{1}(w)-\hat{v}_{1}^{1}(w+2i\Phi)=\hat{G}_{2}(w),\end{array} (3.34)

and the automorphic condition (3.32).

The proof of this lemma is given in Appendix 10.2.

Our goal is to find v^11(w)()(V^1+)\hat{v}_{1}^{1}(w)\in\mathcal{M}(\mathbb{C})\cap\mathcal{H}\big{(}\hat{V}_{1}^{+}\big{)} s.t. (3.34), (3.32) and the condition v^1(w)(V^Σ)\hat{v}_{1}(w)\in\mathcal{H}\big{(}\hat{V}_{\Sigma}\big{)} hold. Here v^1\hat{v}_{1} is given by (3.22). In its turn, this condition is equivalent to the condition

v^1(w)=v^11(w)G^(w)(V^Σ)\hat{v}_{1}(w)=\hat{v}_{1}^{1}(w)-\hat{G}(w)\in\mathcal{H}\big{(}\hat{V}_{\Sigma}\big{)} (3.35)

by (3.23).
In the next section we find the necessary and sufficient conditions for v^11\hat{v}_{1}^{1} such that condition (3.35) holds.

3.4 Necessary and sufficient condition for v^11\hat{v}_{1}^{1}

The analyticity condition (3.35), which follows from the connection equation (3.26), imposes certain necessary conditions for the poles of the function v^11\hat{v}_{1}^{1}, more exactly, of its continuation obtained in Lemma 3.9. This section is devoted to the derivation of these conditions and to the proof of the fact that they are also sufficient for (3.26) to hold.
We will often use the following evident statement.

Lemma 3.11.

Let A()A\in\mathcal{M}(\mathbb{C}), and AA satisfy (3.32). Then resw=w0A(w)=resw=w0+πiA.\overset{}{\underset{w=w_{0}}{res}}\;A(w)=-\overset{}{\underset{w=-w_{0}+\pi i}{res}}\;A.

Refer to caption
Figure 4: Necessary conditions

Denote

P:={p1,p1±πi,p1+2πi},p1:=sinh1(ikω)Γ0.P:=\Big{\{}p_{1},-p_{1}\pm\pi i,p_{1}+2\pi i\Big{\}},\qquad p_{1}:=\sinh^{-1}\Big{(}\displaystyle\frac{ik}{\omega}\Big{)}\in\Gamma_{0}. (3.36)

(See Fig. 4, where the positions of the curves Γα\Gamma_{\alpha} correspond to the case Reω>0{\rm Re\,}\omega>0. We will always assume in the following that this is the case; in the case Reω<0{\rm Re\,}\omega<0 the construction is similar.) Introduce the following two important parameters:

r1:=resp1±πiG^:=sinh(p1+iΦ)coshp1,r2:=resp1G^:=sinh(p1iΦ)coshp1.r_{1}:=\overset{}{\underset{-p_{1}\pm\pi i}{res}}\;\hat{G}:=-\displaystyle\frac{\sinh(p_{1}+i\Phi)}{\cosh p_{1}},\quad r_{2}:=\overset{}{\underset{p_{1}}{res}}\;\hat{G}:=\displaystyle\frac{\sinh(p_{1}-i\Phi)}{\cosh p_{1}}. (3.37)

In the next proposition we give a necessary and sufficient condition for v^11\hat{v}_{1}^{1} guaranteeing that condition (3.33) holds.

Proposition 3.12.

Let v^11()(V^1+)\hat{v}_{1}^{1}\in\mathcal{M}(\mathbb{C})\cap\mathcal{H}(\hat{V}_{1}^{+}) satisfy (3.34) and (3.32). Then v^1(V^Σ)\hat{v}_{1}\in\mathcal{H}\big{(}\hat{V}_{\Sigma}\big{)} if and only if

v^11(VΦΦ+πP)\hat{v}_{1}^{1}\in\mathcal{H}\big{(}V_{-\Phi}^{\Phi+\pi}\setminus P\big{)} (3.38)

and

resp1v^11=r2,resp1πiv^11=r1.\overset{}{\underset{p_{1}}{res}}\;\hat{v}_{1}^{1}=r_{2},\quad\overset{}{\underset{-p_{1}-\pi i}{res}}\;\hat{v}_{1}^{1}=r_{1}. (3.39)

Proof. First, let us prove the necessity of condition (3.39). By (3.24) the poles of G^(w)\hat{G}(w) in \mathbb{C} are p1+2kπi,p1πi+2kπi,k.p_{1}+2k\pi i,-p_{1}-\pi i+2k\pi i,k\in\mathbb{Z}. Of all of these poles only p1,p1πip_{1},-p_{1}-\pi i belong to V^Σ\hat{V}_{\Sigma} (see Fig. 4). Hence formulas (3.39) follow from (3.35), (3.37). Further, since v^11(VΦπ{p1,p1πi})\hat{v}_{1}^{1}\in\mathcal{H}\Big{(}V_{-\Phi}^{\pi}\setminus\{p_{1},-p_{1}-\pi i\}\Big{)} by (3.35), v^11(V0π+Φ{p1+2πi,p1+πi})\hat{v}_{1}^{1}\in\mathcal{H}\Big{(}V_{0}^{\pi+\Phi}\setminus\{p_{1}+2\pi i,-p_{1}+\pi i\}\Big{)} by (3.32). Hence (3.38) also holds.
Let us prove the sufficiency of conditions (3.38), (3.39). From (3.39) and (3.37) it follows that resw=p1v^1(w)=resw=p1πiv^1(w)=0.\overset{}{\underset{w=p_{1}}{res}}\;\hat{v}_{1}(w)=\overset{}{\underset{w=-p_{1}-\pi i}{res}}\;\hat{v}_{1}(w)=0. Hence, v^1(V^Σ)\hat{v}_{1}\in\mathcal{H}\big{(}\hat{V}_{\Sigma}\big{)} since v^11(V^Σ{p1,p1πi})\hat{v}_{1}^{1}\in\mathcal{H}\Big{(}\hat{V}_{\Sigma}\setminus\{p_{1},-p_{1}-\pi i\}\Big{)} by (3.38) and G^(w)\hat{G}(w) belongs to this space too. The proposition is proven.     \blacksquare

Remark 3.13.

Condition (3.38) implies v^11(V^1+)\hat{v}_{1}^{1}\in\mathcal{H}\big{(}\hat{V}_{1}^{+}\big{)}.

4 h1h_{1}-automorphic solution of difference equation (3.34), Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2}

In this section we construct an h1h_{1}-automorphic solution of difference equation (3.34) satisfying all conditions of Proposition 3.12 for Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2}. This limitation is related to the method of obtaining a solution which uses the Cauchy-type integral. The kernel of this integral must be analytic on the integration contour. In turns out that it is possible to find such a kernel only when Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2}. Fortunately, the case Φ=3π2\Phi=\displaystyle\frac{3\pi}{2} does not need an integral of the Cauchy-type since the difference equation (3.34) is solved by elementary methods in this case (see Section 5).

4.1 Poles of G^2\hat{G}_{2} and asymptotics.

In this subsection we give the properties of G2G_{2} which are necessary for the solution of the main problem. Let

𝒫:={p1+2πik2iΦm:k,m=0,1},𝒬:={p1+πi+2πik2iΦm:k,m=0,1}.\displaystyle\mathscr{P}:=\Big{\{}p_{1}+2\pi ik-2i\Phi m:k\in\mathbb{Z},m=0,1\Big{\}},\quad\mathscr{Q}:=\Big{\{}-p_{1}+\pi i+2\pi ik-2i\Phi m:k\in\mathbb{Z},m=0,1\Big{\}}. (4.1)

Obviously, the poles of G^2\hat{G}_{2} belong to 𝒫𝒬\mathscr{P}\cup\mathscr{Q} by (3.33).
Denote q1=p1πi+2iΦ.q_{1}=-p_{1}-\pi i+2i\Phi.

Lemma 4.1.

i) The poles of G^2\hat{G}_{2} belonging to Vπ2ΦπΦ¯\overline{V_{\frac{\pi}{2}-\Phi}^{\pi-\Phi}} are p1πiforΦ3π2andq1+πiforΦ3π2-p_{1}-\pi i~{}{\rm for}~{}\Phi\geq\frac{3\pi}{2}~{}{\rm and}~{}-q_{1}+\pi i~{}{\rm for}~{}\Phi\leq\frac{3\pi}{2}.
The residues of G^2\hat{G}_{2} at these points are

resp1πiG^2=resq1+πiG^2=r1.\overset{}{\underset{-p_{1}-\pi i}{res}}\;\hat{G}_{2}=\overset{}{\underset{-q_{1}+\pi i}{res}}\;\hat{G}_{2}=r_{1}.

ii) The poles of G^2\hat{G}_{2} belonging to Vπ2ΦΦ¯\overline{V_{-\frac{\pi}{2}-\Phi}^{-\Phi}} are p12πip_{1}-2\pi i for Φ3π2\Phi\geq\displaystyle\frac{3\pi}{2}, p1+πi2iΦ-p_{1}+\pi i-2i\Phi for Φ3π2\Phi\leq\displaystyle\frac{3\pi}{2} and

resp12πiG^2=resp1+πi2iΦG^2=r2.\overset{}{\underset{p_{1}-2\pi i}{res}}\;\hat{G}_{2}=\overset{}{\underset{-p_{1}+\pi i-2i\Phi}{res}}\;\hat{G}_{2}=r_{2}.

iii) The function G^2\hat{G}_{2} admits the asymptotics

G^2(w)=2isinΦ(1+O(eRew)),Rew±\hat{G}_{2}(w)=\mp 2i\sin\Phi\Big{(}1+O(e^{\mp{\rm Re\,}w})\Big{)},\quad{\rm Re\,}w\to\pm\infty (4.2)

uniformly with respect to Imw{\rm Im\,}w.
iv)

G^2(h2(w))=G^2(w),G^2(π2iΦ)=0.\hat{G}_{2}\Big{(}h_{2}(w)\Big{)}=-\hat{G}_{2}(w),\quad\hat{G}_{2}\Big{(}\displaystyle\frac{\pi}{2}-i\Phi\Big{)}=0. (4.3)

Proof. The first three assertions follow directly from (3.33). The last assertion (4.3) follows from the fact that h2(πi2iΦ)=πi2iΦh_{2}\Big{(}\displaystyle\frac{\pi i}{2}-i\Phi\Big{)}=\displaystyle\frac{\pi i}{2}-i\Phi.     \blacksquare

Remark 4.2.

In the case Φ=3π2\Phi=\displaystyle\frac{3\pi}{2},

G^2(w)=±2i(1+O(e2Rew)),Rew±.\hat{G}_{2}(w)=\pm 2i\Big{(}1+O(e^{\mp 2{\rm Re\,}w})\Big{)},\quad{\rm Re\,}w\to\pm\infty.

However, this will not affect the final results.

4.2 Reduction of problem (3.34), (3.32) to a conjugate problem

Denote

Π^:=Vπ2Φπ2+Φ,Π^±={wΠ^:±Rew>0},Π^+=β^γ^(β^2iΦ),\hat{\Pi}:=V_{\frac{\pi}{2}-\Phi}^{\frac{\pi}{2}+\Phi},\qquad\hat{\Pi}_{\pm}=\Big{\{}w\in\hat{\Pi}:\pm{\rm Re\,}w>0\Big{\}},\quad\partial\hat{\Pi}_{+}=\hat{\beta}\cup\hat{\gamma}\cup(\hat{\beta}-2i\Phi),

where

β^:={wΓπ2iΦ:Rew0},γ^:={w|Rew=0,Imw[π2Φ,π2+Φ]}.\hat{\beta}:=\Big{\{}w\in\Gamma_{\frac{\pi}{2}-i\Phi}:{\rm Re\,}w\geq 0\Big{\}},\quad\hat{\gamma}:=\Big{\{}w\big{|}{\rm Re\,}w=0,\quad{\rm Im\,}w\in\Big{[}\frac{\pi}{2}-\Phi,\frac{\pi}{2}+\Phi\Big{]}\Big{\}}.

We will look for a solution of the following problem: to find an analytic function in Π^+\hat{\Pi}_{+} whose boundary values on Π^+\partial\hat{\Pi}_{+},

a^1(w+i0),wβ^;a^1(w+2iΦi0),wβ^+2iΦ,a^1(w+0),wγ^,\displaystyle\hat{a}_{1}(w+i0),\quad w\in\hat{\beta};\quad\hat{a}_{1}(w+2i\Phi-i0),\quad w\in\hat{\beta}+2i\Phi,\quad\hat{a}_{1}(w+0),\quad w\in\hat{\gamma},

exist and are such that they satisfy the following conditions of conjugation

a^1(w+i0)a^1(w+2iΦi0)=G^2(w),wβ^\displaystyle\hat{a}_{1}(w+i0)-\hat{a}_{1}(w+2i\Phi-i0)=\hat{G}_{2}(w),\quad w\in\hat{\beta} (4.4)
a^1(w+0)=a^1(w+πi+0),wγ^,\displaystyle\hat{a}_{1}(w+0)=\hat{a}_{1}(-w+\pi i+0),\quad w\in\hat{\gamma}, (4.5)

see Fig. 5

Refer to caption
Figure 5: Reduction to conjugate problem

4.3 Solution of the conjugate problem (4.4), (4.5) for Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2}

We start solving the problem (4.4), (4.5). We will reduce this problem to a Riemann-Hilbert problem. To this end we map Π^+\hat{\Pi}_{+} conformally onto Πˇ:=βˇ\check{\Pi}:=\mathbb{C}^{\ast}\setminus\check{\beta}, where \mathbb{C}^{\ast} is the Riemann sphere, βˇ:=t(β)\check{\beta}:=t(\beta). For example, define

wt=t(w)=coth2(π2Φ(wπi2)),wΠ^+.w\mapsto t=t(w)=\coth^{2}\Big{(}\displaystyle\frac{\pi}{2\Phi}\Big{(}w-\displaystyle\frac{\pi i}{2}\Big{)}\Big{)},\quad w\in\hat{\Pi}_{+}. (4.6)

Denote the inverse transform w(t):Πˇ+w(t):\check{\Pi}_{+} to Π^+\hat{\Pi}_{+}.
Note that when wΠ^+w\in\hat{\Pi}_{+} tends to β^\hat{\beta} implies that t(w)t(w) tends to βˇ\check{\beta} from above, and when wΠ^+w\in\hat{\Pi}_{+} tends to β+2iΦ\beta+2i\Phi implies that t(w)t(w) to βˇ\check{\beta} from below. Obviously,

t(γ^)=:γˇ=[,0],t(±i(π2+Φ))=0,t()=1,t(πi2)=\displaystyle t(\hat{\gamma})=:\check{\gamma}=[-\infty,0],\quad t\Big{(}\pm i\Big{(}\displaystyle\frac{\pi}{2}+\Phi\Big{)}\Big{)}=0,\quad t(\infty)=1,\quad t\Big{(}\displaystyle\frac{\pi i}{2}\Big{)}=\infty

(see Fig.6).

Refer to caption
Figure 6: Riemann-Hilbert problem

Then problem (4.4), (4.5) is equivalent to the Riemann-Hilbert problem for aˇ1(t):=a^1(w(t)),tΠˇ+\check{a}_{1}(t):=\hat{a}_{1}\big{(}w(t)\big{)},t\in\check{\Pi}_{+}, which at the same time is the saltus problem (see [17, Ch. 16, 18])

aˇ1(t+i0)aˇ1(ti0)=Gˇ2(t),tβˇ.\check{a}_{1}(t+i0)-\check{a}_{1}(t-i0)=\check{G}_{2}(t),\quad t\in\check{\beta}. (4.7)

Here Gˇ2(t)=G^2(w(t)),tΠ^\check{G}_{2}(t)=\hat{G}_{2}\Big{(}w(t)\Big{)},t\in\hat{\Pi}, aˇ1(t):=aˇ1(w(t)),tΠˇ+\check{a}_{1}(t):=\check{a}_{1}\big{(}w(t)\big{)},t\in\check{\Pi}_{+}; aˇ1(t±i0)=limε0+aˇ1(t±iε)\check{a}_{1}(t\pm i0)=\displaystyle\lim_{\varepsilon\to 0+}\check{a}_{1}(t\pm i\varepsilon) and for tβˇt\in\check{\beta}, wβ^w\in\hat{\beta}, wΠ^+¯w\in\overline{\hat{\Pi}_{+}}. From (4.6) and (4.3) it follows that Gˇ2(t)\check{G}_{2}(t) and Gˇ2(t)\check{G}^{\prime}_{2}(t) are continuous on βˇ¯\overline{\check{\beta}} and

Gˇ2(0)=0,Gˇ2(1)=2isinΦ.\check{G}_{2}(0)=0,\qquad\check{G}_{2}(1)=-2i\sin\Phi. (4.8)

It is well known that a particular solution of (4.7) is given by the Cauchy type integral

aˇ1(t)=12πiβˇGˇ2(t)tt𝑑t,tΠˇ.\displaystyle\check{a}_{1}(t)=\displaystyle\frac{1}{2\pi i}\displaystyle\int\limits_{\check{\beta}}\displaystyle\frac{\check{G}_{2}(t^{\prime})}{t^{\prime}-t}\;dt^{\prime},\quad t\in\check{\Pi}. (4.9)

Obviously aˇ1(t)(Πˇ)\check{a}_{1}(t)\in\mathcal{H}(\check{\Pi}), and aˇ1(t)t0\check{a}_{1}(t)\xrightarrow[t\to\infty]{}0. Moreover, by (4.8) there exists limt0aˇ1(t),tβˇ\displaystyle\lim_{t\to 0}\;\check{a}_{1}(t),t\notin\check{\beta}.
In the following lemma we establish an asymptotics of (4.9) at t=1t=1; it plays an important role in describing the fact that the solution belongs to a certain class and hence its uniqueness.

Lemma 4.3.

The function aˇ1(t)\check{a}_{1}(t) admits the following asymptotics

aˇ1(t)=Gˇ2(1)2πiln1t1+C+O(t1),t1,\displaystyle\check{a}_{1}(t)=-\displaystyle\frac{\check{G}_{2}(1)}{2\pi i}\ln\displaystyle\frac{1}{t-1}+C+O(t-1),\quad t\to 1, (4.10)

where, by ln1t1\ln\displaystyle\frac{1}{t-1}, we understand a certain branch that is single-valued on a plane cut along βˇ\check{\beta} and CC depends only on G^2\hat{G}_{2}; moreover,

ddtaˇ1(t)=sinΦπ11t+Gˇ2(1)2πiln(1t)+C1+o(1),\displaystyle\frac{d}{dt}\check{a}_{1}(t)=\displaystyle\frac{\sin\Phi}{\pi}\;\displaystyle\frac{1}{1-t}+\displaystyle\frac{\check{G}^{\prime}_{2}(1)}{2\pi i}\ln(1-t)+C_{1}+o(1), (4.11)

where CC, C1C_{1} depend only on Gˇ2\check{G}_{2}.

Proof. (4.10) follows from (4.9) (see [29, §16]). Let us find the asymptotics of ddtaˇ1(t),t1\displaystyle\frac{d}{dt}\check{a}_{1}(t),~{}t\to 1. (4.9) gives

ddtaˇ1(t)=12πiβˇGˇ2(t)dt(tt)2.\displaystyle\displaystyle\frac{d}{dt}\check{a}_{1}(t)=\displaystyle\frac{1}{2\pi i}\displaystyle\int\limits_{\check{\beta}}\displaystyle\frac{\check{G}_{2}(t^{\prime})dt^{\prime}}{(t^{\prime}-t)^{2}}.

Represent Gˇ2(t)\check{G}_{2}(t^{\prime}) in the form Gˇ2(t)=Gˇ2(1)+Gˇ2(1)(t1)+ψ(t)(t1)2,tβˇ\check{G}_{2}(t^{\prime})=\check{G}_{2}(1)+\check{G}_{2}(1)(t^{\prime}-1)+\psi(t^{\prime})(t^{\prime}-1)^{2},~{}t^{\prime}\in\check{\beta}, where ψ(t)C(βˇ¯)\psi(t^{\prime})\in C^{\infty}\big{(}\overline{\check{\beta}}\big{)}. This is possible since Gˇ2(t)C(βˇ¯)\check{G}_{2}(t^{\prime})\in C^{\infty}\big{(}\overline{\check{\beta}}\big{)} by (4.1) if Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2}. Then

ddtaˇ1(t)=βˇψ(t)(t1)2(tt)2𝑑t+12πiβˇGˇ2(1)+Gˇ2(1)(t1)(tt)2𝑑t.\begin{array}[]{lll}\displaystyle\frac{d}{dt}\check{a}_{1}(t)=\displaystyle\int\limits_{\check{\beta}}\displaystyle\frac{\psi(t^{\prime})(t^{\prime}-1)^{2}}{(t^{\prime}-t)^{2}}dt^{\prime}+\displaystyle\frac{1}{2\pi i}\displaystyle\int\limits_{\check{\beta}}\displaystyle\frac{\check{G}_{2}(1)+\check{G}_{2}^{\prime}(1)(t^{\prime}-1)}{(t^{\prime}-t)^{2}}dt^{\prime}.\end{array}

Obviously 12πiβˇ(t1)2ψ(t)(t1)2𝑑t=C1+o(1),t1,\displaystyle\frac{1}{2\pi i}\displaystyle\int\limits_{\check{\beta}}\displaystyle\frac{(t^{\prime}-1)^{2}\;\psi(t^{\prime})}{(t^{\prime}-1)^{2}}dt^{\prime}=C_{1}+o(1),\quad t\to 1, where C1C_{1} depends only on Gˇ2\check{G}_{2}; 12πiβˇGˇ2(1)(tt)2𝑑t=sinΦπ11tsinΦπ+o(1),t1\displaystyle\frac{1}{2\pi i}\displaystyle\int\limits_{\check{\beta}}\displaystyle\frac{\check{G}_{2}(1)}{(t^{\prime}-t)^{2}}dt^{\prime}=\displaystyle\frac{\sin\Phi}{\pi}\displaystyle\frac{1}{1-t}-\displaystyle\frac{\sin\Phi}{\pi}+o(1),\quad t\to 1 by (4.8). Further, 12πiβˇGˇ2(1)(t1)(tt)2𝑑t=Gˇ2(1)2πi[ln(1t)]+C2+o(1),t1.\displaystyle\frac{1}{2\pi i}\displaystyle\int\limits_{\check{\beta}}\displaystyle\frac{\check{G}^{\prime}_{2}(1)(t^{\prime}-1)}{(t^{\prime}-t)^{2}}dt^{\prime}=\displaystyle\frac{\check{G}^{\prime}_{2}(1)}{2\pi i}\Big{[}\ln(1-t)\Big{]}+C_{2}+o(1),\quad t\to 1. This implies (4.11).     \blacksquare

Now we are able to find a solution to problem (3.34). First we define this solution in Π^¯\overline{\hat{\Pi}} and then we extend it to \mathbb{C}.
Let us define a^1(w),wVπ2ΦΦ¯\hat{a}_{1}(w),w\in\overline{V_{-\frac{\pi}{2}-\Phi}^{-\Phi}} by the formula

a^1(w):=aˇ1(t(w))+C2,wΠ^+,\displaystyle\hat{a}_{1}(w):=\check{a}_{1}\big{(}t(w)\big{)}+C_{2},\quad w\in\hat{\Pi}_{+}, (4.12)

where aˇ1(t)\check{a}_{1}(t) is given by (4.9) and

C2=ln4sinΦΦC,C_{2}=\ln 4\;\displaystyle\frac{\sin\Phi}{\Phi}-C, (4.13)

with CC taken from (4.10).
Obviously a^1(w)\hat{a}_{1}(w) satisfies (4.4) and (4.5), since a constant is a solution of the homogeneous equation (4.4) and satisfies (4.5). Moreover, the same formula (4.12) defines the analytic function a^1(w)\hat{a}_{1}(w) in Π^¯\overline{\hat{\Pi}}, since a^1(w)\hat{a}_{1}(w) satisfies (4.5). Obviously, (4.6) implies that

a^1(w)=a^1(w+πi),wΠ^¯.\displaystyle\hat{a}_{1}(w)=\hat{a}_{1}(-w+\pi i),\quad w\in\overline{\hat{\Pi}}. (4.14)

Moreover, a^1(w)\hat{a}_{1}(w) satisfies (4.4). In fact, for wβ^w\in\hat{\beta}, Rew>0{\rm Re\,}w>0 this follows from (4.7), and for wβ^w\in\hat{\beta}, Rew<0{\rm Re\,}w<0 this follows from (4.7) and (4.3). Further, we extend a^1(w)\hat{a}_{1}(w) to Vπ23Φπ2+3Φ¯\overline{{V}_{\frac{\pi}{2}-3\Phi}^{\frac{\pi}{2}+3\Phi}} by formulas corresponding to the difference equation (3.34):

a^1(w)=a^1(w2iΦ)G^2(w2iΦ),wΠ^¯+2iΦ,Π^¯+4iΦ,\hat{a}_{1}(w)=\hat{a}_{1}(w-2i\Phi)-\hat{G}_{2}(w-2i\Phi),\quad w\in\overline{\hat{\Pi}}+2i\Phi,\quad\overline{\hat{\Pi}}+4i\Phi,\cdots (4.15)

and

a^1(w)=a^1(w+2iΦ)+G^2(w),forwΠ^¯2iΦ,Π^¯4iΦ,\hat{a}_{1}(w)=\hat{a}_{1}(w+2i\Phi)+\hat{G}_{2}(w),~{}~{}{\rm for}~{}~{}w\in\overline{\hat{\Pi}}-2i\Phi,\quad\overline{\hat{\Pi}}-4i\Phi,\cdots (4.16)

This extension is meromorphic by (4.4) and still has property (4.14). Let us prove this. Let wΠ^2iΦw\in\hat{\Pi}-2i\Phi (see Fig. 7, 8). Then w+πiΠ^+2iΦw+\pi i\in\hat{\Pi}+2i\Phi. By (4.16) and (4.15) we have a^1(w)=a^1(w+2iΦ)+G^2(w),a^1(w+πi)=a^1(w+πi2iΦ)G^2(w+πi2iΦ)\hat{a}_{1}(w)=\hat{a}_{1}(w+2i\Phi)+\hat{G}_{2}(w),~{}\hat{a}_{1}(-w+\pi i)=\hat{a}_{1}(-w+\pi i-2i\Phi)-\hat{G}_{2}(-w+\pi i-2i\Phi). But a^1(w+2iΦ)=a^1(w+πi2iΦ)\hat{a}_{1}(w+2i\Phi)=\hat{a}_{1}(-w+\pi i-2i\Phi) since a^1(h1(w))=a^1(w),wΠ^¯\hat{a}_{1}\Big{(}h_{1}(w)\Big{)}=\hat{a}_{1}(w),~{}w\in\overline{\hat{\Pi}} and G^2(w)=G^2(w+πi2iΦ)\hat{G}_{2}(w)=-\hat{G}_{2}(-w+\pi i-2i\Phi) by (4.3). Hence a^1(w)=a^1(w+πi)\hat{a}_{1}(w)=\hat{a}_{1}(-w+\pi i) in this case. Similarly this is true for wΠ^+2iΦw\in\hat{\Pi}+2i\Phi.      \blacksquare

Remark 4.4.

Similarly, a^1(w)\hat{a}_{1}(w) admits a meromorphic extension to \mathbb{C} which satisfies (3.34) and (3.32).

Proposition 4.5.

For Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2}
i) There exists a meromorphic in \mathbb{C} and analytic in Π^\hat{\Pi} solution a^1\hat{a}_{1} of problem (3.34), (3.32) given by (4.15), (4.16).
ii) The function a^1(w)\hat{a}_{1}(w) admits the following asymptotics

a^1(w)=±sinΦΦ(wπi2)+o(eπ2Φw),Rew±,\displaystyle\hat{a}_{1}(w)=\pm\displaystyle\frac{\sin\Phi}{\Phi}\big{(}w-\displaystyle\frac{\pi i}{2}\Big{)}+o\Big{(}e^{\mp\frac{\pi}{2\Phi}w}\Big{)},\quad{\rm Re\,}w\to\pm\infty, (4.17)
ddwa^1(w)=±sinΦΦ+o(eπΦw),Rew±,\displaystyle\displaystyle\frac{d}{dw}\hat{a}_{1}(w)=\pm\displaystyle\frac{\sin\Phi}{\Phi}+o\big{(}e^{\mp\frac{\pi}{\Phi}w}\big{)},\quad{\rm Re\,}w\to\pm\infty, (4.18)

uniformly with respect to Imw,wΠ^+{\rm Im\,}w,w\in\hat{\Pi}_{+}.
iii) The solution a^1\hat{a}_{1} has poles in Vπ2Φπ+Φ¯\overline{V_{-\frac{\pi}{2}-\Phi}^{\pi+\Phi}} for Φ>3π2\Phi>\displaystyle\frac{3\pi}{2} only at q1:=p1πi+2iΦ,q1+πi=p1+2πi2iΦq_{1}:=-p_{1}-\pi i+2i\Phi,~{}-q_{1}+\pi i=p_{1}+2\pi i-2i\Phi and p12πip_{1}-2\pi i with residues

resq1a^1=r1,resq1+πia^1=r1,resp12πia^1=r2.\overset{}{\underset{q_{1}}{res}}\;\hat{a}_{1}=-r_{1},\qquad\overset{}{\underset{-q_{1}+\pi i}{res}}\;\hat{a}_{1}=r_{1},\quad\overset{}{\underset{p_{1}-2\pi i}{res}}\;\hat{a}_{1}=r_{2}. (4.19)

For Φ3π2\Phi\leq\displaystyle\frac{3\pi}{2}, a^1\hat{a}_{1} has poles in Vπ2Φπ+Φ¯\overline{V_{-\frac{\pi}{2}-\Phi}^{\pi+\Phi}} only at p1+2πip_{1}+2\pi i, p1πi-p_{1}-\pi i and p1+πi2iΦ-p_{1}+\pi i-2i\Phi with residues

resp1+2πia^1=r1,resp1πia^1=r1,resp1+πi2iΦa^1=r2.\overset{}{\underset{p_{1}+2\pi i}{res}}\;\hat{a}_{1}=-r_{1},\qquad\overset{}{\underset{-p_{1}-\pi i}{res}}\;\hat{a}_{1}=r_{1},\quad\overset{}{\underset{-p_{1}+\pi i-2i\Phi}{res}}\;\hat{a}_{1}=r_{2}. (4.20)

Proof. Statement i)i) is proved above. The asymptotics (4.17), (4.18) are proved in Appendix 10.5.
Statement iii)iii) follow from the difference equation (3.34), h1h_{1}-automorphicity of a^1\hat{a}_{1}, Lemma 3.11, Lemma 4.1, since the function a^1\hat{a}_{1} is analytic in Π^\hat{\Pi} by i), see Fig. 7, 8.     \blacksquare

As we will see below this asymptotics coincides with the asymptotics of the function v^11\hat{v}_{1}^{1} in the case Φ=3π2\Phi=\displaystyle\frac{3\pi}{2}. In the following Lemma we describe the poles of the particular meromorphic solution to problem (3.34), (3.32) constructed above.

Refer to caption
Figure 7: Φ>3π2\Phi>\displaystyle\frac{3\pi}{2}
Refer to caption
Figure 8: Φ<3π2\Phi<\displaystyle\frac{3\pi}{2}

4.4 Solution of difference equation, case Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2}

We want to modify a^1\hat{a}_{1} into v^11\hat{v}_{1}^{1} which will satisfy all the conditions of Proposition 3.12. To this end for Φ>3π2\Phi>\displaystyle\frac{3\pi}{2} we add first T1T_{1} to a^1\hat{a}_{1} removing the poles q1q_{1} and q1+πi-q_{1}+\pi i (see (4.19)), since by this proposition v^11\hat{v}_{1}^{1} must be analytic at these points. It turns out that it is possible to construct T1T_{1} in such a way that it produces the pole p1πi-p_{1}-\pi i with the desired residue, as the same proposition requires.
Second, we add T2T_{2} producing the pole p1p_{1} with the desired residue according to the same proposition.
Consider

T1(w)=π2Φr1(coth(π(wq1)2Φ)+coth(π(w+πiq1)2Φ)),T_{1}(w)=\displaystyle\frac{\pi}{2\Phi}r_{1}\Bigg{(}\coth\Big{(}\displaystyle\frac{\pi(w-q_{1})}{2\Phi}\Big{)}+\coth\Big{(}\displaystyle\frac{\pi(-w+\pi i-q_{1})}{2\Phi}\Big{)}\Bigg{)}, (4.21)

where r1r_{1} is given by (3.39), and q1q_{1} is defined in Lemma 5.14.
It is easy to see that the function T1T_{1} satisfies the following conditions:

T1(w+πi)=T1(w),T1(w+2iΦ)=T1(w).T_{1}(-w+\pi i)=T_{1}(w),\qquad T_{1}(w+2i\Phi)=T_{1}(w). (4.22)

The poles of T1T_{1} belonging to VΦπ+Φ¯\overline{V_{-\Phi}^{\pi+\Phi}} are

q1,p1πi,q1+πi,p1+2πi,q_{1},\quad-p_{1}-\pi i,\quad-q_{1}+\pi i,\quad p_{1}+2\pi i, (4.23)

(see Fig. 8), and

resq1T1=resp1πiT1=r1;resp1+2πiT1=resp1+2πiT1=r1.\overset{}{\underset{q_{1}}{res}}\;T_{1}=\overset{}{\underset{-p_{1}-\pi i}{res}}\;T_{1}=r_{1};\qquad\overset{}{\underset{p_{1}+2\pi i}{res}}\;T_{1}=\overset{}{\underset{p_{1}+2\pi i}{res}}\;T_{1}=-r_{1}. (4.24)

Further, we define

T2(w)\displaystyle T_{2}(w) :=π2Φr2(coth(π(wp1)2Φ)+coth(π(w+πip1)2Φ)),\displaystyle:=\displaystyle\frac{\pi}{2\Phi}r_{2}\Bigg{(}\coth\Big{(}\displaystyle\frac{\pi(w-p_{1})}{2\Phi}\Big{)}+\coth\Big{(}\displaystyle\frac{\pi(-w+\pi i-p_{1})}{2\Phi}\Big{)}\Bigg{)}, (4.25)

where r2r_{2} is defined by (3.37). Obviously T2T_{2} also satisfies (4.22).
The poles of T2T_{2} in VΦπ+Φ¯\overline{V_{-\Phi}^{\pi+\Phi}} are only

p1,p1+πiandresp1T2=r2,resp1+πiT2=r2.p_{1},\quad-p_{1}+\pi i\quad{\rm and}\quad\overset{}{\underset{p_{1}}{res}}\;T_{2}=r_{2},\quad\overset{}{\underset{-p_{1}+\pi i}{res}}\;T_{2}=-r_{2}. (4.26)

Finally, we define

v^11(w):={a^1(w)+T1(w)+T2(w),Φ>3π2a^1(w)+T2(w),Φ<3π2,\hat{v}_{1}^{1}(w):=\left\{\begin{array}[]{rcl}\hat{a}_{1}(w)+T_{1}(w)+T_{2}(w),&&\Phi>\displaystyle\frac{3\pi}{2}\\ \\ \hat{a}_{1}(w)+T_{2}(w),&&\Phi<\displaystyle\frac{3\pi}{2},\end{array}\right. (4.27)

where a^1(w)\hat{a}_{1}(w) is given in Proposition 4.5.

Theorem 4.6.

Let Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2}.
i) The function v^11\hat{v}_{1}^{1} satisfies all the hypothesis of Proposition 3.12.
ii) v^11(w)(Vπ3π2¯Γπ)\hat{v}_{1}^{1}(w)\in\mathcal{H}\Big{(}\overline{V_{\pi}^{\frac{3\pi}{2}}}\setminus\Gamma_{\pi}\Big{)} and it has a unique pole p1+πi-p_{1}+\pi i on Γπ\Gamma_{\pi} with residue

resp1+πiv^11=r2.\displaystyle\overset{}{\underset{-p_{1}+\pi i}{res}}\;\hat{v}_{1}^{1}=-r_{2}. (4.28)

iii) v^11(w)(Vπ2ΦΦ¯)\hat{v}_{1}^{1}(w)\in\mathcal{M}\Big{(}\overline{V_{-\frac{\pi}{2}-\Phi}^{-\Phi}}\Big{)} and it has a unique pole at p12πip_{1}-2\pi i for Φ>3π2\Phi>\displaystyle\frac{3\pi}{2},

resp12πiv^11=r2.\overset{}{\underset{p_{1}-2\pi i}{res}}\;\hat{v}_{1}^{1}=r_{2}. (4.29)

Proof. i) v^11\hat{v}_{1}^{1} satisfies (3.34) and (3.32) by Proposition 4.5, (4.27) and (4.22).
Let us prove (3.38) and (3.39). Consider Φ>3π2\Phi>\displaystyle\frac{3\pi}{2}. By Proposition 4.5, (4.24), (4.23) and (4.26), the possible poles of v^11\hat{v}_{1}^{1} in VΦπ+Φ¯\overline{V_{-\Phi}^{\pi+\Phi}} belong to {q1,q1+πi}P\Big{\{}q_{1},-q_{1}+\pi i\Big{\}}\cup P, where PP is given by (3.36). Moreover, resq1v^11=resq1+πiv^11=0\overset{}{\underset{q_{1}}{res}}\;\hat{v}_{1}^{1}=\overset{}{\underset{-q_{1}+\pi i}{res}}\;\hat{v}_{1}^{1}=0 by (4.19), (4.24) and (4.26). Hence, v^11\hat{v}_{1}^{1} satisfies (3.38). Moreover, by (4.24), resp1πiv^11=r1\overset{}{\underset{-p_{1}-\pi i}{res}}\;\hat{v}_{1}^{1}=r_{1}, resp1v^11=r2\overset{}{\underset{p_{1}}{res}}\;\hat{v}_{1}^{1}=r_{2}. Thus, (3.39) is proven for Φ>3π2\Phi>\displaystyle\frac{3\pi}{2}, and v^11\hat{v}_{1}^{1} satisfies all the hypothesis of Proposition 3.12 in this case (see Fig. 7).
Consider Φ<3π2\Phi<\displaystyle\frac{3\pi}{2}. In this case all the poles of v^11\hat{v}_{1}^{1} in VΦπ+Φ¯\overline{V_{-\Phi}^{\pi+\Phi}} belong to PP by Proposition 4.5, (4.27). Hence, (3.38) holds. Moreover, from (4.20), (4.26) resp1+2πiv^11=resp1+2πia^1=r1.\overset{}{\underset{p_{1}+2\pi i}{res}}\;\hat{v}_{1}^{1}=\overset{}{\underset{p_{1}+2\pi i}{res}}\;\hat{a}_{1}=-r_{1}. Hence, resp1πiv^11=r1\overset{}{\underset{p_{1}-\pi i}{res}}\;\hat{v}_{1}^{1}=r_{1} by (3.32). The equality resp1v^11=r2\overset{}{\underset{p_{1}}{res}}\;\hat{v}_{1}^{1}=r_{2} follows from (4.27), (4.26) and the analyticity of a^1\hat{a}_{1} in Π^\hat{\Pi}. Thus v^11\hat{v}_{1}^{1} satisfies (3.39) too (see Fig. 8).
ii) By Proposition 4.5, a1(Vπ2Φπ2+Φ¯)a_{1}\in\mathcal{H}\Big{(}\overline{V_{-\frac{\pi}{2}-\Phi}^{\frac{\pi}{2}+\Phi}}\Big{)} which implies a1(Vπ3π2¯)a_{1}\in\mathcal{H}\Big{(}\overline{V_{\pi}^{\frac{3\pi}{2}}}\Big{)}. By (4.23), T1T_{1} has poles in VΦπ+Φ¯\overline{V_{-\Phi}^{\pi+\Phi}} only at q1q_{1}, p1πi-p_{1}-\pi i, q1+πi-q_{1}+\pi i, p1+2πip_{1}+2\pi i. For Φ>3π2\Phi>\displaystyle\frac{3\pi}{2} none of these poles belong to Vπ3π2¯\overline{V_{\pi}^{\frac{3\pi}{2}}}. T2T_{2} has a pole in VΦπ+Φ¯\overline{V_{-\Phi}^{\pi+\Phi}} only in p1p_{1}, p1+πi-p_{1}+\pi i by (4.25). Further, p1Vπ3π2¯p_{1}\notin\overline{V_{\pi}^{\frac{3\pi}{2}}}, p1+πiΓπ-p_{1}+\pi i\in\Gamma_{\pi} and hence 𝐢𝐢){\bf ii)} holds by (4.27), (4.26).
iii) Consider Vπ2ΦΦ¯\overline{V_{-\frac{\pi}{2}-\Phi}^{-\Phi}}. By Proposition 4.5, a^1\hat{a}_{1} has poles here at p12πip_{1}-2\pi i for Φ>3π2\Phi>\displaystyle\frac{3\pi}{2} and at p1+πi2Φi-p_{1}+\pi i-2\Phi i for Φ<3π2\Phi<\displaystyle\frac{3\pi}{2} with residues (4.19) and (4.20).
From (4.21) and (4.25) it follows that T1T_{1} does not have poles at Vπ2ΦΦ¯\overline{V_{-\frac{\pi}{2}-\Phi}^{-\Phi}} and T2T_{2} has a unique pole at p1+πi2iΦ-p_{1}+\pi i-2i\Phi here only for Φ3π2\Phi\leq\displaystyle\frac{3\pi}{2} and resp1+πi2iΦT2=r2\overset{}{\underset{-p_{1}+\pi i-2i\Phi}{res}}\;T_{2}=-r_{2}. Hence v^11\hat{v}_{1}^{1} has a pole at p12πip_{1}-2\pi i for Φ>3π2\Phi>\displaystyle\frac{3\pi}{2} and a possible pole at p1+πi2iΦ-p_{1}+\pi i-2i\Phi for Φ<3π2\Phi<\displaystyle\frac{3\pi}{2}.
From (4.27) we obtain

resp12πiv^11=resp12πia^1+resp12πiT1+resp12πiT2=r2+0+0=r2.\overset{}{\underset{p_{1}-2\pi i}{res}}\;\hat{v}_{1}^{1}=\overset{}{\underset{p_{1}-2\pi i}{res}}\;\hat{a}_{1}+\overset{}{\underset{p_{1}-2\pi i}{res}}\;T_{1}+\overset{}{\underset{p_{1}-2\pi i}{res}}\;T_{2}=r_{2}+0+0=r_{2}.

Similarly

resp1+πi2iΦv^11=resp1+πi2iΦa^1+resp1+πi2iΦT1+resp1+πi2iΦT2=r2+0r2=0.\overset{}{\underset{-p_{1}+\pi i-2i\Phi}{res}}\;\hat{v}_{1}^{1}=\overset{}{\underset{-p_{1}+\pi i-2i\Phi}{res}}\;\hat{a}_{1}+\overset{}{\underset{-p_{1}+\pi i-2i\Phi}{res}}\;T_{1}+\overset{}{\underset{-p_{1}+\pi i-2i\Phi}{res}}\;T_{2}=r_{2}+0-r_{2}=0.

Therefore iii) and hence Theorem 4.6 are proven.      \blacksquare

Corollary 4.7.

For Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2} a unique pole of v^1\hat{v}_{1} belonging to Vπ2Φ3π2¯\overline{V_{-\frac{\pi}{2}-\Phi}^{\frac{3\pi}{2}}} is p1+πi-p_{1}+\pi i and

resp1+πiv^1=2isinΦ.\overset{}{\underset{-p_{1}+\pi i}{res}}\;\hat{v}_{1}=2i\sin\Phi. (4.30)

Proof. A unique pole of v^11(w)\hat{v}_{1}^{1}(w) in Vπ3π2¯\overline{V_{\pi}^{\frac{3\pi}{2}}} is only p1+πi-p_{1}+\pi i by Theorem 4.6 ii) with residue (4.28). Hence, v^1\hat{v}_{1} has a unique pole at p1+πi-p_{1}+\pi i in Vπ3π2¯\overline{V_{\pi}^{\frac{3\pi}{2}}} and (4.30) follows from (3.35), (4.28) and (3.37). The function v^1\hat{v}_{1} is analytic in V^Σ=VΦπ\hat{V}_{\Sigma}=V_{-\Phi}^{\pi} by Proposition 3.12, since v^11\hat{v}_{1}^{1} satisfies all the hypothesis of this Proposition by Theorem 4.6.
It remains only to prove that v^1\hat{v}_{1} is analytic in Vπ2ΦΦ¯\overline{V_{-\frac{\pi}{2}-\Phi}^{-\Phi}}. By Theorem 4.6 the function v^11\hat{v}_{1}^{1} has a unique pole at p12πip_{1}-2\pi i in Vπ2ΦΦ¯\overline{V_{-\frac{\pi}{2}-\Phi}^{-\Phi}} with residue (4.29) and the function G^\hat{G} also has a unique pole at this point with residue r2-r_{2} by (3.37). Hence, the function v^1\hat{v}_{1} is analytic in Vπ2ΦΦ¯\overline{V_{-\frac{\pi}{2}-\Phi}^{-\Phi}} for Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2} and the Corollary is proven.     \blacksquare

5 h1h_{1}-invariant solution of the difference equation in the case Φ=3π2\Phi=\displaystyle\frac{3\pi}{2}

In the previous sections we have constructed a solution to problem (3.34), (3.32), satisfying all the conditions of Proposition 3.12 for Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2}.
It is possible to construct a solution for Φ=3π2\Phi=\displaystyle\frac{3\pi}{2} using the same method. A slight technical inconvenience in this case arises from the fact that the function Gˇ2(t)\check{G}_{2}(t) has a pole on βˇ\check{\beta}. Nevertheless, one can obtain a solution with the properties indicated in Theorem 4.6.
However, we prefer to find a solution of the problem in the case Φ=3π2\Phi=\displaystyle\frac{3\pi}{2} by another method. The point is that in this case it is easy to find a solution of the difference equation (3.34) in an explicit form without using the Cauchy-type integral.
Using the Liouville theorem it is easy to show that this elementary solution coincides with the solution obtained by the Cauchy-type integral.
In this section we give a meromorphic h1h_{1}-invariant solution of (3.34).

5.1 Meromorphic solution of the difference equation for Φ=3π2\Phi=\displaystyle\frac{3\pi}{2}

In this case the construction of a meromorphic solution of difference equation (3.34) is simpler than in the case Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2} and v^11\hat{v}_{1}^{1} is expressed through elementary functions. By (3.33), for Φ=3π2\Phi=\displaystyle\frac{3\pi}{2}, we have

G2(w)=iω2sinh2wω2sinh2w+k2.\begin{array}[]{lll}G_{2}(w)=\displaystyle\frac{i\omega^{2}\sinh 2w}{\omega^{2}\sinh^{2}w+k^{2}}.\end{array} (5.1)

Let us solve difference equation (3.34) in this case. First, we solve (3.34) in the class of meromorphic functions. It is easy to guess a solution, using the 3πi3\pi i-periodicity of G2G_{2}. Let us define

m1(w):=iwG2(w)3π.m_{1}(w):=\frac{iw\;G_{2}(w)}{3\pi}.

Then, by (5.1), m1m_{1} satisfies (3.34). Of course, this solution is not unique. All the other solutions differ from it by a 3πi3\pi i-periodic function. Similarly to the case Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2}, we will modify this solution in such a way that it will satisfy all the conditions of Proposition 3.12.
Function (5.1) is not automorphic with respect to h^1\hat{h}_{1}. Let us symmetrize it.
Define

m(w):=m1(w)+m1(w+πi)2.m(w):=\frac{m_{1}(w)+m_{1}(-w+\pi i)}{2}. (5.2)

Then

m(w)=π+2iw6πG2(w).m(w)=\displaystyle\frac{\pi+2iw}{6\pi}\cdot G_{2}(w). (5.3)
Lemma 5.1.

i) The function mm is an h1h_{1}-automorphic solution to (3.34).
ii) mm has poles in V5π25π2¯\overline{V_{\frac{-5\pi}{2}}^{\frac{5\pi}{2}}} only at the points of the set

P1:={±p1,p1±πi,p1±πi,p1±2πi,p1±2πi},P_{1}:=\Big{\{}\pm p_{1},p_{1}\pm\pi i,-p_{1}\pm\pi i,p_{1}\pm 2\pi i,-p_{1}\pm 2\pi i\Big{\}}, (5.4)

(see Fig. 9), and

resp1m=m1,resp1+πim=m2,resp1πim=m3,resp1+2πim=m4,resp12πim=m5,resp1m=m2,resp1+πim=m1,resp1πim=m4,resp1+2πim=m3,resp12πim=m6,\begin{array}[]{lll}&&\overset{}{\underset{p_{1}}{res}}\;m=m_{1},\quad\overset{}{\underset{p_{1}+\pi i}{res}}\;m=m_{2},\quad\overset{}{\underset{p_{1}-\pi i}{res}}\;m=m_{3},\quad\overset{}{\underset{p_{1}+2\pi i}{res}}\;m=m_{4},\quad\overset{}{\underset{p_{1}-2\pi i}{res}}\;m=m_{5},\\ \\ &&\overset{}{\underset{-p_{1}}{res}}\;m=-m_{2},\quad\overset{}{\underset{-p_{1}+\pi i}{res}}\;m=-m_{1},\quad\overset{}{\underset{-p_{1}-\pi i}{res}}\;m=-m_{4},\quad\overset{}{\underset{-p_{1}+2\pi i}{res}}\;m=-m_{3},\quad\overset{}{\underset{-p_{1}-2\pi i}{res}}\;m=m_{6},\end{array} (5.5)

where

m1=p13π+i6,m2=p13πi6,m3=p13π+i2,m4=p13πi2,m5=p13π+5i6,m6=p13π+5i6.\begin{array}[]{lll}&&m_{1}=-\displaystyle\frac{p_{1}}{3\pi}+\displaystyle\frac{i}{6},\quad m_{2}=-\displaystyle\frac{p_{1}}{3\pi}-\displaystyle\frac{i}{6},\quad m_{3}=-\displaystyle\frac{p_{1}}{3\pi}+\displaystyle\frac{i}{2},\quad m_{4}=-\displaystyle\frac{p_{1}}{3\pi}-\displaystyle\frac{i}{2},\\ \\ &&m_{5}=-\displaystyle\frac{p_{1}}{3\pi}+\displaystyle\frac{5i}{6},\quad m_{6}=\displaystyle\frac{p_{1}}{3\pi}+\displaystyle\frac{5i}{6}.\end{array} (5.6)

Proof. i) The assertion follows from a direct substitution of (5.3) into (3.34), and (3.32) follows from (5.2).

ii) The zeros of ω2sinh2w+k2\omega^{2}\sinh^{2}w+k^{2} are

±p1+2kπi,±p1+πi+2kπi,k,\pm p_{1}+2k\pi i,\quad\pm p_{1}+\pi i+2k\pi i,\quad k\in\mathbb{Z},

where p1p_{1} is defined by (3.36). Obviously, only the poles from P1P_{1} belong to V5π25π2¯\overline{V_{-\frac{5\pi}{2}}^{\frac{5\pi}{2}}}, see Fig. 9.
Formulas (5.5) follow from (5.3) and Lemma 3.11.    \blacksquare

Now we modify the function m(w)m(w) in such a way that it will satisfy the conditions (3.38), (3.39) of Proposition 3.12. To this end we add to mm an appropriate 3πi3\pi i-periodic function.
Since for Φ=3π2\Phi=\displaystyle\frac{3\pi}{2}, r1=r2=ir_{1}=r_{2}=i, conditions (3.38), (3.39) take the form

v^11(w)(V3π25π2P),\hat{v}_{1}^{1}(w)\in\mathcal{H}\Big{(}V_{-\frac{3\pi}{2}}^{\frac{5\pi}{2}}\setminus P\Big{)},

where PP is given by (3.36), and resp1v^11(w)=i,resp1πiv^11(w)=i.\overset{}{\underset{p_{1}}{res}}\;\hat{v}_{1}^{1}(w)=i,\overset{}{\underset{-p_{1}-\pi i}{res}}\;\hat{v}_{1}^{1}(w)=i.

Refer to caption
Figure 9: Poles of the function mm, Φ=3π2\Phi=\displaystyle\frac{3\pi}{2}

5.2 Solution of the difference equation for Φ=3π2\Phi=\displaystyle\frac{3\pi}{2}

By (5.4), the function mm has 8 poles in V32π52π¯\overline{V_{-\frac{3}{2}\pi}^{\frac{5}{2}\pi}} belonging to P1P_{1} with residues (5.5). We modify mm so that (3.38) and (3.39) hold. To this end we first add to mm functions Q1Q_{1} and Q3Q_{3} which “correct” the residues m1-m_{1} at the point p1p_{1} and m4-m_{4} at the point p1πi-p_{1}-\pi i by ii. Then we add Q2Q_{2} which anihilates the poles p1,p1+πi-p_{1},p_{1}+\pi i and p1πi,p1+2πip_{1}-\pi i,-p_{1}+2\pi i.
So, consider the following functions (the periodic supplements)

Q1(w)\displaystyle Q_{1}(w) :=im13[cothwp13cothw(p1+πi)3],\displaystyle:=\displaystyle\frac{i-m_{1}}{3}\Bigg{[}\coth\displaystyle\frac{w-p_{1}}{3}-\coth\displaystyle\frac{w-(-p_{1}+\pi i)}{3}\Bigg{]}, (5.7)
Q2(w)\displaystyle Q_{2}(w) :=m23[cothw(p1πi)3cothw(p1)3],\displaystyle:=-\displaystyle\frac{m_{2}}{3}\Bigg{[}\coth\displaystyle\frac{w-(p_{1}-\pi i)}{3}-\coth\displaystyle\frac{w-(-p_{1})}{3}\Bigg{]}, (5.8)
Q3(w)\displaystyle Q_{3}(w) :=m33[cothw(p1πi)3cothw(p1πi)3],\displaystyle:=-\displaystyle\frac{m_{3}}{3}\Bigg{[}\coth\displaystyle\frac{w-(p_{1}-\pi i)}{3}-\coth\displaystyle\frac{w-(-p_{1}-\pi i)}{3}\Bigg{]}, (5.9)

where m1,2,3m_{1,2,3} are given by (5.6). Obviously, the functions Q1,2,3Q_{1,2,3} are 3πi3\pi i-periodic, and h^1\hat{h}_{1}-automorphic:

Q1,2,3(w+3πi)=Q1,2,3(w),Q1,2,3(h^1w)=Q1,2,3(w).Q_{1,2,3}(w+3\pi i)=Q_{1,2,3}(w),\qquad Q_{1,2,3}\big{(}\hat{h}_{1}w\big{)}=Q_{1,2,3}(w). (5.10)

Finally, define

Q(w):=Q1(w)+Q2(w)+Q3(w)=im13cothwp13m2+m33cothw(p1πi)3im13cothw(p1+πi)3+m23cothw(p1)3+m33cothw(p1πi)3.\begin{array}[]{lll}Q(w)&:=&Q_{1}(w)+Q_{2}(w)+Q_{3}(w)=\displaystyle\frac{i-m_{1}}{3}\coth\displaystyle\frac{w-p_{1}}{3}-\displaystyle\frac{m_{2}+m_{3}}{3}\coth\displaystyle\frac{w-(p_{1}-\pi i)}{3}-\\ \\ &-&\displaystyle\frac{i-m_{1}}{3}\coth\displaystyle\frac{w-(-p_{1}+\pi i)}{3}+\displaystyle\frac{m_{2}}{3}\coth\displaystyle\frac{w-(-p_{1})}{3}+\displaystyle\frac{m_{3}}{3}\coth\displaystyle\frac{w-(-p_{1}-\pi i)}{3}.\end{array} (5.11)

From (5.7)-(5.11), it follows directly that the set of the poles of QQ in V5π25π2¯\overline{V_{-\frac{5\pi}{2}}^{\frac{5\pi}{2}}} is P1P_{1} given by (5.4) (see Fig. 9) and

resp1Q=im1,resp1+πiQ=resp12πiQ=m2,resp1πiQ=resp1+2πiQ=m3,resp12πiQ=resp1+πiQ=(im1),resp1Q=m2,resp1+2πiQ=resp1πiQ=m3.\begin{split}&\overset{}{\underset{p_{1}}{res}}\;Q=i-m_{1},\quad\overset{}{\underset{p_{1}+\pi i}{res}}\;Q=\overset{}{\underset{p_{1}-2\pi i}{res}}\;Q=-m_{2},\quad\overset{}{\underset{p_{1}-\pi i}{res}}\;Q=\overset{}{\underset{p_{1}+2\pi i}{res}}\;Q=-m_{3},\\ \\ &\overset{}{\underset{-p_{1}-2\pi i}{res}}\;Q=\overset{}{\underset{-p_{1}+\pi i}{res}}\;Q=-(i-m_{1}),\quad\overset{}{\underset{-p_{1}}{res}}\;Q=m_{2},\quad\overset{}{\underset{-p_{1}+2\pi i}{res}}\;Q=\overset{}{\underset{-p_{1}-\pi i}{res}}\;Q=m_{3}.\end{split} (5.12)

Define

v^11(w):=m(w)+Q(w),\hat{v}_{1}^{1}(w):=m(w)+Q(w), (5.13)

where mm is given by (5.3) and QQ is given by (5.11).

Theorem 5.2.

i) For Φ=3π2\Phi=\displaystyle\frac{3\pi}{2} the function v^11\hat{v}_{1}^{1} satisfies all the conditions of Proposition 3.12.
ii) The poles of v^11\hat{v}_{1}^{1} in V5π23π2¯\overline{V_{-\frac{5\pi}{2}}^{\frac{3\pi}{2}}} are

p1πi,p1+πi,p1,p12πi-p_{1}-\pi i,\quad-p_{1}+\pi i,\quad p_{1},\quad p_{1}-2\pi i (5.14)

with the following residues

resp1πiv^11=i,resp1+πiv^11=i,resp1v^11=i,resp12πiv^11=i.\overset{}{\underset{-p_{1}-\pi i}{res}}\;\hat{v}_{1}^{1}=i,\quad\overset{}{\underset{-p_{1}+\pi i}{res}}\;\hat{v}_{1}^{1}=-i,\quad\overset{}{\underset{p_{1}}{res}}\;\hat{v}_{1}^{1}=i,\quad\overset{}{\underset{p_{1}-2\pi i}{res}}\;\hat{v}_{1}^{1}=i. (5.15)

Proof. i) Equations (3.34) and (3.32) follow from Lemma 5.1 and (5.13). From (5.5), (5.6) and (5.12) we obtain that (3.39) holds.
Let us prove (3.38). Since all the poles of v^11\hat{v}_{1}^{1} in V3π25π2¯\overline{V_{-\frac{3\pi}{2}}^{\frac{5\pi}{2}}} belong to P1P_{1} by Lemma 5.1, it suffices to prove that v^11\hat{v}_{1}^{1} is analytic in P1P={p1,p1±πi,p1+2πi}P_{1}\setminus P=\Big{\{}-p_{1},p_{1}\pm\pi i,-p_{1}+2\pi i\Big{\}}.
From (5.5), (5.12), (3.32) and Lemma 3.11 we obtain resw=p1v^11=resp1+πiv^11=resp1+2πiv^11=resp1πiv^11=0.\overset{}{\underset{w=-p_{1}}{res}}\;\hat{v}_{1}^{1}=\overset{}{\underset{p_{1}+\pi i}{res}}\;\hat{v}_{1}^{1}=\overset{}{\underset{-p_{1}+2\pi i}{res}}\;\hat{v}_{1}^{1}=\overset{}{\underset{p_{1}-\pi i}{res}}\;\hat{v}_{1}^{1}=0. Thus (3.38) and i) are proven.
ii) By (5.4) and (5.11) the poles of mm and QQ in V5π23π2¯\overline{V_{-\frac{5\pi}{2}}^{\frac{3\pi}{2}}} are ±p1,p1±πi,±p12πi,p1±πi.\pm p_{1},p_{1}\pm\pi i,\pm p_{1}-2\pi i,-p_{1}\pm\pi i. From (5.5), (5.6), (5.12) and (5.13) it follows that v^11(w)\hat{v}_{1}^{1}(w) does not have poles at p1,p1+πi,p12πi-p_{1},p_{1}+\pi i,-p_{1}-2\pi i and has poles (5.14) with residues (5.15). Statement ii) is also proven.     \blacksquare

Now we establish an important property of the function v^1\hat{v}_{1} similar to Corollary 4.7 for the case Φ=3π2\Phi=\displaystyle\frac{3\pi}{2}.
We recall that this function plays the crucial role in the construction of the Sommerfeld-type representation for the solution of the main problem. This representation will be given in the following section.

Corollary 5.3.

For Φ=3π2\Phi=\displaystyle\frac{3\pi}{2} the function v^1\hat{v}_{1} given by (3.35) has a unique pole at p1+πi-p_{1}+\pi i belonging to V5π23π2¯\overline{V_{-\frac{5\pi}{2}}^{\frac{3\pi}{2}}}, and resp1+πiv^1=2i.\overset{}{\underset{-p_{1}+\pi i}{res}}\;\hat{v}_{1}=-2i.

Proof. The function v^1(V^Σ)=(V3π2π)\hat{v}_{1}\in\mathcal{H}\big{(}\hat{V}_{\Sigma}\big{)}=\mathcal{H}\big{(}V_{-\frac{3\pi}{2}}^{\pi}\big{)} by Proposition 3.12 and Theorem 5.2. It suffices to analyze V5π23π2¯V^Σ=Vπ3π2¯V5π23π2¯\overline{V_{-\frac{5\pi}{2}}^{\frac{3\pi}{2}}}\setminus\hat{V}_{\Sigma}=\overline{V_{\pi}^{\frac{3\pi}{2}}}\cup\overline{V_{-\frac{5\pi}{2}}^{-\frac{3\pi}{2}}}.
First, consider Vπ3π2¯\overline{V_{\pi}^{\frac{3\pi}{2}}}. By Theorem 5.2 ii), (3.24), and (2πi)(2\pi i)-periodicity of G^\hat{G}, unique poles of v^11\hat{v}_{1}^{1} and G^\hat{G} in Vπ3π2¯\overline{V_{\pi}^{\frac{3\pi}{2}}} are p1+πi-p_{1}+\pi i and p1p_{1}, and the unique pole in V5π23π2¯\overline{V_{-\frac{5\pi}{2}}^{-\frac{3\pi}{2}}} of the same function is p12πip_{1}-2\pi i with residue (5.15) and (3.37). Hence the statement follows from (3.35). ~{}~{}~{}~{}~{}\blacksquare

6 Asymptotics of v^1\hat{v}_{1} at infinity

We will need to prove (2.2). For this we have to find the asymptotics of the integrand v^1(w)\hat{v}_{1}(w) at infinity.

6.1 Asymptotics of v^11\hat{v}_{1}^{1} at infinity

Lemma 6.1.

For any Φ(π,2π)\Phi\in(\pi,2\pi) the function v^11\hat{v}_{1}^{1} admits the following asymptotics:

v^11(w)=±sinΦΦ(wπi2)+o(eπ2Φw),ddwv^11(w)=±sinΦΦ+o(eπ2Φw)|Rew±.\left.\begin{array}[]{rcl}\hat{v}_{1}^{1}(w)&=&\pm\displaystyle\frac{\sin\Phi}{\Phi}\Big{(}w-\displaystyle\frac{\pi i}{2}\Big{)}+o\Big{(}e^{\mp\frac{\pi}{2\Phi}w}\Big{)},\\ \\ \displaystyle\frac{d}{dw}\hat{v}_{1}^{1}(w)&=&\pm\displaystyle\frac{\sin\Phi}{\Phi}+o\big{(}e^{\mp\frac{\pi}{2\Phi}w}\big{)}\end{array}\right|\quad{\rm Re\,}w\to\pm\infty. (6.1)

Proof. From (4.21) it follows that T1(w)T_{1}(w) admits the following asymptotics

T1(w)=o(eπ2Φw),Rew±.T_{1}(w)=o\Big{(}e^{\mp\frac{\pi}{2\Phi}w}\Big{)},\quad{\rm Re\,}w\to\pm\infty.

Similarly, T2(w)T_{2}(w) admits the same asymptotics by (4.25) and, by (4.27), (4.17), v^11\hat{v}_{1}^{1} satisfies (6.1) in the case Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2}.
Consider the case Φ=3π2\Phi=\displaystyle\frac{3\pi}{2}. From (5.13), (5.3), (5.11) it follows that the asymptotics (6.1) holds in this case too. Similarly, differentiating (5.13) we obtain (6.1)     \blacksquare

Remark 6.2.

The asymptotics of v^11\hat{v}_{1}^{1} coincide for the cases Φ3π2\Phi\neq\displaystyle\frac{3\pi}{2} and Φ=3π2\Phi=\displaystyle\frac{3\pi}{2}.

6.2 Asymptotics of v^1(w)\hat{v}_{1}(w)

By (3.35), v^1(w)=v^11(w)G^(w),w,\hat{v}_{1}(w)=\hat{v}_{1}^{1}(w)-\hat{G}(w),\quad w\in\mathbb{C}, where G^(w)\hat{G}(w) is given by (3.24). Obviously,

G^(w)=±eiΦ+o(eπ2Φw),ddwG^(w)=o(eπ2Φw),Rew±.\displaystyle\hat{G}(w)=\pm e^{\mp i\Phi}+o\big{(}e^{\mp\frac{\pi}{2\Phi}w}\big{)},\quad\displaystyle\frac{d}{dw}\hat{G}(w)=o\big{(}e^{\mp\frac{\pi}{2\Phi}w}\big{)},\quad{\rm Re\,}w\to\pm\infty.

Hence,

v^1(w)=sign(Rew)sinΦΦ(wπi2)+sign(Rew)esign(Rew)wiΦ+o(esign(Rew)wπ2Φ),\displaystyle\hat{v}_{1}(w)={\rm sign}({\rm Re\,}w)\cdot\displaystyle\frac{\sin\Phi}{\Phi}\Big{(}w-\displaystyle\frac{\pi i}{2}\Big{)}+{\rm sign}({\rm Re\,}w)e^{-{\rm sign}({\rm Re\,}w)wi\Phi}+o\Big{(}e^{{-\rm sign}({\rm Re\,}w)\frac{w\pi}{2\Phi}}\Big{)}, (6.2)
ddwv^1(w)=sign(Rew)sinΦΦ+o(esign(Rew)wπ2Φ),Rew±.\displaystyle\displaystyle\frac{d}{dw}\hat{v}_{1}(w)={\rm sign}({\rm Re\,}w)\displaystyle\frac{\sin\Phi}{\Phi}+o\Big{(}e^{{-\rm sign}({\rm Re\,}w)\frac{w\pi}{2\Phi}}\Big{)},\quad{\rm Re\,}w\to\pm\infty. (6.3)

by (6.1).      \blacksquare

7 Sommerfeld-type representation of solution to problem (1.9)

In this section we give a Sommerfeld-type representation of solution to problem (1.9). This representation was obtained by A. Sommerfeld and it is widely used in Mathematical Diffraction Theory [35]. This representation is an integral with a specially chosen integrand along a Sommerfeld-type contour. This contour has double-loop form as in Fig. 11.
We define first this curvilinear contour depending on ω+\omega\in\mathbb{C}^{+} (in contrast to the Sommerfeld contour), and then we reduce it to the rectilinear contour which coincides with the Sommerfeld contour 𝒞\mathcal{C} (Fig. 11)). Define 𝒞(ω)=𝒞1(ω)𝒞2(ω)\mathcal{C}(\omega)=\mathcal{C}_{1}(\omega)\cup\mathcal{C}_{2}(\omega), where

𝒞2(ω):={wΓ5π2(ω),w1b}γ2(w){wΓπ2(ω),w1b},\mathcal{C}_{2}(\omega):=\Big{\{}w\in\Gamma_{-\frac{5\pi}{2}}(\omega),w_{1}\leq-b\Big{\}}\cup\gamma_{2}(w)\cup\Big{\{}w\in\Gamma_{-\frac{\pi}{2}}(\omega),w_{1}\leq-b\Big{\}},

γ2(ω)\gamma_{2}(\omega) is the segment of the line {b+iw2,w2}\big{\{}-b+iw_{2},w_{2}\in\mathbb{R}\big{\}} lying between Γ5π2\Gamma_{-\frac{5\pi}{2}} and Γπ2\Gamma_{-\frac{\pi}{2}}, 𝒞1(ω)=𝒞2(ω)5πi\mathcal{C}_{1}(\omega)=-\mathcal{C}_{2}(\omega)-5\pi i and b2|Rep1|b\geq 2|{\rm Re\,}p_{1}| (see Fig. 10).
In our case the integrand is the Sommerfeld exponential eωρsinhwe^{-\omega\rho\sinh w} multiplied by a kernel v^1\hat{v}_{1} which was constructed in the previous sections.

Proof of the main Theorem 2.2. First, we consider the Sommerfeld integral with the contour 𝒞(ω)\mathcal{C}(\omega). We write the integral (2.3) with 𝒞(ω)\mathcal{C}(\omega) instead of 𝒞\mathcal{C}. We keep the notation u1u_{1} for this integral because we will see later that these two integrals coincide.
So, let

u1(ρ,θ)=14πsinΦ𝒞(ω)eωρsinhwv^1(w+iθ)𝑑w,u_{1}(\rho,\theta)=\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\mathcal{C}(\omega)}e^{-\omega\rho\sinh w}\;\hat{v}_{1}(w+i\theta)\;dw, (7.1)

where 𝒞(ω)\mathcal{C}(\omega) is defined above. Here and in the following we will use the following estimate: for ρ>0\rho>0, τ[τ0,πτ0]\tau\in[\tau_{0},\pi-\tau_{0}] with 0<τ0π20<\tau_{0}\leq\displaystyle\frac{\pi}{2}, w=w1+iw2Γ0w=w_{1}+iw_{2}\in\Gamma_{0} and ω+\omega\in\mathbb{C}^{+}

|eωρsinh(wiτ)|eC(ω,τ0)ρcoshw1,\big{|}e^{-\omega\rho\sinh(w-i\tau)}\big{|}\leq e^{-C(\omega,\tau_{0})\rho\cosh w_{1}}, (7.2)

where C(ω,τ0)>0C(\omega,\tau_{0})>0. The proof of this estimate is given in Appendix 10.3. Hence the integral (7.1) converges by the asymptotics (6.2), (3.23), and (3.24), since v^1(w+iθ)\hat{v}_{1}(w+i\theta) does not have poles on 𝒞(ω)\mathcal{C}(\omega) by Corollaries 4.7 and 5.3 (see Fig. 10, where the exponential decreases superexponentially in the shaded regions).
Let us prove that u1(ρ,θ)u_{1}(\rho,\theta) satisfies the first equation of (1.9). To this end we rewrite (7.1) as

u1(ρ,θ)=14πsinΦ𝒞(ω)+iθeωρsinh(wiθ)v^1(w)𝑑w.u_{1}(\rho,\theta)=\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\mathcal{C}(\omega)+i\theta}e^{-\omega\rho\sinh(w-i\theta)}\;\hat{v}_{1}(w)dw.

Let us fix ρ>0,θ0(ϕ,2π)\rho>0,\theta_{0}\in(\phi,2\pi). By the Cauchy Theorem

u1(ρ,θ)=14πsinΦ𝒞(ω)+iθ0eωρsinh(wiθ)v^1(w)𝑑wu_{1}(\rho,\theta)=\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\mathcal{C}(\omega)+i\theta_{0}}e^{-\omega\rho\sinh(w-i\theta)}\;\hat{v}_{1}(w)dw

for any θ0\theta_{0} sufficiently close to θ\theta.
Now the differentiation in (ρ,θ)(\rho,\theta) under the sign of the integral is possible and the first equation in (1.9) follows from the formula (Δ+ω2)eωρsinh(wiθ)=0\big{(}\Delta+\omega^{2}\big{)}e^{-\omega\rho\sinh(w-i\theta)}=0.
Finally, boundary conditions (3.1b) and (3.1c) are proved in the next section. The integral (7.1) is transformed into the integral (2.3) over the contour 𝒞=𝒞(i)\mathcal{C}=\mathcal{C}(i), which no longer depends on ω\omega (see Fig.11).     \blacksquare

Refer to caption
Figure 10: Sommerfeld double-loop contour CωC_{\omega}
Refer to caption
Figure 11: Sommerfeld two-loop contour 𝒞=𝒞(i)\mathcal{C}=\mathcal{C}(i)

8 Proof of the boundary conditions

8.1 Decomposition of the solution into a plane wave and a wave dispersed by the vertex

In this section we decompose the solution of problem (1.9) given by (7.1) into two parts: the first part is the plane wave generated by the first boundary condition (1.9) and the second part is the wave dispersed by the edge of the wedge.

Refer to caption
Figure 12: Decomposition of the solution

To give this decomposition we recall that a unique pole of v^1(w)\hat{v}_{1}(w) lying in Vπ2Φ3π2¯\overline{V_{-\frac{\pi}{2}-\Phi}^{\frac{3\pi}{2}}} is

p1+πiandresp1+πiv^1(w)=2isinΦ,-p_{1}+\pi i\quad{\rm and}\quad\overset{}{\underset{-p_{1}+\pi i}{res}}\;\hat{v}_{1}(w)=2i\sin\Phi, (8.1)

as follows from Corollaries 4.7 and 5.3.
Define a plane wave generated by the first boundary condition in (1.9) ;

up(ρ,θ):=eωρsinh(p1+iθ),ρ>0,θ,u_{p}(\rho,\theta):=e^{-\omega\rho\sinh(p_{1}+i\theta)},\quad\rho>0,\quad\theta\in\mathbb{R}, (8.2)

where p1p_{1}, is given by (3.36), and a “diffracted” wave

ud(ρ,θ):=14πsinΦΓ5π2Γπ2eωρsinhwv^1(w+iθ)𝑑w,w(2πΦ,2π].u_{d}(\rho,\theta):=\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\underrightarrow{\Gamma_{-\frac{5\pi}{2}}}\;\cup\;\underleftarrow{\Gamma_{-\frac{\pi}{2}}}}\;e^{-\omega\rho\sinh w}\hat{v}_{1}(w+i\theta)dw,\quad w\in(2\pi-\Phi,2\pi].

The integrand here coincides with the integrand in (2.3), but the contour of integration differs from 𝒞\mathcal{C} (see Fig. 12).
It turns out that the solution u1u_{1} is decomposed into the sum of upu_{p} and udu_{d} and the corresponding decomposition is more convenient for the proof of boundary conditions.

Theorem 8.1.

The solution of problem (1.9) given by (2.3) admits the following representation

u1(ρ,θ)={14πsinΦΓ5π2Γπ2eωρsinhwv^1(w+iθ)𝑑w,θ[2πΦ,3π2)14πsinΦΓ5π2Γπ2eωρsinhwv^1(w+iθ)𝑑w+up(ρ,θ),θ(3π2,2π].u_{1}(\rho,\theta)=\left\{\begin{array}[]{rcl}\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\underrightarrow{\Gamma_{-\frac{5\pi}{2}}}\;\cup\;\underleftarrow{\Gamma_{-\frac{\pi}{2}}}}\;e^{-\omega\rho\sinh w}\hat{v}_{1}(w+i\theta)dw,~{}~{}~{}~{}~{}~{}\theta\in\Big{[}2\pi-\Phi,\displaystyle\frac{3\pi}{2}\Big{)}\\ \\ \displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\underrightarrow{\Gamma_{-\frac{5\pi}{2}}}\;\cup\;\underleftarrow{\Gamma_{-\frac{\pi}{2}}}}\;e^{-\omega\rho\sinh w}\hat{v}_{1}(w+i\theta)dw+u_{p}(\rho,\theta),\theta\in\Big{(}\displaystyle\frac{3\pi}{2},2\pi\Big{]}.\end{array}\right. (8.3)

Proof. By the Cauchy Theorem, u1u_{1} defined by (7.1) admits the representation

u1(ρ,θ)=14πsinΦΓ5π2Γπ2eωρsinhwv^1(w+iθ)𝑑w14πsinΦγ(ω)eωρsinhwv^1(w+iθ)𝑑w,\begin{array}[]{lll}u_{1}(\rho,\theta)=\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\Gamma_{-\frac{5\pi}{2}}\cup\Gamma_{-\frac{\pi}{2}}}\;e^{-\omega\rho\sinh w}\hat{v}_{1}(w+i\theta)dw-\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\gamma(\omega)}e^{-\omega\rho\sinh w}\;\hat{v}_{1}(w+i\theta)dw,\end{array} (8.4)

where γ(ω)\gamma(\omega) is the contour bounded by γ2(ω)\gamma_{2}(\omega), γ1(ω)\gamma_{1}(\omega) and Γπ2\Gamma_{-\frac{\pi}{2}}, Γ5π2\Gamma_{-\frac{5\pi}{2}}.
Let us find the poles of v^1(w+iθ),wΩ\hat{v}_{1}(w+i\theta),w\in\Omega for any θ(2πΦ,2π)\theta\in(2\pi-\Phi,2\pi), where Ω\Omega is the region bounded by γ(ω)\gamma(\omega).
Let w(θ)Ωw^{\ast}(\theta)\in\Omega be a pole of v^1(w+iθ)\hat{v}_{1}(w+i\theta). Then wp:=w+iθw_{p}:=w^{\ast}+i\theta is a pole of v^1(w)\hat{v}_{1}(w) belonging to Vπ2Φ3π2V_{-\frac{\pi}{2}-\Phi}^{\frac{3\pi}{2}}. The function v^1(w)\hat{v}_{1}(w) has a unique pole wp=p1+πiw_{p}=-p_{1}+\pi i in Vπ2Φ3π2¯\overline{V_{-\frac{\pi}{2}-\Phi}^{\frac{3\pi}{2}}} with the residue (8.1).
Hence, w(θ)=wpiθ=p1+πiiθw^{\ast}(\theta)=w_{p}-i\theta=-p_{1}+\pi i-i\theta. Obviously w(θ)Ωw^{\ast}(\theta)\in\Omega only for θ(3π2,2π]\theta\in\Big{(}\displaystyle\frac{3\pi}{2},2\pi\Big{]}. Calculating the second integral in (8.4) with the help of residues, we obtain (8.3) for θ(3π2,2π]\theta\in\Big{(}\displaystyle\frac{3\pi}{2},2\pi\Big{]}. Therefore, (8.3) holds.     \blacksquare

Remark 8.2.

It may seem that this formula gives a discontinuous solution on the ray θ=3π2\theta=\displaystyle\frac{3\pi}{2}, but this is not the case, since (8.3) coincides with (7.1) by construction. Nevertheless, we also give in Appendix 10.4 an independent proof of the continuity of u1(ρ,θ)u_{1}(\rho,\theta).

8.2 Boundary values of the solution

We continue to prove the main theorem.

Proposition 8.3.

The solution u1(ρ,θ)u_{1}(\rho,\theta) given by (2.3) is a solution to (1.9).

Proof. The fact that u1u_{1} satisfies the Helmholtz equation in (1.9) has been proven in Section 6. Let us prove the boundary conditions in (1.9). First, we prove the first condition (1.9) which in the polar coordinates takes the form

u1(ρ,2π)=eikρ,ρ>0.u_{1}(\rho,2\pi)=e^{-ik\rho},\quad\rho>0.

Since by (8.2), (3.36), up(ρ,2π)=eikρu_{p}(\rho,2\pi)=e^{-ik\rho} it suffices to prove that ud(ρ,θ)u_{d}(\rho,\theta) satisfies the homogeneous conditions. From (3.35) we have

ud(ρ,2π)=14πsinΦΓ5π2Γπ2eωρsinhw[v^11(w+2πi)G^(w+2πi)]𝑑w,\begin{array}[]{lll}u_{d}(\rho,2\pi)=\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\underrightarrow{\Gamma_{-\frac{5\pi}{2}}}\;\cup\;\underleftarrow{\Gamma_{-\frac{\pi}{2}}}}\;e^{-\omega\rho\sinh w}\Big{[}\hat{v}_{1}^{1}(w+2\pi i)-\hat{G}(w+2\pi i)\Big{]}dw,\end{array}

since G^\hat{G} is 2πi2\pi i-periodic, the integral of the second summand is equal to 0 because Γ5π2=Γπ2+2πi\underleftarrow{\Gamma_{-\frac{5\pi}{2}}}=-\underrightarrow{\Gamma_{\frac{\pi}{2}}}+2\pi i. Thus, it suffices to prove that

Γ5π2Γπ2eωρsinhwv^11(w+2πi)𝑑w=0.\displaystyle\int\limits_{\underrightarrow{\Gamma_{-\frac{5\pi}{2}}}\;\cup\;\underleftarrow{\Gamma_{-\frac{\pi}{2}}}}\;e^{-\omega\rho\sinh w}\hat{v}_{1}^{1}(w+2\pi i)dw=0. (8.5)

Making the change of the variable w=w+2πi,wΓπ2Γ3π2,w^{\prime}=w+2\pi i,w^{\prime}\in\underrightarrow{\Gamma_{-\frac{\pi}{2}}}\;\cup\;\underleftarrow{\Gamma_{\frac{3\pi}{2}}}, we obtain (8.5) since (after the change) the integrand is an h1h_{1}-automorphic function and h1Γπ2=Γ3π2.h_{1}\underrightarrow{\Gamma_{-\frac{\pi}{2}}}=\underleftarrow{\Gamma_{\frac{3\pi}{2}}}.
Let us prove the second boundary condition in (1.9), (8.3): u1(ρ,2πΦ)=0,ρ>0.u_{1}(\rho,2\pi-\Phi)=0,\rho>0. From (3.26), (3.22) (see Remark 3.8) we have

u1(ρ,2πΦ)=14πsinΦΓ5π2Γπ2eωρsinhwv^21(w+2πiiΦ)𝑑w.\begin{array}[]{lll}u_{1}(\rho,2\pi-\Phi)=-\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\underrightarrow{\Gamma_{-\frac{5\pi}{2}}}\;\cup\;\underleftarrow{\Gamma_{-\frac{\pi}{2}}}}\;e^{-\omega\rho\sinh w}\;\hat{v}_{2}^{1}(w+2\pi i-i\Phi)dw.\end{array}

Making the change of the variable w=w+2πiiΦw^{\prime}=w+2\pi i-i\Phi, we obtain

u1(ρ,2πΦ)=14πsinΦΓπ2ΦΓ3π2Φeωρsinh(w2πi+iΦ)v^21(w)𝑑w=0,\\ \\ u_{1}(\rho,2\pi-\Phi)=-\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\underrightarrow{\Gamma_{-\frac{\pi}{2}-\Phi}}\;\cup\;\underleftarrow{\Gamma_{-\frac{3\pi}{2}-\Phi}}}\;e^{-\omega\rho\sinh(w-2\pi i+i\Phi)}\;\hat{v}_{2}^{1}(w)dw=0,

since v^21\hat{v}_{2}^{1} is an h2h_{2}-automorphic function and h2Γπ2Φ=Γ3π2Φ.h_{2}\underrightarrow{\Gamma_{-\frac{\pi}{2}-\Phi}}=\underleftarrow{\Gamma_{\frac{3\pi}{2}-\Phi}}.~{}~{}~{}~{}~{}~{}\blacksquare

9 The solution belongs to the functional class EE and is unique

9.1 Behavior at infinity

Lemma 9.1.

The solution u1u_{1} is an CC^{\infty}-function in Q¯{0}\overline{Q}\setminus\{0\}, bounded in Q¯{(ρ,θ),ρε>0}\overline{Q}\cap\Big{\{}(\rho,\theta),\rho\geq\varepsilon>0\Big{\}} with all its first derivatives.

Proof. This follows from the superexponential decay of the exponential eωρsinhwe^{-\omega\rho\sinh w} in the integral (7.1) (see shaded region in Fig. 10), analyticity of v^1(w)\hat{v}_{1}(w) for |Rew|>|Rep1||{\rm Re\,}w|>|{\rm Re\,}p_{1}| (see Corollaries 4.7, 5.3) and the asymptotics (6.2), (6.3).

9.2 Asymptotics of the solution at the origin

We continue to prove the main theorem, namely we prove that u1u_{1} given by (2.3) belongs to EE. It remains only to prove the asymptotics (2.2). Let us prove the first asymptotics in (2.2). Represent the contour 𝒞\mathcal{C} as

𝒞:=(𝒞+γ+)(𝒞),\mathcal{C}:=\big{(}\mathcal{C}_{+}\cup\gamma_{+}\big{)}\cup\big{(}\mathcal{C}_{-}\cup\mathbb{C}\big{)},

where

𝒞+:=Γ+(Γ+2πi),𝒞:=Γ(Γ2πi),\mathcal{C}_{+}:=\underleftarrow{\Gamma_{+}}\cup\big{(}\underrightarrow{\Gamma_{+}}-2\pi i\big{)},\quad\mathcal{C}_{-}:=\underleftarrow{\Gamma_{-}}\cup\big{(}\underrightarrow{\Gamma_{-}}-2\pi i\big{)},

and the contours Γ±,γ±\Gamma_{\pm},\gamma_{\pm} are shown in Fig. 11. Note that the “finite” part of the integral (2.3), has a “good” asymptotics, since

γ+γeωρsinhwv^1(w+iθ)𝑑w=C(θ)+C1(θ)ρ+O(ρ),ρ0\displaystyle\int\limits_{\gamma_{+}\cup\gamma_{-}}e^{-\omega\rho\sinh w}\;\hat{v}_{1}(w+i\theta)\;dw=C(\theta)+C_{1}(\theta)\rho+O(\rho),\quad\rho\to 0 (9.1)

by (6.2).
Thus it suffices only to find the principal term of the asymptotics of the “infinite” part of u1u_{1}. Since sinhw\sinh w is a 2πi2\pi i-periodic function and is even on ΓΓ+\Gamma_{-}\cup\Gamma_{+}, we have

u1,i:=𝒞+𝒞eωρsinhwsign(Rew)(sinΦΦ(wπi2+iθ)+esign(Rew)iΦ)𝑑w=0\begin{array}[]{lll}u_{1,i}&:=&\displaystyle\int\limits_{\mathcal{C}_{+}\cup\mathcal{C}_{-}}e^{-\omega\rho\sinh w}\;{\rm sign}({\rm Re\,}w)\Bigg{(}\displaystyle\frac{\sin\Phi}{\Phi}\Big{(}w-\displaystyle\frac{\pi i}{2}+i\theta\Big{)}+e^{-{\rm sign}({\rm Re\,}w)i\Phi}\Bigg{)}dw=0\end{array}

and

u1(ρ,θ)=𝒞eωρsinhwv^1(w+iθ)dw=C(θ)+o(1),ρ0by(6.2).u_{1}(\rho,\theta)=\displaystyle\int\limits_{\mathcal{C}}e^{-\omega\rho\sinh w}\;\hat{v}_{1}(w+i\theta)dw=C(\theta)+o(1),\quad\rho\to 0~{}~{}{\rm by}~{}~{}(\ref{as hat{v}_1}).~{}~{}~{}~{}~{}~{}\blacksquare

Let us prove the second asymptotics in (2.2). Using polar coordinates (2.1), we have

u1(ρ,θ)=𝒞(y1,y2)eωρsinhwv^1(w+iθ)𝑑w=𝒞(K1(ρ,θ,w),K2(ρ,θ,w))v^1(w)𝑑w,\displaystyle\nabla u_{1}(\rho,\theta)=\displaystyle\int\limits_{\mathcal{C}}\big{(}\partial_{y_{1}},\partial_{y_{2}}\big{)}e^{-\omega\rho\sinh w}\;\hat{v}_{1}(w+i\theta)\;dw=\displaystyle\int\limits_{\mathcal{C}}\Big{(}K_{1}(\rho,\theta,w),K_{2}(\rho,\theta,w)\Big{)}\hat{v}_{1}(w)\;dw,

where

K1(ρ,θ,w)=y1[eωρsinhwv^1(w+iθ)]=K11(ρ,θ,w)+K12(ρ,θ,w),K_{1}(\rho,\theta,w)=\displaystyle\frac{\partial}{\partial y_{1}}\Bigg{[}e^{-\omega\rho\sinh w}\;\hat{v}_{1}(w+i\theta)\Bigg{]}=K_{11}(\rho,\theta,w)+K_{12}(\rho,\theta,w),
K11:=eωρsinhw(ωsinhw)cosθv^1(w+iθ),K12:=iρsinθwv^1(w+iθ);\displaystyle K_{11}:=e^{-\omega\rho\sinh w}\;(-\omega\sinh w)\cos\theta\;\hat{v}_{1}(w+i\theta),\qquad K_{12}:=-\displaystyle\frac{i}{\rho}\sin\theta\;\partial_{w}\hat{v}_{1}(w+i\theta); (9.2)

and

K2(ρ,θ,w):=y2[eωρsinhwv^1(w+iθ)]=K21(ρ,θ,w)+K22(ρ,θ,w),K_{2}(\rho,\theta,w):=\partial_{y_{2}}\Big{[}e^{-\omega\rho\sinh w}\;\hat{v}_{1}(w+i\theta)\Big{]}=K_{21}(\rho,\theta,w)+K_{22}(\rho,\theta,w),

where

K21:=eωρsinhw(ωsinhw)sinθv^1(w+iθ);K22:=icosθρsinθwv^1(w+iθ).\displaystyle K_{21}:=e^{-\omega\rho\sinh w}\;(-\omega\sinh w)\sin\theta\;\hat{v}_{1}(w+i\theta);\qquad K_{22}:=\displaystyle\frac{i\cos\theta}{\rho}\sin\theta\;\partial_{w}\hat{v}_{1}(w+i\theta).

It suffices to find the asymptotics for y1u^1(ρ,θ)\partial_{y_{1}}\hat{u}_{1}(\rho,\theta), since the asymptotics of y2u^1\partial_{y_{2}}\hat{u}_{1} is similar.

By (6.3),

𝒞K11(ρ,θ,w)𝑑w=(γ+γ+𝒞+𝒞)K11(ρ,θ,w)dw.\displaystyle\displaystyle\int\limits_{\mathcal{C}}K_{11}(\rho,\theta,w)\;dw=\Bigg{(}\displaystyle\int\limits_{\gamma_{+}\cup\gamma_{-}}+\displaystyle\int\limits_{\mathcal{C}_{+}\cup\mathcal{C}_{-}}\Bigg{)}K_{11}(\rho,\theta,w)\;dw. (9.3)

We have

γ+γK11(ρ,θ,w)𝑑w=C(θ)+C1(θ)ρ+O(ρ2),ρ0\displaystyle\int\limits_{\gamma_{+}\cup\gamma_{-}}K_{11}(\rho,\theta,w)\;dw=C(\theta)+C_{1}(\theta)\rho+O(\rho^{2}),\quad\rho\to 0 (9.4)

similarly to (9.1). We need the folowing simple statement whose proof is given in Appendix 10.6.

Lemma 9.2.

Let ω+\omega\in\mathbb{C}^{+},

A(ρ):=0eiωρcoshwcoshwo(eπ2Φw)𝑑w.A(\rho):=\displaystyle\int\limits_{0}^{\infty}e^{i\omega\rho\cosh w}\;\cosh w\;o(e^{-\frac{\pi}{2\Phi}w})dw.

Then

A(ρ)C(ω)ρ1+π2Φ+O(ρπ2Φ),ρ0.A(\rho)\sim C(\omega)\rho^{-1+\frac{\pi}{2\Phi}}+O(\rho^{\frac{\pi}{2\Phi}}),\quad\rho\to 0. (9.5)

By (6.2), noting that eωρsinhw=eiωρcoshw,w𝒞+𝒞e^{-\omega\rho\sinh w}=e^{i\omega\rho\cosh w},w\in\mathcal{C}_{+}\cup\mathcal{C}_{-}, using Lemma 9.2 and the arguments of the proof of (9.3), we obtain

𝒞+𝒞K11(ρ,θ,w)𝑑w=Cρ1+π2Φ+C1+O(ρπ2Φ),ρ0.\begin{array}[]{lll}\displaystyle\int\limits_{\mathcal{C}_{+}\cup\mathcal{C}_{-}}\;K_{11}(\rho,\theta,w)\;dw=C\rho^{-1+\frac{\pi}{2\Phi}}+C_{1}+O(\rho^{-\frac{\pi}{2\Phi}}),\quad\rho\to 0.\end{array}

Hence, using (9.4),

𝒞K11(ρ,θ,w)𝑑w=C11+D11ρ1+π2Φ+O(ρπ2Φ),ρ0.\displaystyle\int\limits_{\mathcal{C}}K_{11}(\rho,\theta,w)\;dw=C_{11}+D_{11}\rho^{-1+\frac{\pi}{2\Phi}}+O(\rho^{\frac{\pi}{2\Phi}}),\quad\rho\to 0.

Consider

𝒞K12(ρ,θ,w)𝑑w=(γ+γ+𝒞+𝒞)K12(ρ,θ,w)dw.\begin{array}[]{lll}\displaystyle\int\limits_{\mathcal{C}}K_{12}(\rho,\theta,w)\;dw&=&\Bigg{(}\displaystyle\int\limits_{\gamma_{+}\cup\gamma_{-}}+\displaystyle\int\limits_{\mathcal{C}_{+}\cup\mathcal{C}_{-}}\Bigg{)}\cdot K_{12}(\rho,\theta,w)\;dw.\end{array} (9.6)

Similarly to (9.4) and using (6.1), we have

γ+γK12(ρ,θ,w)𝑑w=1ρC(θ)+C1(θ)+O(ρ),ρ0.\displaystyle\int\limits_{\gamma_{+}\cup\gamma_{-}}\;K_{12}(\rho,\theta,w)\;dw=\displaystyle\frac{1}{\rho}C(\theta)+C_{1}(\theta)+O(\rho),\quad\rho\to 0. (9.7)

Similarly to (9.3), we have

iρsinθ𝒞+𝒞eωρsinhw[sign(Rew)sinΦΦ]𝑑w=0.-\displaystyle\frac{i}{\rho}\sin\theta\displaystyle\int\limits_{\mathcal{C}_{+}\cup\mathcal{C}_{-}}e^{-\omega\rho\sinh w}\;\Bigg{[}{\rm sign}({\rm Re\,}w)\;\displaystyle\frac{\sin\Phi}{\Phi}\Bigg{]}\;dw=0.\\

Obviously,

iρsinθ𝒞+𝒞eωρsinhwo(esign(Rew)wπ2Φ)𝑑w=1ρC12+D12+o(1),ρ0.\begin{array}[]{lll}-\displaystyle\frac{i}{\rho}\sin\theta\displaystyle\int\limits_{\mathcal{C}_{+}\cup\mathcal{C}_{-}}e^{-\omega\rho\sinh w}\;o\big{(}e^{-{\rm sign}({\rm Re\,}w)\frac{w\pi}{2\Phi}}\big{)}dw=\displaystyle\frac{1}{\rho}C_{12}+D_{12}+o(1),\quad\rho\to 0.\end{array}

Hence, substituting the asymptotics (6.1) for ddwv^11\displaystyle\frac{d}{dw}\hat{v}_{1}^{1} into (9.2), we obtain from (9.6), (9.7) that

𝒞K1,2(ρ,θ,w)𝑑w=1ρC12+D12+o(1),ρ0.\begin{array}[]{lll}\displaystyle\int\limits_{\mathcal{C}}K_{1,2}(\rho,\theta,w)\;dw=\displaystyle\frac{1}{\rho}C_{12}+D_{12}+o(1),\quad\rho\to 0.\end{array}

Thus,

y1u1(ρ,θ)=C1ρ+C2+o(1),ρ0,θ[2πΦ,2π].\displaystyle\frac{\partial}{\partial y_{1}}u_{1}(\rho,\theta)=\displaystyle\frac{C_{1}}{\rho}+C_{2}+o(1),\quad\rho\to 0,\quad\theta\in[2\pi-\Phi,2\pi].

Similar asymptotics for y2u1\partial_{y_{2}}u_{1} holds and the second asymptotics of (2.2) is proven.     \blacksquare

9.3 Uniqueness

In this section we prove Statement ii)ii) of Theorem 2.2. Obviously, it suffices to prove the uniqueness of solution of problem (3.1a)-(3.1b) in the same space EE. Let v(x)v(x), σ(x)\sigma(x) be two solutions of problem (3.1a)-(3.1c) belonging to the space EE, and vlβ(xl)v_{l}^{\beta}(x_{l}), σlβ(xl)\sigma_{l}^{\beta}(x_{l}) be their Cauchy data (l=1,2;β=0,1l=1,2;\beta=0,1). Then v^11(w),σ^11(w)\hat{v}_{1}^{1}(w),\hat{\sigma}_{1}^{1}(w) are h1h_{1}-automorphic solutions of the difference equation (3.34) and they have the same poles and residues in VΦΦ+πV_{-\Phi}^{\Phi+\pi} by Proposition 3.12. Hence, their difference φ^11(w):=v^11(w)σ^11(w)\hat{\varphi}_{1}^{1}(w):=\hat{v}_{1}^{1}(w)-\hat{\sigma}_{1}^{1}(w) is an analytic solution of the homogeneous equation (3.34), that is, an entire periodic function on \mathbb{C}.
Moreover, since v11(x1)v_{1}^{1}(x_{1}) and σ11(x1)\sigma_{1}^{1}(x_{1}) admit the same asymptotics (2.2), φ11(x1)\varphi_{1}^{1}(x_{1}) also admits the asymptotics (2.2). Hence its F-L transform satisfies φ~11(z1)=lnz+C+o(1),z+,Rez+\tilde{\varphi}_{1}^{1}(z_{1})=-\ln z+C+o(1),~{}z\in\mathbb{C}^{+},~{}{\rm Re\,}z\to+\infty and hence,

φ^1(w)Cwsign(w),Rew±,wV^1+.\hat{\varphi}_{1}(w)\sim Cw\;{\rm sign}(w),\quad{\rm Re\,}w\to\pm\infty,\quad w\in\hat{V}_{1}^{+}. (9.8)

Since φ^1(w)\hat{\varphi}_{1}(w) is a periodic function with period 2Φi2\Phi i, the asymptotics (9.8) holds for ww\in\mathbb{C}. This implies that

φ^1(w)const.\hat{\varphi}_{1}(w)\equiv{\rm const}. (9.9)

In fact, let us apply the conformal mapping Π^+¯\overline{\hat{\Pi}^{+}}\to\mathbb{C}^{\ast} given by (4.6).
It is easy to show that

φˇ1(t):=φ^1(w(t))({1})\check{\varphi}_{1}(t):=\hat{\varphi}_{1}\big{(}w(t)\big{)}\in\mathcal{H}\Big{(}\mathbb{C}^{\ast}\setminus\{1\}\Big{)}

and it admits the asymptotics φˇ1(t)Clog(t1)+C,t1.\check{\varphi}_{1}(t)\sim C\log(t-1)+C,t\to 1. Hence it has a removable singularity at t=1t=1. By the Liouville Theorem, this implies (9.9). Therefore, v^11(w)=σ^11(w)+const\hat{v}_{1}^{1}(w)=\hat{\sigma}_{1}^{1}(w)+const and hence by (3.27) v^21(w)=σ^21(w)+const.\hat{v}_{2}^{1}(w)=\hat{\sigma}_{2}^{1}(w)+const. This implies that v~11(z1)=σ~11(z1)+const,v~21(z2)=σ~21(z2)+const,z1,2+\tilde{v}_{1}^{1}(z_{1})=\tilde{\sigma}_{1}^{1}(z_{1})+const,\tilde{v}_{2}^{1}(z_{2})=\tilde{\sigma}_{2}^{1}(z_{2})+const,z_{1,2}\in\mathbb{C}^{+} and v11(x1)=σ11(x1),x1>0;v21(x2)=σ21(x2),x2>0.v_{1}^{1}(x_{1})=\sigma_{1}^{1}(x_{1}),~{}~{}x_{1}>0;v_{2}^{1}(x_{2})=\sigma_{2}^{1}(x_{2}),x_{2}>0. Since v10(x1)=σ10(x1)=eik1x1,x1>0v_{1}^{0}(x_{1})=\sigma_{1}^{0}(x_{1})=e^{-ik_{1}x_{1}},x_{1}>0 and v20(x2)=σ20(x2)=0v_{2}^{0}(x_{2})=\sigma_{2}^{0}(x_{2})=0 this means that the Dirichlet and Neumann data of (v(x)σ(x))(v(x)-\sigma(x)) are zeros. Hence,

v(x)σ(x)=0v(x)-\sigma(x)=0

by the uniqueness of solution of elliptic equations.      \blacksquare

Refer to caption
Figure 13:

10 Appendices

10.1   Proof of the algebraic equation

Since v^11(w)\hat{v}_{1}^{1}(w) is meromorphic in V^Σ\hat{V}_{\Sigma} by (3.27) and is automorphic with respect to πi/2\pi i/2, we extend v^11\hat{v}_{1}^{1} by symmetry with respect to πi/2\pi i/2 to h1V^Σ=V^0π+Φh_{1}\hat{V}_{\Sigma}=\hat{V}_{0}^{\pi+\Phi}. Namely, define

v¯11(w)={v^11(w),wV^Σv^11(w+πi),wV^ππ+Φ.\overline{v}_{1}^{1}(w)=\left\{\begin{array}[]{rcl}\hat{v}_{1}^{1}(w),&&w\in\hat{V}_{\Sigma}\\ \\ \hat{v}_{1}^{1}(-w+\pi i),&&w\in\hat{V}_{\pi}^{\pi+\Phi}.\end{array}\right.

Obviously, v¯11(w)\overline{v}_{1}^{1}(w) is meromorphic on Γπ\Gamma_{\pi} since v^11\hat{v}_{1}^{1} is meromorphic on Γ0\Gamma_{0}. We will still use the notation v^11\hat{v}_{1}^{1} for v¯11\overline{v}_{1}^{1}. Thus (3.32) holds for this extension too.
Since G^(w)\hat{G}(w) is meromorphic in \mathbb{C}, by (3.27) v^21\hat{v}_{2}^{1} admits a meromorphic continuation onto V^Φπ+Φ\hat{V}_{-\Phi}^{\pi+\Phi} which we also denote v^21\hat{v}_{2}^{1}. Hence

v^11(w)+v^21(w)=G^(w),wV^Φπ+Φ\hat{v}_{1}^{1}(w)+\hat{v}_{2}^{1}(w)=\hat{G}(w),\quad w\in\hat{V}_{-\Phi}^{\pi+\Phi} (10.1)

by the uniqueness of analytic continuation. Let us extend v^21(w),wV^ππ+Φ\hat{v}_{2}^{1}(w),w\in\hat{V}_{-\pi}^{\pi+\Phi}, to V^ππ+Φh2V^ππ+Φ=V3ΦπΦ\hat{V}_{-\pi}^{\pi+\Phi}\cup h_{2}\hat{V}_{-\pi}^{\pi+\Phi}=V_{-3\Phi}^{\pi-\Phi} (see(3.28))\Big{(}{\rm see}~{}(\ref{h_1h_2})\Big{)}. Similarly to v^11,v^21\hat{v}_{1}^{1},\hat{v}_{2}^{1} is a meromorphic function in V3ΦπΦV_{-3\Phi}^{\pi-\Phi}. Now we extend (10.1) to V3ΦπΦV_{-3\Phi}^{\pi-\Phi} and obtain v^11(w)+v^21(w)=G^(w),wV3ΦπΦ.\hat{v}_{1}^{1}(w)+\hat{v}_{2}^{1}(w)=\hat{G}(w),w\in V_{-3\Phi}^{\pi-\Phi}. Hence v^l1(V^l+)(V3ΦπΦ).\hat{v}_{l}^{1}\in\mathcal{H}(\hat{V}_{l}^{+})\cap\mathcal{M}\Big{(}V_{-3\Phi}^{\pi-\Phi}\Big{)}.
Continuing the process of extension of v^11\hat{v}_{1}^{1} and v^21\hat{v}_{2}^{1} by symmetries (3.28), (3.29), we can extend equation (10.1) to \mathbb{C} and obtain (3.31)-(3.32).   \blacksquare

10.2 Proof of Lemma 3.10

Let us apply the automorphism h2h_{2} to equation (3.31). Since by (3.23), (3.30),

G^(h2w)=iωsinh(w+3iΦ)iωsinh(w+2iΦ)+k,\hat{G}(h_{2}w)=\displaystyle\frac{i\omega\sinh(w+3i\Phi)}{i\omega\sinh(w+2i\Phi)+k},

(3.27) gives

v^11(h2w)+v^21(h2w)=G^(h2w)=iωsinh(w+3iΦ)iωsinh(w+2iΦ)+k,w.\hat{v}_{1}^{1}(h_{2}w)+\hat{v}_{2}^{1}(h_{2}w)=\hat{G}(h_{2}w)=\displaystyle\frac{i\omega\sinh(w+3i\Phi)}{i\omega\sinh(w+2i\Phi)+k},\quad w\in\mathbb{C}. (10.2)

Hence, subtracting equation (10.2) from equation (3.27), we obtain v^11(w)v^11(h2w)=G^2(w),\hat{v}_{1}^{1}(w)-\hat{v}_{1}^{1}(h_{2}w)=\hat{G}_{2}(w), where G^2\hat{G}_{2} is given by (3.33).
Using (3.29), we can represent v^11(h2w)\hat{v}_{1}^{1}\Big{(}h_{2}w\Big{)} as a function with shifted argument. Applying (3.28) we have

v^11(h2w)=v^11(h1h2w)=v^11(hw),\hat{v}_{1}^{1}(h_{2}w)=\hat{v}_{1}^{1}(h_{1}h_{2}w)=\hat{v}_{1}^{1}(hw),

where h(w)h(w) is a shift since hw=h1h2w=(h2w)+πi=(wπi+2iΦ)+πi=w+2iΦ.hw=h_{1}h_{2}w=(-h_{2}w)+\pi i=(w-\pi i+2i\Phi)+\pi i=w+2i\Phi. Hence, by (3.33), v^11(w)v^11(w+2iΦ)=G^2(w).\hat{v}_{1}^{1}(w)-\hat{v}_{1}^{1}(w+2i\Phi)=\hat{G}_{2}(w).~{}~{}~{}~{}~{}\blacksquare

10.3 Proof of the estimate (7.2)

For wΓ0w\in\Gamma_{0}, ω=ω1+iω2,ω2>0\omega=\omega_{1}+i\omega_{2},\omega_{2}>0 consider eωρsinh(wiτ),wΓ0,0<τ0τ<πτ0.e^{-\omega\rho\sinh(w-i\tau)},\quad w\in\Gamma_{0},\quad 0<\tau_{0}\leq\tau<\pi-\tau_{0}. We have eωρsinhwcosτ=eiωsinhw(iρcosτ)=ez1(w)(iρcosτ)e^{-\omega\rho\sinh w\cos\tau}=e^{-i\omega\sinh w(-i\rho\cos\tau)}=e^{z_{1}(w)\cdot(-i\rho\cos\tau)}, where z1(w)z_{1}(w) is given by (3.19). We have for wΓ0w\in\Gamma_{0} that z1(w)z_{1}(w)\in\mathbb{R} by (3.20). Hence |eωρsinhwcosτ|=1\big{|}e^{-\omega\rho\sinh w\cos\tau}\big{|}=1 and, since ωρsinh(wiτ)=ωρ[sinhwcosτicoshwsinτ],-\omega\rho\sinh(w-i\tau)=-\omega\rho\Big{[}\sinh w\cos\tau-i\cosh w\sin\tau\Big{]}, we obtain |eωρsinh(wiτ)|=|eiωρcoshwsinτ|=|eω2ρsinτcoshw1cosw2||eω1ρsinτsinhw1sinw2|.\big{|}e^{-\omega\rho\sinh(w-i\tau)}\big{|}=\big{|}e^{i\omega\rho\cosh w\sin\tau}\big{|}=\big{|}e^{-\omega_{2}\rho\sin\tau\cosh w_{1}\cos w_{2}}\big{|}\cdot\big{|}e^{-\omega_{1}\rho\sin\tau\sinh w_{1}\sin w_{2}}\big{|}.
Since for wΓ0w\in\Gamma_{0}, w2=arctanω1ω2tanhw1w_{2}=\arctan\displaystyle\frac{\omega_{1}}{\omega_{2}}\tanh w_{1}, (see (3.20)), cosw2C(ω)>0\cos w_{2}\geq C(\omega)>0, we have for τ[τ0,πτ0]\tau\in[\tau_{0},\pi-\tau_{0}]

|eω2ρsinτcoshw1cosw2|eC(ω,τ0)ρcoshw1,C(ω,τ0)>0,w2Γ0,ω2>0.\big{|}e^{-\omega_{2}\rho\sin\tau\cosh w_{1}\cos w_{2}}\big{|}\leq e^{-C(\omega,\tau_{0})\rho\cosh w_{1}},\quad C(\omega,\tau_{0})>0,\quad w_{2}\in\Gamma_{0},\quad\omega_{2}>0.

Moreover, for wΓ0w\in\Gamma_{0} |eω1ρsinτcoshw1sinw2|=|eω12ρsinτsinh2w1ω22cosh2w1+ω12sinh2w2|1.\big{|}e^{-\omega_{1}\rho\sin\tau\cosh w_{1}\sin w_{2}}\big{|}=\Big{|}e^{-\omega_{1}^{2}\rho\sin\tau\;\frac{\sinh^{2}w_{1}}{\sqrt{\omega_{2}^{2}\cosh^{2}w_{1}+\omega_{1}^{2}\sinh^{2}w_{2}}}}\Big{|}\leq 1. Hence, (7.2) follows.      \blacksquare

10.4 Analysis of the solution near the ray θ=3π2\theta=\displaystyle\frac{3\pi}{2}

We prove that u1(ρ,3π2+δ)u_{1}\Big{(}\rho,\displaystyle\frac{3\pi}{2}+\delta\Big{)} is continuous in δ\delta for small δ\delta. By (8.3) it suffices to prove that

I(ρ,δ):=14πsinΦΓπ2eωρsinhwv^1(w+3πi2+iδ)𝑑wI(\rho,\delta):=\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\Gamma_{-\frac{\pi}{2}}}e^{-\omega\rho\sinh w}\hat{v}_{1}\Big{(}w+\displaystyle\frac{3\pi i}{2}+i\delta\Big{)}dw (10.3)

satisfies

I(ρ,0)=I(ρ,0+)+up(ρ,3π2)I(\rho,0-)=I(\rho,0+)+u_{p}\Big{(}\rho,\displaystyle\frac{3\pi}{2}\Big{)} (10.4)

since v^1\hat{v}_{1} does not have poles on Γπ\Gamma_{-\pi} by (8.1).
Making the change of the variable ww+3πi2w^{\prime}\to w+\displaystyle\frac{3\pi i}{2} in (10.3), using (8.1), and the Sokhotski-Plemelj Theorem, we obtain

I(ρ,0+)=limδ014πsinΦΓπeωρsinh(w3πi2)v^1(w+iδ)(w(p1+πi)+iδ)w(p1+πi)+iδ𝑑w=12eiωρcoshp1+V.P.,I(\rho,0+)=\displaystyle\lim_{\delta\to 0}\;\displaystyle\frac{1}{4\pi\sin\Phi}\displaystyle\int\limits_{\underleftarrow{\Gamma_{\pi}}}e^{-\omega\rho\sinh(w-\frac{3\pi i}{2})}\;\displaystyle\frac{\hat{v}_{1}(w+i\delta)\big{(}w-(-p_{1}+\pi i)+i\delta\big{)}}{w-(-p_{1}+\pi i)+i\delta}dw=-\displaystyle\frac{1}{2}e^{i\omega\rho\cosh p_{1}}+V.P.,

where V.P.V.P. here and in the following denotes the principal value of the integral (10.3).
Similarly,

I(ρ,0)=12eiωρcoshp1+V.P.I(\rho,0-)=\displaystyle\frac{1}{2}e^{i\omega\rho\cosh p_{1}}+V.P.

Hence (10.4) follows, since up(ρ,3π2)=eiωρcoshp1u_{p}\Big{(}\rho,\displaystyle\frac{3\pi}{2}\Big{)}=e^{i\omega\rho\cosh p_{1}} by (8.2).      \blacksquare

10.5 Proof of asymptotics (4.17)

From (4.12), (4.10) it follows that

a^1(w)=Gˇ2(1)2πiln1coth2(π2Φ(wπi2))1+C+O(eπΦw)+C1,Rew±\hat{a}_{1}(w)=-\displaystyle\frac{\check{G}_{2}(1)}{2\pi i}\ln\displaystyle\frac{1}{\coth^{2}\Big{(}\displaystyle\frac{\pi}{2\Phi}\Big{(}w-\displaystyle\frac{\pi i}{2}\Big{)}\Big{)}-1}+C+O\big{(}e^{\mp\frac{\pi}{\Phi}w}\big{)}+C_{1},\quad{\rm Re\,}w\to\pm\infty (10.5)

since

O(t(w)1)=O(eπΦw),Rew±.O(t(w)-1)=O\Big{(}e^{\mp\frac{\pi}{\Phi}w}\Big{)},\quad{\rm Re\,}w\to\pm\infty.

Let us to prove (4.17). We have for m=π2Φ(wπi2)m=\displaystyle\frac{\pi}{2\Phi}\Big{(}w-\displaystyle\frac{\pi i}{2}\Big{)}

ln1coth2π2Φ(wπi2)1=±2mln4+o(em),Rem±;\begin{array}[]{lll}\ln\displaystyle\frac{1}{\coth^{2}\displaystyle\frac{\pi}{2\Phi}\Big{(}w-\displaystyle\frac{\pi i}{2}\Big{)}-1}=\pm 2m-\ln 4+o\big{(}e^{\mp m}\big{)},\quad{\rm Re\,}m\to\pm\infty;\end{array}
Gˇ2(1)2πiln(1coth2π2Φ(wπi2))=Gˇ2(1)2πi(±πΦ(wπi2)ln4)+o(eπ2Φw)=±sinΦΦ(wπi2)sinΦπln4+o(eπ2Φw).\begin{array}[]{lll}-\displaystyle\frac{\check{G}_{2}(1)}{2\pi i}\ln\Bigg{(}\displaystyle\frac{1}{\coth^{2}\displaystyle\frac{\pi}{2\Phi}\Big{(}w-\displaystyle\frac{\pi i}{2}\Big{)}}\Bigg{)}&=&-\displaystyle\frac{\check{G}_{2}(1)}{2\pi i}\Bigg{(}\pm\displaystyle\frac{\pi}{\Phi}\Big{(}w-\displaystyle\frac{\pi i}{2}\Big{)}-\ln 4\Bigg{)}+o\big{(}e^{\mp\frac{\pi}{2\Phi}w}\big{)}\\ \\ &=&\pm\displaystyle\frac{\sin\Phi}{\Phi}\Big{(}w-\displaystyle\frac{\pi i}{2}\Big{)}-\displaystyle\frac{\sin\Phi}{\pi}\ln 4+o\big{(}e^{\mp\frac{\pi}{2\Phi}w}\big{)}.\end{array}

Hence, using (4.12), (4.13), (10.5) and (4.2), we obtain (4.17).
Let us prove (4.18). From (4.12) and (4.6) we have

ddwa^1(w)=πΦcosh(π2Φ(wπi2))sinh3(π2Φ(wπi2))ddtaˇ1(t(w)).\begin{array}[]{lll}\displaystyle\frac{d}{dw}\hat{a}_{1}(w)=-\displaystyle\frac{\pi}{\Phi}\;\displaystyle\frac{\cosh\Big{(}\displaystyle\frac{\pi}{2\Phi}\big{(}w-\displaystyle\frac{\pi i}{2}\big{)}\Big{)}}{\sinh^{3}\Big{(}\displaystyle\frac{\pi}{2\Phi}\big{(}w-\displaystyle\frac{\pi i}{2}\big{)}\Big{)}}\;\displaystyle\frac{d}{dt}\check{a}_{1}(t(w)).\end{array}

Using (4.11) we obtain (10.5).      \blacksquare

10.6 Proof of Lemma 9.2

Proof. Obviously, the principal term admits the asymptotics

A(ρ)0eω2ρeweweπ2Φw𝑑w,ρ0.\displaystyle A(\rho)\sim\displaystyle\int\limits_{0}^{\infty}e^{-\omega_{2}\rho e^{w}}\;e^{w}e^{-\frac{\pi}{2\Phi}w}\;dw,\quad\rho\to 0.

Making the change of the variable ρew=s\rho e^{w}=s, we obtain

A(ρ)ρ1+π2Φρeω2ss(1π2Φ)φ(s)𝑑s,φ(s)0,s.\displaystyle A(\rho)\sim\rho^{-1+\frac{\pi}{2\Phi}}\displaystyle\int\limits_{\rho}^{\infty}e^{-\omega_{2}s}\;s^{(1-\frac{\pi}{2\Phi})}\;\varphi(s)ds,\quad\varphi(s)\to 0,\quad s\to\infty.

Hence (9.5) follows.      \blacksquare

11 Conclusion

As is known, an angle is one of the few regions where the boundary value problems for the Helmholtz equation admit an explicit solution. As far as we know, this has always been done for decreasing boundary data, where the operator methods are normally used with the exception of a very specific boundary value problem associated with the plane incident wave (Sommerfeld’s diffraction problem [35]). In the presented work, we solve the Dirichlet boundary problem not related to the incidence of a plane wave and we obtain an explicit solution in the form of the Sommerfeld integral. The proposed method is suitable for the Neumann (NN) and Dirichlet-Neumann (DN) boundary conditions, and for angles less then π\pi. We hope that the method is suitable for solving such problems with a real wave number in the Helmholtz operator and also for nonstationary problems.

References

  • [1] V.M.Babich, M.A.Lyalinov,V.E.Gricurov, The Sommerfeld-Malyuzhinets Tecnique in Diffraction Theory. Alpha Science International, Oxford, 2007
  • [2] L. P. Castro, D. Kapanadze, Dirichlet indexDirichlet-Neumann impedance boundary-value problems arising in rectangular wedge diffraction problems, Proc. Am. Math. Soc. 136 (2008), 2113-2123.
  • [3] L. P. Castro, D. Kapanadze, Wave diffraction by a 45 degree wedge sector with Dirichlet and Neumann boundary conditions , Mathematical and Computer Modelling 48 (2008), no. 1/2, 114–121.
  • [4] L.P. Castro, D. Kapanadze, Wave diffraction by a 270 degrees wedge sector with Dirichlet , Neumann and impedance boundary conditions, Proc. A. Razmadze Math. Inst. 155 (2011), 96–99.
  • [5] L. P. Castro, F.-O. Speck F. S. Teixeira, On a class of wedge diffraction problems posted by Erhard Meister, Oper. Theory Adv. Appl. 147 (2004), 213–240.
  • [6] L. P. Castro, F.-O. Speck, F. S. Teixeira, Mixed boundary value problems for the Helmholtz equation in a quadrant, Integral Equations Operator Theory 56 (2006), 1–44.
  • [7] A.F. Dos Santos and F.S. Teixeira. The Sommerfeld Problem revisited: Solution spaces and the edge condition. Math Anal Appl 143, 341-357 (1989).
  • [8] Esquivel Navarrete A, Merzon AE. An explicit formula for the nonstationary diffracted wave scattered on a NN-wedge. Acta Applicandae Mathematicae 2014; 136(1):119–145. DOI:10.1007/s10440-014-9943-7.
  • [9] Bernard JML, Pelosi G, Manara G, Freni A. Time domains scattering by an impedance wedge for skew incidence. Proceeding conference ICEAA 1991: 11-14.
  • [10] I. Kay. The diffraction of an arbitrary pulse by a wedge, Comm. Pure Appl. Math. 6 (1953), 521–546.
  • [11] Keller J, Blank A. Diffraction and reflection of pulses by wedges and corners. Communications on Pure and Applied Mathematics 1951;4(1):75–95.
  • [12] A.I. Komech. Elliptic boundary value problems on manifolds with piecewise smooth boundary. Math. USSR Sbornik 21(1), 91-135(1973).
  • [13] A. I. Komech, A. E. Merzon, A. Esquivel Navarrete, J. E. De La Paz Méndez, T. J. Villalba Vega, Sommerfeld s solution as the limiting amplitude and asymptotics for narrow wedgesMath. Methods in Appl. Sci. (2018) 1? 14. https://doi.org/10.1002/mma.5075.
  • [14] A.I. Komech, N.J. Mauser, A.E. Merzon. On Sommerfeld representation and uniqueness in scattering by wedges. Math meth Appl Sci. 2004; 28:147-183. https://doi.org/10.1002/mma.553
  • [15] A. I. Komech, A. E. Merzon, Limiting amplitude principle in the scattering by wedges , Mathematical Methods in the Applied Sciences 29 (2006), no. 10, 1147–1185.
  • [16] A. I. Komech, A. E. Merzon On uniqueness and stability of Sobolev’s solution in scattering by wedges, J. Appl. Math. Phys. (ZAMP) 66 (2015), no. 5, 2485–2498.
  • [17] A. Komech, A. Merzon. Stationary Diffraction by Wedges, Springer, Lecture Notes in Mathematics 2249, Springer (2019).
  • [18] V.A.Malyshev, Random Walks, Wiener-Hopf Equations in the Quadrant of Plane, Galois Automorphisms, Moscow University, Moscow, 1970 (in Russian).
  • [19] Merzon AE, De la Paz Méndez JE. DN-scattering of a plane wave by wedges. Mathematical Methods in the Applied Sciences 2011;34(15):1843-1872.
  • [20] Merzon AE, De La Paz Méndez JE, Villalba Vega TJ. On the Keller-Blank solution to the scattering problem of pulses by wedges. Mathematical Methods in the Applied Sciences 2014. DOI: 10.1002/mma.3202.
  • [21] A. I. Komech, A. E. Merzon, J. E. De La Paz Méndez, Time-dependent scattering of generalized plane waves by wedges , Math. Methods in Appl. Sciences 38 (2015), no. 18, 4774–4785.
  • [22] A. E. Merzon, A. I. Komech, J. E. De la Paz Mendez, T. J. Villalba, On the Keller-Blank solution to the scattering problem of pulses by wedges , Math. Methods Appl. Sci. 38 (2015), no.10, 2035–2040.
  • [23] A. E. Merzon, P. N. Zhevandrov, J. E. De La Paz Mendez, On the behavior of the edge diffracted nonstationary wave in scattering by wedges near the front. Russian Journal of Mathematical Physics 22 (2015), no. 4, 491–503.
  • [24] E. Meister, Some solved and unsolved canonical problems of diffraction theory, pp 320–336 in: Lecture Notes in Math. 1285, 1987.
  • [25] E. Meister, A. Passow, K. Rottbrand, New results on wave diffraction by canonical obstacles, Operator Theory: Adv. Appl. 110 (1999), 235–256.
  • [26] E. Meister, F. Penzel, F. O. Speck, F. S. Teixeira, Some interior and exterior boundary-value problems for the Helmholtz equations in a quadrant, Proc. Roy. Soc. Edinburgh Sect. A 123 (1993), no. 2, 275–294.
  • [27] E. Meister, F. Penzel, F.-O. Speck, F. S. Teixeira, Two canonical wedge problems for the Helmholtz equation, Math. Methods Appl. Sci. 17 (1994), 877–899.
  • [28] E. Meister, F. O. Speck, F.S. Teixeira, Wiener-Hopf-Hankel operators for some wedge diffraction problems with mixed boundary conditions, J. Integral. Equat. and Applications 4 (1992), no. 2, 229–255.
  • [29] N.I. Muskhelishvili, Singular integral equations. Springer. 1958.
  • [30] Oberhettinger F. On the diffraction and reflection of waves and pulses by wedges and corners. Journal of Research National Bureau of Standarts. 1958; 61(2):343–365.
  • [31] F. Penzel, F.S. Teixeira, The Helmholtz equation in a quadrant with Robin’s conditions, Math. Methods Appl. Sci. 22 (1999), 201–216.
  • [32] Sobolev SL. General theory of diffraction of waves on Riemann surfaces. In Selected Works of S.L. Sobolev, Vol. I, Springer:New York, 2006;201–262.
  • [33] Sobolev SL. Some questions in the theory of propagations of oscillations, Chap XII. In Differential and Integral Equations of Mathematical Physics, Frank F, Mizes P(eds). Leningrad:Moscow,1937;468-617.[Russian].
  • [34] Sobolev SL. Theory of diffraction of plane waves. Proceedings of Seismological Institute, Russian Academy of Science, Leningrad 1934; 41:605–617.
  • [35] A. Sommerfeld. Mathematical Theory of Diffraction (Progress in Mathematical Physics, 35) R.J. Nagem, M.Zampolli, G. Sandri (translators).
    Birkhäuser, 2004.
  • [36] F.S. Teixeira. Diffraction by a rectangular wedge: Wiener-Hopf-Hankel formulation. Integral Equations Operator Theory. 14 (1991) p. 436-454.
  • [37] A.N. Tikhonov, A.A. Samarskii. Equations of mathematical physics. Dover publications, 1990.
  • [38] Methods of Modern Mathematical Physics II: Fourier Analysis, Self-Adjointness (Academic, New York, 1975).
  • [39] Rottbrand K. Exact solution for time-dependent diffraction of plane waves by semi-infinite soft/hard wedges and half-planes, 1998. Preprint 1984 Technical University Darmstadt.
  • [40] Rottbrand K. Time-dependent plane wave diffraction by a half-plane: explicit solution for Rawlins’ mixed initial boundary value problem. Zeitschrift für Angewandte Mathematik und Mechanik 1998; 78(5): 321-335.