Matrix Boundary Value Problem on Hyperbola

Abstract

We study a special class of lower trigonometric matrix value boundary value problems on hyperbolas. Firstly, the pseudo-orthogonal polynomial on hyperbola is given in bilinear form and it is shown that it is the only one. Secondly, a special boundary value problem of lower triangular matrix is presented and transformed into four related boundary value problems. Finally, Liouville theorem and Painlevé theorem and pseudo-orthogonal polynomials are used to give solutions.

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Fan, S. (2023) Matrix Boundary Value Problem on Hyperbola. Journal of Applied Mathematics and Physics, 11, 884-890. doi: 10.4236/jamp.2023.114059.

1. Introduction

In some references [1] [2] [3] , the boundary value problem (Riemann-Hilbert problem) of analytic functions on finite curves is discussed, but the research on infinite curves is not deep enough. In [4] , the author discusses the Riemann boundary value problem on the positive real axis and generalizes the concept of the generalized principal part.

The Riemann-Hilbert method is a brand-new method for studying orthogonal polynomials formed in recent 20 years. In 1992, FoKas A S, Its A R and Kitaev A V constructed a matrix-valued Riemann-Hilbert boundary value problem in [5] , the only solution of which is the orthogonal polynomial on the real axis. In 1993, Deift P and Zhou X introduced the Riemann-Hilbert boundary value problem of oscillatory type in [6] , and applied it to the study of orthogonal polynomials. Therefore, the Riemann-Hilbert method was formed [6] .

2. Preliminary

In this paper, the right branch of the Hyperbola x 2 − y 2 = 1 is denoted by default to L, which is regarded as the image of the function x = φ ( y ) = y 2 + 1 , and L is oriented from top to bottom.

Denote by l a the point φ ( a ) + i a and ∞ ± respectively its upper and lower infinite ends. Then ℂ consists of two connected components, the right part S + and the left part S − .

We use bilinear form to replace inner product on hyperbola, which is a common way. For example, [Lu J K, 1993] gives the solvable condition of singular integral equation by this way; for example, Delft P. defined a polynomial group similar to orthogonal polynomials in bilinear form in [7] , and we studied similar polynomial groups on hyperbola:

Let w ( t ) be a nonzero weight function. We introduce bilinear form in polynomial space Π n with degree no more than n:

( f , g ) = ∫ L w ( t ) f ( t ) g ( t ) d t , f , g ∈ Π n (1)

Take a group of bases 1 , t , t 2 , ⋯ , t n in Π n and make Schmidt orthogonalization on this group of bases, then we have

p 0 ( z ) = 1 ( ∫ L w d t ) 1 2

p 1 ( z ) = t − ( t , p 0 ) ( p 0 , p 0 ) p 0 ( t − ( t , p 0 ) ( p 0 , p 0 ) p 0 , t − ( t , p 0 ) ( p 0 , p 0 ) p 0 ) 1 2

⋮

p n ( z ) = t n − ( t n , p n − 1 ) ( p n − 1 , p n − 1 ) p n − 1 − ⋯ − ( t n , p 1 ) ( p 1 , p 1 ) p 1 − ( t n , p 0 ) ( p 0 , p 0 ) p 0 ( A n , A n )

where A n = t n − ( t n , p n − 1 ) ( p n − 1 , p n − 1 ) p n − 1 − ⋯ − ( t n , p 1 ) ( p 1 , p 1 ) p 1 − ( t n , p 0 ) ( p 0 , p 0 ) p 0 , If ( p n , p n ) is always not zero, then this process can always be carried out. Finally, we get a pseudo-orthogonal polynomial group with a weight function of p 0 , p 1 ( z ) , ⋯ , p n ( z ) on L:

P k ( z ) = 1 α k p k ( z ) , k = 0 , 1 , ⋯ , n , (2)

where α k is the first coefficient of p k ( z ) , then P k ( z ) is a pseudo-orthogonal polynomial of degree k with the first coefficient of 1. Obviously, the pseudo-orthogonal polynomial group P 0 , P 1 ( z ) , ⋯ , P n ( z ) is unique.

Definition 1. Let f is defined on L, if there is some positive real number a, such that

| f ( t ′ ) − f ( t ″ ) | ≤ M | 1 t ′ − 1 t ″ | μ ,       t ′ , t ″ ∈ l ∞ + l a ⌢ ∪ l a l ∞ − ⌢ (3)

where M and 0 < μ ≤ 1 are definite constants, then denoted by f ∈ H ^ μ ( ∞ ) , and if f ∈ H μ ( L ) , then denoted by f ∈ H ^ μ ( L ) . If f ∈ H ^ μ ( ∞ ) and f ( ∞ ) = 0 , then denoted by f ∈ H ^ 0 μ ( ∞ ) , or f ∈ H ^ 0 ( ∞ ) . Moreover, if t λ f ∈ H ^ 0 ( ∞ ) , then denoted by f ∈ H ^ λ , 0 ( ∞ ) .

Definition 2 Let f is a function defined on L. There exists t → ∞ such that

f ( t ) = f * ( t ) t ν ,

where v is a real number and f * is a bounded function, then denoted by f ∈ O v ( ∞ ) .

Definition 3 If F is holomorphic in the complex plane cut by the Hyperbola, then denoted by F ∈ A ( ℂ \ L ) .

Definition 4 Let f be a locally integrable function on L. If

( C [ f ] ) ( z ) = 1 2 π i ∫ L f ( τ ) τ − z d τ ,     z ∈ ℂ \ L (4)

is integrable, it is called the Cauchy-type integral with kernel density f on L, and the Cauchy principal value integral with kernel density f is defined by

( C [ f ] ) ( t ) = 1 2 π i ∫ L f ( τ ) τ − t d τ = lim r → 0 + 1 2 π i ∫ | y − a | > 0 f ( ( φ ( y ) + i y ) ) ( φ ′ ( y ) + i y ) φ ( y ) + i y − t d y (5)

where t = φ ( a ) + i a ∈ L , if the integral exists.

Ref [Wang Ying, 2017], below we introduce the concept of a generalized main part.

Definition 5 Let F ∈ A ( ℂ \ L ) . If there exists an entire function E ( z ) such that

lim z → ∞ [ F ( z ) − E ( z ) ] = 0 . (6)

and then E ( z ) is called the generalized principal part of F ( z ) at ∞ , denoted by G .P [ F , ∞ ] .

Reference [8] proves the generalized principal part of Cauchy integral at infinity and Plemelj formula.

Theorem 1 [8] If f ∈ H ( L ) ∩ O v ( ∞ ) ( v > 0 ) is locally integrable on L. Then

G .P [ C [ f ] , ∞ ] = 0 . (7)

Theorem 2 [8] If f ∈ H ^ μ ( L ) , then the boundary values of the Cauchy-type integral C [ f ] exist and have the following Plemelj formula:

( C [ f ] ) ± ( t ) = ± 1 2 f ( t ) + 1 2 π i ∫ L f ( τ ) τ − t d τ . (8)

3. Matrix Value Riemann Boundary Value Problem

In this paper, we consider the Riemann boundary value problem of lower trigonometric matrix on hyperbola.

Let

Φ ( z ) = ( Φ 1 , 1 ( z ) Φ 1 , 2 ( z ) Φ 2 , 1 ( z ) Φ 2 , 2 ( z ) ) (9)

be a matrix-valued function defined on subset Ω of the complex plane ℂ , and each element Φ j , k be a function defined on Ω . If every element Φ j , k of Φ satisfies the same property, then Φ is said to have its corresponding property, such as Φ ∈ A ( ℂ \ L ) , G .P [ Φ , ∞ ] ( z ) , Φ ∈ H ( L ) .

Problem (boundary value problem of lower trigonometric matrix value function) Find the matrix-valued partitioned holomorphic function Φ with L as the jump curve, such that

{ Φ + ( t ) = ( 1 0 w ( t ) 1 ) Φ − ( t ) , t ∈ L , G .P [ Ξ Φ , ∞ ] ( z ) = I , (10)

where

Ξ ( z ) = ( z − n 0 0 z n ) , (11)

I is the identity matrix of 2 × 2, w ∈ H μ ( L ) ∩ H ^ 2 n , 0 ( ∞ ) .

We can convert (10) into four related Riemann boundary value problems:

{ Φ 1 , 1 + ( t ) = Φ 1 , 1 − ( t ) , t ∈ L , G .P [ z − n Φ 1 , 1 , ∞ ] = 1 , (12)

{ Φ 1 , 2 + ( t ) = Φ 1 , 2 − ( t ) , t ∈ L , G .P [ z − n Φ 1 , 2 , ∞ ] = 0 , (13)

{ Φ 2 , 1 + ( t ) = Φ 2 , 1 − ( t ) + w ( t ) Φ 1 , 1 − ( t ) , t ∈ L , G .P [ z n Φ 2 , 1 , ∞ ] = 0 , (14)

{ Φ 2 , 2 + ( t ) = Φ 2 , 2 − ( t ) + w ( t ) Φ 1 , 2 − ( t ) , t ∈ L , G .P [ z n Φ 2 , 2 , ∞ ] = 1. (15)

Obviously, (12) is a Liouville problem. It is known from Painlevé theorem that Φ 1 , 1 ( z ) is analytic over the entire complex plane. Because G .P [ z − n Φ 1 , 1 , ∞ ] = 1 , it is known from the generalized Liouville theorem that

Φ 1 , 1 ( z ) = P n ( z ) , (16)

where P n ( z ) is a polynomial with a leading coefficient of 1 and a degree of n.

By (16), we have

{ Φ 2 , 1 + ( t ) = Φ 2 , 1 − ( t ) + w ( t ) P n ( t ) , t ∈ L , G .P [ z n Φ 2 , 1 , ∞ ] = 0 , (17)

Obviously (17) is a jump problem with L as the jump curve. Let

ψ ( z ) = C [ w P n ] ( z ) = 1 2 π i ∫ L w ( τ ) P n ( τ ) τ − z d τ ,                 z ∈ L , (18)

by w ∈ H μ ( L ) ∩ H ^ 2 n , 0 ( ∞ ) ,

w P n ∈ H μ ( L ) ∩ H ^ n , 0 ( ∞ ) . (19)

Therefore, by Plemelj formula (8) and Theorem 1, we can know that ψ ( z ) is a partitioned holomorphic function with L as the jump curve, and satisfies:

{ ψ + ( t ) = ψ − ( t ) + ω ( t ) P n ( t ) , t ∈ L , G .P [ ψ , ∞ ] ( z ) = 0 , (20)

let F ( z ) = Φ ( z ) − ψ ( z ) , then F is a partitioned holomorphic function with L as the jump curve and satisfies:

{ F + ( t ) = F − ( t ) , t ∈ L , G .P [ F , ∞ ] = 0, (21)

Obviously problem (21) is a zero-order Liouville problem, its solution is F ( z ) = 0 , so

Φ 2 , 1 ( z ) = C [ w P n ] ( z ) = 1 2 π i ∫ L w ( τ ) P n ( τ ) τ − z d τ ,   z ∈ ℂ \ L (22)

if and only if condition G .P [ z n Φ 2 , 1 , ∞ ] = 0 is satisfied. By

z n Φ 2 , 1 ( z ) = 1 2 π i ∫ L w ( τ ) P n ( τ ) ( z n − τ n ) τ − z d τ + 1 2 π i ∫ L w ( τ ) P n ( τ ) τ n τ − z d τ = − ∑ k = 0 n − 1 z k 2 π i ∫ L w ( τ ) P n ( τ ) τ n − 1 − k d τ + 1 2 π i ∫ L w ( τ ) P n ( τ ) τ n τ − z d τ , (23)

and Theorem 1 and (19), it can be seen that G .P [ z n Φ 2 , 1 , ∞ ] = 0 is equivalent to

1 2 π i ∫ L w ( τ ) P n ( τ ) τ k d τ = 0 , k = 0 , 1 , ⋯ , n − 1 . (24)

Obviously (13) is the Liouville problem, similar to (12) we have

Φ 1 , 2 ( z ) = q n − 1 ( z ) (25)

where q n − 1 ( z ) is a polynomial of order not exceeding n − 1 .

By (16), we have

{ Φ 2 , 2 + ( t ) = Φ 2 , 2 − ( t ) + w ( t ) q n − 1 ( t ) , t ∈ L , G .P [ z n Φ 2 , 2 , ∞ ] = 1. (26)

Obviously, (26) is a fixed-order jump problem, similar to (15). It can be seen that its solution is

Φ 2 , 2 ( z ) = C [ w q n − 1 ] ( z ) = 1 2 π i ∫ L w ( τ ) q n − 1 ( τ ) τ − z d τ ,   z ∈ ℂ \ L (27)

if and only if condition

{ 1 2 π i ∫ L w ( τ ) q n − 1 ( τ ) τ k d τ = 0 , k = 0 , 1 , ⋯ , n − 2 , 1 2 π i ∫ L w ( τ ) q n − 1 ( τ ) τ n − 1 d τ = − 1 , (28)

is satisfied.

Let q n − 1 = λ P n − 1 , then

1 2 π i ∫ L ω ( τ ) λ P n − 1 P n − 1 = − 1 , (29)

that is,

λ = − 2 π i ∫ L ω ( τ ) P n − 1 2 ( τ ) d τ (30)

then q n − 1 is a pseudo-orthogonal polynomial of degree n − 1 on L with respect to the weight function w.

Definition 6

f * ( z ) = 1 2 π i ∫ L ω ( τ ) f ( τ ) τ − z d τ ,               z ∉ L , (31)

we call it the companion function of f with respect to the weight function w.

Theorem 3 If w ∈ H μ ( L ) ∩ H ^ 2 n , 0 ( ∞ ) , then the lower triangular matrix-valued Riemann boundary value problem (10) has a solution, and its solution has the following form:

Φ ( z ) = ( P n ( z ) λ P n − 1 ( z ) P n * ( z ) λ P n − 1 * ( z ) ) , (32)

where P n ( z ) is a polynomial with a leading coefficient of 1 and a degree of n, and P n * is the companion function of P n with respect to the middle weight function w.

Proof: If (10) has a solution, it can be seen from the previous discussion that its solution is of the form (32).

Conversely, the polynomial with pseudo-orthogonal and leading coefficient 1 is unique, and by reversing each previous step, we get that Φ is the solution of (10), that is, (10) has and only one set of solutions (32).

The matrix-valued boundary value problem (10) is characterized by the pseudo-orthogonal polynomial P n on L with respect to the weight function w and the leading coefficient is 1. Therefore, we call this problem the Riemann-Hilbert characteristic characterization of the orthogonal polynomial of the weight function w on hyperbola, or P n is the characteristic orthogonal polynomial of the matrix-valued boundary value problem (10), please refer to [Deift P, 2011] for details.

Conflicts of Interest

The author declares no conflicts of interest regarding the publication of this paper.

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