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I'm interested in knowing the asymptotics of solutions to the nonlinear ordinary differential equation \begin{equation*} \begin{array}{ll} y''=1/y^m\tag{*}\\ y(0)=a>0, \text{ and }y'(0)=0. \end{array} \end{equation*}

When $m=3$ $(*)$ has a closed form solution $y=\frac{1}{a}\sqrt{a^4+x^2}$, and $y$ is asymptotic to $\frac{1}{a}|x|$. I have been trying to deduce for which $m$ $(*)$ has a solution which is asymptotically linear (as for $m=3$), and also the constants $c,b$ depending on $m,a$ such that $y$ is asymptotic to $c|x|+b$.

So far I've begun by turning the second order ODE into a first order equation. This follows from letting $z=\frac{dy}{dx}$ and noticing that $(*)$ is equivalent to $z \frac{dz}{dy}=y'' = 1/y^m$, and solving for $z=\frac{dy}{dx}$ to get \begin{equation} (y')^2=\frac{2}{1-m} y^{1-m}+C. \end{equation}

Then we can evaluate $C$ using the initial condition and get for $x\geq 0$ and $y\geq a$ \begin{equation} y' = \left( \frac{2}{m-1} \left(\frac{1}{a^{m-1}} - \frac{1}{y^{m-1}}\right)\right)^{1/2}. \end{equation}

$y$ is a convex function because $y''=1/y^m \geq 1/a^m$, so in particular it is unbounded, so letting $y\to \infty$ in the above expression gives \begin{equation} \lim_{x\to \infty} y'(x) = \left(\frac{2}{(m-1)a^{m-1}}\right)^{1/2} :=c. \end{equation}

This step required that $m>1$, so that's the first constraint on $m$. If $y$ is asymptotic to anything, it will be of the form $y=c|x|+b$ for some constant $b$. Since $0\leq y' \leq c$ it follows that $y$ is bounded above by $c|x|+a$, but it's not clear to me that $y$ is necessarily bounded below by a linear function $c|x|+b$ for some $b$. I've tried get asymptotic bounds on the integral

\begin{equation} \int_a^y \left( \frac{2}{m-1} \left(\frac{1}{a^{m-1}} - \frac{1}{t^{m-1}}\right)\right)^{1/2} \,dt \end{equation}

as $y\to \infty$, but I haven't had much success. If anyone has any suggestions for how to prove the solution $y$ is bounded below by $c|x|+b$ for some $b$ I'd be very grateful.

Update: I haven't proved this yet, but I've made progress by showing that $y$ cannot be asymptotic to $cx-ln(x)$. This would mean that there exists $\alpha>\beta>0$ such that as $x\to \infty$ \begin{equation} cx-\alpha\, ln(x) \leq y(x) \leq cx-\beta \,ln(x). \end{equation} Because $f$ is convex this implies a bound on the derivative. \begin{equation} c-\frac{\alpha}{x} \leq y'(x) \leq c-\frac{\beta}{x}. \end{equation} And then you can show from $(*)$ that $y'''<0$ so $y'$ is concave and this implies a bound on the second derivative. \begin{equation} \frac{\alpha}{x^2} \leq y''(x) \leq \frac{\beta}{x^2}. \end{equation}

Then if $m>2$ we get the following inequality for large enough $x$:

\begin{equation} \frac{1}{y^m} \leq \frac{1}{(cx-ln(x))^m} < \frac{\alpha}{x^2} \leq y''. \end{equation}

This provides us with a contradiction so if $m>2$ then $y$ cannot be asymptotic to $cx-ln(x)$. But this is only one example, and doesn't stop $y$ from being some other sublinear function. One could probably prove a similar thing for $y$ asymptotic to $cx-ln(ln(x))$, but this method will never completely prove that $y$ is asymptotically linear.

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    $\begingroup$ For every $m>1$ the change of variable $$y(x)=a(\cosh z(x))^{2/(m-1)}$$ yields $$\sqrt{\frac2{m-1}}a^{(m+1)/2}\int_{z(0)}^{z(x)}(\cosh t)^{2/(m-1)}dt=x,$$ hence, using your $c$, $$\lim_{x\to+\infty}\frac{y(x)}x=c.$$ $\endgroup$
    – Did
    Mar 4, 2016 at 0:06
  • $\begingroup$ This is helpful substitution to make. The only problem is that showing $\lim_{x\to \infty} y(x)/x = c$ isn't enough. If, for example, $y(x)=cx-ln(x)$, as $x\to\infty$ then $lim_{x \to \infty} y(x)/x =c$, but $y$ is not bounded below by $cx +b$ for any $b$. $\endgroup$
    – Ryan
    Mar 4, 2016 at 16:52
  • $\begingroup$ Estimating closely the integral in my comment, through a control of the difference between $(\cosh t)^\nu$ and $2^{-\nu}e^{\nu t}$, yields the second term. Did you try? $\endgroup$
    – Did
    Mar 4, 2016 at 19:47
  • $\begingroup$ I looked at it more closely was able to solve more of the problem using your suggestion. Thanks for your help, and if you are interested you can look at the answer I posted. $\endgroup$
    – Ryan
    Mar 7, 2016 at 18:21

2 Answers 2

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$$y''=\frac{1}{y^m}$$ $$2y''y'=\frac{2y'}{y^m}$$ Case $m\neq 1$ : $$(y')^2= -\frac{2}{(m-1)y^{m-1}}+c_1$$ With conditions $y(0)=a$ and $y'(0)=0$ : $\quad c_1=\frac{2}{(m-1)a^{m-1}}$ $$y'=\pm\sqrt{-\frac{2}{(m-1)y^{m-1}}+c_1}$$ $$dy=\pm\sqrt{-\frac{2}{(m-1)y^{m-1}}+c_1}\:dx$$ $$\frac{dy}{\pm\sqrt{-\frac{2}{(m-1)y^{m-1}}+c_1}}=dx$$ $$\int \frac{dy}{ \sqrt{-\frac{2}{(m-1)y^{m-1}}+c_1}} =\pm x+c_2$$

Integration leads to the general solution expressed on implicit form : $$\frac{1}{c_1} \sqrt{-\frac{2}{(m-1)y^{m-1}}+c_1} \:\: _2F_1\left(A\:,\: B \:;\: C \:;\: Y(y)\right)= \pm x+c_2$$ $_2F_1(A,B;C;Y)$ is the Gauss hypergeometric function with : $\begin{cases} A=1 \\ B=\frac{1}{2}-\frac{1}{m-1} \\ C=1-\frac{1}{m-1} \\ Y(y)=\frac{2}{c_1(m-1)y^{m-1}} \end{cases}$

$$ \sqrt{\frac{1-Y(y)}{c_1}} \:\: _2F_1\left(A\:,\: B \:;\: C \:;\: Y(y)\right)= \pm x+c_2$$

The condition $y(0)=a$ determines $c_2$ from the above solution with $x=0$ and $y=a$ in it.

For some integer values of $m$, the hypergeometric function might be reduced to simpler functions.

Asymptotic behaviour :

$y\to\infty\quad$ then $\quad Y\to 0\quad$ the asypmtotic expansion of the hypergeometric function is : $$_2F_1(A,B;C;Y)=1+\frac{AB}{C}Y+O(Y^2)$$ This allows to derive the asymptotic Relationship between $Y$ and $x$ and then between $y$ and $x$

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  • $\begingroup$ Thanks for your answer! I had gone down this route as well, but I couldn't get any handle on the asymptotics of the Gauss hypergeometric function. And then it's still in an implicit form which would make finding the asymptotics of $y$ difficult. It's nice to know there's a more or less closed form implicit solution, but I'm still having trouble showing the function is bounded below by a linear function with slope $c_1$. $\endgroup$
    – Ryan
    Mar 4, 2016 at 16:47
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As suggested by Did, we start by making the substitution \begin{equation} y(x) = a\,cosh(z(x))^{2/(m-1)}. \end{equation}

Taking a derivative and plugging it into the nonlinear first order equation gives \begin{equation} z'(x) = \sqrt{\frac{m-1}{2a^{m+1}}}\,cosh(z(x))^{(m-1)/2}. \end{equation}

If we introduce the constants $c=\sqrt{\frac{2}{(m-1)a^{m-1}}}$ and $\alpha = \frac{2}{m-1}$. Then the integrated form of this equation is

\begin{equation} \int_0^z cosh(t)^\alpha\,dt = \frac{c}{\alpha a}x +d, \end{equation} for some constant $d$, to be determined. Now we restrict to the case when $m\geq 3$, which forces $0<\alpha \leq 1$. This means that we have inequalities $(a+b)^\alpha < a^\alpha + b^\alpha$ for $a,b>0$. Likewise we have the inequalities $(a-b)^\alpha\geq a^\alpha - b^\alpha$ for $a\geq b>0$. Using this on the function $cosh(t)^\alpha$ we get

\begin{align} \frac{c}{a \alpha}x + d &\leq \int_0^z \frac{1}{2^\alpha} (e^{\alpha t} + e^{-\alpha t})\,dt\\ &\leq \frac{1}{\alpha 2^\alpha} (e^{\alpha z}-e^{-\alpha z}). \end{align}

At this point we can evaluate at the initial condition $z(0)=0$ to get that $d=0$ and we get a string of inequalities, using the above inequalities once more, to get

\begin{align} \frac{c}{a}x &\leq \frac{1}{2^\alpha} (e^{\alpha z}-e^{-\alpha z})\\ &\leq \frac{1}{2^\alpha}(e^z-e^{-z})^\alpha\\ &=(cosh^2(z)-1)^\frac{\alpha}{2}\\ &\leq cosh(z)^\alpha = \frac{y}{a}. \end{align}

This implies that $y(x)$ is bounded below by $c|x|$ when $m\geq 3$. This doesn't find the largest value of $b$ such that $c|x|+b\leq y(x)$, but it does guarantee $b\geq 0$ for $m\geq 3$. And it doesn't rule out the fact that $y$ could be bounded below by $c|x|+b$ for $m<3$.

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