Fuchsian equations

Fuchsian equations are a class of differential equations which have played a big role in my research and which have now found a niche in the mathematical relativity community. In fact they have a very wide range of applications. The story begins with Lazarus Fuchs in the mid nineteenth century. He was interested in the case of a higher order linear scalar ODE for a complex-valued function whose coefficients are analytic except for isolated singularities. The cases which I have mainly been concerned with are first order nonlinear systems of PDE for real-valued functions whose coefficients may only be smooth. It sounds like almost everything is different in the two cases and so what is the similarity? The basic idea is that a Fuchsian problem concerns a system of PDE with a singularity in the coefficients where the desire is to describe the behaviour of solutions near the singularity. If certain structural conditions are satisfied then for any formal power series solution of the problem there is a corresponding actual solution. In the original situation of Fuchs the series converged and the solution was its limit. More generally there need be no convergence and the series is only asymptotic. A related task is to find singular solutions of a regular system. By suitable changes of variables this can sometimes be transformed to the problem of finding a regular solution of a singular system.

With hindsight my first contact with a problem of Fuchsian type was in some work I did with Bernd Schmidt (Class. Quantum Grav. 8, 985) where we proved the existence of certain models for spherically symmetry stars in general relativity. Writing the equations in polar coordinates leads to a system of ODE with a singularity corresponding to the centre of symmetry. We proved the existence near the centre of solutions satisfying the appropriate boundary conditions by doing a direct iteration. In later years I was interested in the problem of mathematical models of the big bang in general relativity. I spent the academic year 1994-95 at IHES (I have written about this in a previous post) and in that period I often went to PDE seminars in Orsay. On one occasion the speaker was Satyanad Kichenassamy and his subject was Fuchsian equations. This is a long term research theme of his and he has written about it extensively in his books ‘Nonlinear Wave Equations’ and ‘Fuchsian Reduction: Applications to Geometry, Cosmology and Mathematical Physics’. I found the talk very stimulating and after some time I realized that this technique might be useful for studying spacetime singularities. Kichenassamy and I cooperated on working out an application to Gowdy spacetimes and this resulted in a joint paper. A general theorem on Fuchsian systems proved there has since (together with some small later modifications) been a workhorse for investigating spacetime singularities in various classes of spacetimes.

One of the highlights of this development was the proof by Lars Andersson and myself (Commun. Math. Phys. 218, 479) that there are very general classes of solutions of the Einstein equations coupled to a massless scalar field whose initial singularities can be described in great detail. In later work with Thibault Damour, Marc Henneaux and Marsha Weaver (Ann. H. Poincare 3, 1049) we were able to generalize this considerably, in particular to the case of solutions of the vacuum Einstein equations in sufficiently high dimensions.  For these results no symmetry assumptions were necessary. More recently these results were generalized in another direction by Mark Heinzle and Patrik Sandin (arXiv:1105.1643). Fuchsian systems have also been applied to the study of the late-time behaviour of cosmological models with positive cosmological constant. In the meantime there are more satisfactory results on this question useing other methods (see this post) but this example does show that the Fuchsian method can be applied to problems in general relativity which have nothing to do with the big bang. In general this method is a kind of machine for turning heuristic calculations into theorems.

The Fuchsian method works as follows. Suppose that a system of PDE is given and write it schematically as . I consider the case that the equation itself is regular and the aim is to find singular solutions. Let be an explicit function which satisfies the equation up to a certain order in an expansion parameter and which is singular on a hypersurface defined by . Look for a solution of the form where is less singular than . The original equation can be rewritten as , where is singular. Now the aim is to show that there is a unique solution of the transformed equation which vanishes as . A theorem of this kind was proved in the analytic case in the paper mentioned above which I wrote with Kichenassamy. Results on the smooth case are harder to prove and there are less of them known. A variant of the procedure is to define as a solution (not necessarily explicit) of an equation which is a simplified version of the equation . In the cases of spacetime singularities which have been successfully handled the latter system is the so-called velocity-dominated system.

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