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# Some topics in heavy-quark physics

## 1 Introduction

$`B`$ meson is the hydrogen atom of Quantum Chromodynamics (QCD), the simplest nontrivial hadron. In the leading approximation, the $`b`$ quark in it just seats at rest at the origin and creates chromoelectric field. Light constituents (gluons, light quarks and antiquarks) move in this external field. Their motion is relativistic; the number of gluons and light quark-antiquark pairs in this light cloud is undetermined and varying. Therefore, there are no reasons to expect that a nonrelativistic potential quark model describes $`B`$ meson well enough (in contrast to the $`\mathrm{{\rm Y}}`$ meson, where the nonrelativistic two-particle picture gives a good starting point).

Similarly, $`\mathrm{\Lambda }_b`$ baryon can be called the helium atom of QCD. Unlike in atomic physics, where the hydrogen atom is much simpler than helium, $`B`$ and $`\mathrm{\Lambda }_b`$ are equally difficult. Both have a light cloud with a variable number of relativistic particles. The size of this cloud is the confinement radius $`1/\mathrm{\Lambda }_{\text{QCD}}`$; its properties are determined by the large-distance nonperturbative QCD.

The analogy with atomic physics can tell us a lot about hadrons with a heavy quark. The usual hydrogen and tritium have identical chemical properties, despite the fact that the tritium nucleus is 3 times heavier than the proton. Both nuclei create identical electric fields, and both stay at rest. Similarly, $`D`$ and $`B`$ mesons have identical “hadro-chemical” properties, despite the fact that $`b`$ quark is 3 times heavier than $`c`$.

The proton magnetic moment is of the order of the nuclear magneton $`e/(2m_p)`$, and is much smaller than the electron magnetic moment $`e/(2m_e)`$. Therefore, the energy difference between the states of the hydrogen atom with the total spins 0 and 1 (hyperfine splitting) is small (of the order $`m_e/m_p`$ times the fine structure). Similarly, the $`b`$ quark chromomagnetic moment is proportional to $`1/m_b`$ by dimensionality, and the hyperfine splitting between $`B`$ and $`B^{}`$ mesons is small (proportional to $`1/m_b`$). Unlike in atomic physics, both “gross” structure intervals and fine structure intervals are just some numbers times $`\mathrm{\Lambda }_{\text{QCD}}`$, because light components are relativistic (a practical success of constituent quark models shows that these dimensionless numbers for fine splittings can be rather small, but they contain no small parameter).

In the limit $`m\mathrm{}`$, the heavy quark spin does not interact with gluon field. Therefore, it may be rotated at will, without changing physics. Such rotations can transform $`B`$ and $`B^{}`$ into each other; they are degenerate and have identical properties in this limit. This heavy quark spin symmetry yields many useful relations among heavy-hadron form factors . Not only the orientation, but also the magnitude of the heavy quark spin is irrelevant in the infinite mass limit. We can switch off the heavy quark spin, making it spinless, without affecting physics. This trick considerably simplifies counting independent form factors, and we shall use it often. Or, if we wish, we can make the heavy quark to have spin 1; it does not matter.

This leads to a supersymmetry group called the superflavour symmetry . It can be used to predict properties of hadrons containing a scalar or vector heavy quark. Such quarks exist in some extensions of the Standard Model (for example, supersymmetric or composite extensions). This idea can also be applied to baryons with two heavy quarks. They form a small-size bound state (with the radius of order $`1/(m\alpha _s)`$) which has spin 0 or 1 and is antitriplet in colour. Therefore, these baryons are similar to mesons with a heavy antiquark having spin 0 or 1. Accuracy of this picture cannot be high, because even the radius of the $`bb`$ diquark is only a few times smaller than the confinement radius.

## 2 Mesons with a heavy quark

Let’s consider mesons with the quark contents $`\overline{Q}q`$, where $`Q`$ is a heavy quark with mass $`m`$ ($`c`$ or $`b`$), and $`q`$ is a light quark ($`u`$, $`d`$, or $`s`$). As discussed above, the heavy quark spin is inessential in the limit $`m\mathrm{}`$, and may be switched off. In the world with a scalar heavy antiquark, $`S`$-wave mesons have angular momentum and parity $`j^P=\frac{1}{2}^+`$; $`P`$-wave mesons have $`j^P=\frac{1}{2}^{}`$ and $`\frac{3}{2}^{}`$. The energy difference between these two $`P`$-wave states (fine splitting) is a constant times $`\mathrm{\Lambda }_{\text{QCD}}`$ at $`m\mathrm{}`$, just like splittings between these $`P`$-wave states and the ground state; however, this constant is likely to be small.

In our real world, the heavy antiquark $`\overline{Q}`$ has spin and parity $`s_Q^P=\frac{1}{2}^{}`$. The quantum numbers of the above paragraph are those of the light fields’ cloud of a meson. Adding the heavy antiquark spin, we obtain, in the limit $`m\mathrm{}`$, a degenerate doublet of $`S`$-wave mesons with spin and parity $`s^P=0^{}`$ and $`1^{}`$, and two degenerate doublets of $`P`$-wave mesons, one with $`s^P=0^+`$ and $`1^+`$, and the other with $`s^P=1^+`$ and $`2^+`$. At a large but finite heavy-quark mass $`m`$, these doublets are not exactly degenerate. Hyperfine splittings, equal to to some dimensionless numbers times $`\mathrm{\Lambda }_{\text{QCD}}^2/m`$, appear. It is natural to expect that hyperfine splittings in $`P`$-wave mesons are less than in the ground-state $`S`$-wave doublet, because the characteristic distance between the quarks is larger in the $`P`$-wave case. Note that the $`1^+`$ mesons from the different doublets don’t differ from each other by any exactly conserving quantum numbers, and hence can mix. They differ by the angular momenta of the light fields, which is conserved up to $`1/m`$ corrections; therefore, the mixing angle should be of order of $`\mathrm{\Lambda }_{\text{QCD}}/m`$.

Mesons with $`q=u`$ and $`d`$ form isodoublets; together with isosinglets with $`q=s`$, they form $`SU(3)`$ triplets.

Experimentally observed  mesons containing the $`\overline{c}`$ antiquark are shown in Fig. 1. The energy scale at the left is in MeV, relative to the lowest mass meson. The mesons $`\overline{D}_1`$ and $`\overline{D}_2`$ form the doublet with the light fields’ quantum numbers $`j^P=\frac{3}{2}^+`$. The second $`P`$-wave doublet is suspiciously absent. It should be close to the $`\frac{3}{2}^+`$ one; it is not more difficult to produce these mesons than the $`\frac{3}{2}^+`$ ones. The problem is that they are too wide, and cannot be cleanly separated from the continuum.

In the leading approximation, the spectrum of $`\overline{b}`$ containing mesons is obtained from the spectrum of $`\overline{c}`$ containing mesons simply by the shift by $`m_bm_c`$. Experimentally observed mesons containing the $`\overline{b}`$ antiquark are shown in Fig. 2. The spectrum of $`\overline{c}`$ containing mesons is shown by dashed lines for comparison. It is positioned in such a way that the weighted average energies of the ground-state doublets coincide, where the $`1^{}`$ meson has weight 3 and the $`0^{}`$ meson has weight 1. The states $`B_1`$ and $`B_2`$ are not resolved, and are shown by a single line. Experimentally, it is difficult to measure their masses exactly enough. The hyperfine splitting of the ground-state doublet is smaller for $`B`$ mesons than for $`D`$ mesons, as expected.

## 3 Baryons with a heavy quark

In $`S`$-wave $`Qqq`$ baryons, the light quark spins can add giving $`j^P=0^+`$ or $`1^+`$. In the first case their spin wave function is antisymmetric; the Fermi statistics and the antisymmetry in colour require an antisymmetric flavour wave function. Hence the light quarks must be different; if they are $`u`$, $`d`$, then their isospin is $`I=0`$. With the heavy quark spin switched off, this gives the $`0^+`$ baryon $`\mathrm{\Lambda }_Q`$ with $`I=0`$. If one of the light quarks is $`s`$, we have the isodoublet $`\mathrm{\Xi }_Q`$, which forms a $`SU(3)`$ antitriplet together with $`\mathrm{\Lambda }_Q`$. With the heavy quark spin switched on, these baryons have $`s^P=\frac{1}{2}^+`$. In the $`1^+`$ case, the flavour wave function is symmetric. If the light quarks are $`u`$, $`d`$, then their isospin is $`I=1`$. This gives the $`1^+`$ isotriplet $`\mathrm{\Sigma }_Q`$; with one $`s`$ quark – the isodoublet $`\mathrm{\Xi }_Q^{}`$; with two $`s`$ quarks – the isosinglet $`\mathrm{\Omega }_Q`$. Together they form the $`SU(3)`$ sextet. With the heavy quark spin switched on, we obtain the degenerate doublets with $`s^P=\frac{1}{2}^+`$, $`\frac{3}{2}^+`$: $`\mathrm{\Sigma }_Q`$, $`\mathrm{\Sigma }_Q^{}`$; $`\mathrm{\Xi }_Q^{}`$, $`\mathrm{\Xi }_Q^{}`$; $`\mathrm{\Omega }_Q`$, $`\mathrm{\Omega }_Q^{}`$. The hyperfine splittings in these doublets are of the order of $`\mathrm{\Lambda }_{\text{QCD}}^2/m`$. Mixing between $`\mathrm{\Xi }_Q`$ and $`\mathrm{\Xi }_Q^{}`$ is suppressed both by $`1/m`$ and by $`SU(3)`$. There is a large number of $`P`$-wave excited states; we shall not discuss them here.

Experimentally observed  baryons containing $`c`$ quark are shown in Fig. 3. The higher states in the first and the third columns are $`P`$-wave. In the third column, the lowest state $`\mathrm{\Xi }_c`$ is followed by the doublet $`\mathrm{\Xi }_c^{}`$, $`\mathrm{\Xi }_c^{}`$. The $`\mathrm{\Omega }_c^{}`$ baryon has not yet been observed. The only baryon with $`b`$ quark, $`\mathrm{\Lambda }_b^0`$, has been discovered so far.

## 4 Masses

In the leading $`m_b\mathrm{}`$ approximation, the masses $`m_B`$ and $`m_B^{}`$ are both equal to $`m_b+\overline{\mathrm{\Lambda }}`$, where $`\overline{\mathrm{\Lambda }}`$ is the energy of the ground state of light fields in the chromoelectric field of the $`\overline{b}`$ antiquark. This energy $`\overline{\mathrm{\Lambda }}`$ is of order of $`\mathrm{\Lambda }_{\text{QCD}}`$. Excited states of light fields have energies $`\overline{\mathrm{\Lambda }}_i`$, giving excited degenerate doublets with the masses $`m_b+\overline{\mathrm{\Lambda }}_i`$.

There are two $`1/m_b`$ corrections to the masses. First, the $`\overline{b}`$ antiquark has an average momentum squared $`\mu _\pi ^2`$, which is of order of $`\mathrm{\Lambda }_{\text{QCD}}^2`$. Therefore, it has kinetic energy $`\mu _\pi ^2/(2m_b)`$. Second, the $`\overline{b}`$ chromomagnetic moment interacts with the chromomagnetic field created by light constituents at the origin, where $`\overline{b}`$ stays. This chromomagnetic field is proportional to the light fields’ angular momentum $`\stackrel{}{j}_l`$. Therefore, the chromomagnetic interaction energy is proportional to

$$\stackrel{}{s}_Q\stackrel{}{j}_l=\frac{1}{2}\left[s(s+1)s_Q(s_Q+1)j_l(j_l+1)\right]=\{\begin{array}{cc}\frac{3}{4},\hfill & s=0\hfill \\ \frac{1}{4},\hfill & s=1\hfill \end{array}$$

where $`\stackrel{}{s}=\stackrel{}{s}_Q+\stackrel{}{j}_l`$ is the meson spin. If we denote this energy for $`B`$ as $`\mu _G^2/(2m_b)`$, then for $`B^{}`$ it will be $`\frac{1}{3}\mu _G^2/(2m_b)`$. Here $`\mu _G^2`$ is of order of $`\mathrm{\Lambda }_{\text{QCD}}^2`$. The $`B`$, $`B^{}`$ meson masses with $`1/m_b`$ corrections taken into account are given by the formulae

$$\begin{array}{cc}\hfill m_B& =m_b+\overline{\mathrm{\Lambda }}+\frac{\mu _\pi ^2\mu _G^2}{2m_b}+𝒪\left(\frac{\mathrm{\Lambda }_{\text{QCD}}^3}{m_b^2}\right),\hfill \\ \hfill m_B^{}& =m_b+\overline{\mathrm{\Lambda }}+\frac{\mu _\pi ^2+\frac{1}{3}\mu _G^2}{2m_b}+𝒪\left(\frac{\mathrm{\Lambda }_{\text{QCD}}^3}{m_b^2}\right).\hfill \end{array}$$
(1)
The hyperfine splitting is

$$m_B^{}m_B=\frac{2\mu _G^2}{3m_b}+𝒪\left(\frac{\mathrm{\Lambda }_{\text{QCD}}^3}{m_b^2}\right).$$

Taking into account $`m_B^{}+m_B=2m_b+𝒪(\mathrm{\Lambda }_{\text{QCD}})`$, we obtain

$$m_B^{}^2m_B^2=\frac{4}{3}\mu _G^2+𝒪\left(\frac{\mathrm{\Lambda }_{\text{QCD}}^3}{m_b}\right).$$

The difference $`m_D^{}^2m_D^2`$ is given by a similar formula with $`m_c`$ instead of $`m_b`$. Therefore, the ratio

$$\frac{m_B^{}^2m_B^2}{m_D^{}^2m_D^2}=1+𝒪\left(\frac{\mathrm{\Lambda }_{\text{QCD}}}{m_{c,b}}\right).$$
(2)
Experimentally, this ratio is 0.89. This is a spectacular confirmation of the idea that violations of the heavy quark spin symmetry are proportional to $`1/m`$. In fact, the matrix element $`\mu _G^2`$ depends on the normalization scale, and hence is not quite the same for $`D`$ and $`B`$; this produces moderate perturbative corrections to (2).

## 5 Strong decays

$`P`$-wave excited states decay into the ground state emitting a pion. In the ideal world with an infinitely heavy scalar $`\overline{c}`$, the $`\frac{1}{2}^+`$ $`P`$-wave meson decays into the $`\frac{1}{2}^{}`$ ground-state meson plus a pion (having $`s^P=0^{}`$) with the orbital angular momentum $`l=0`$ ($`S`$-wave); the $`\frac{3}{2}^+`$ $`P`$-wave meson decays into the ground-state meson plus a pion with $`l=2`$ ($`D`$-wave). The pion momenta $`p_\pi `$ in these decays are rather small, and hence the decay of the $`\frac{3}{2}^+`$ meson (whose width is proportional to $`p_\pi ^5`$) is strongly suppressed. The decay of the $`\frac{1}{2}^+`$ meson is not suppressed, its width is proportional to $`p_\pi `$. Therefore, in our real world, the $`0^+`$, $`1^+`$ doublet mesons are very wide, and difficult to observe.

Let’s consider decays of $`D_1`$, $`D_2`$, taking the $`\overline{c}`$ spin into account, but still in the limit $`m_c\mathrm{}`$. The widths of $`D_1`$ and $`D_2`$ are equal, because the $`\overline{c}`$ spin plays no role in the decay. $`D_1`$ decays only into $`D^{}\pi `$, the decay into $`D\pi `$ is forbidden by the angular momentum conservation. $`D_2`$ can decay into both $`D\pi `$ and $`D^{}\pi `$. In order to find the branching ratio $`B(D_2D\pi )`$, we shall use a simple device known as Shmushkevich factory.

Let’s take a sample of $`D_{1,2}`$ mesons with random polarizations of $`\overline{c}`$. Then 3/8 of this sample are $`D_1`$, and 5/8 are $`D_2`$. Now let’s wait for a small time $`dt`$; a fraction $`\mathrm{\Gamma }dt`$ of the sample will decay. Ground-state mesons produced have randomly polarized $`\overline{c}`$. Therefore, 1/4 of them are $`D`$, and 3/4 are $`D^{}`$. $`D`$ mesons are only produced from $`D_2`$:

$$\frac{5}{8}B(D_2D\pi )=\frac{1}{4},$$

and hence

$$B(D_2D\pi )=\frac{2}{5},B(D_2D^{}\pi )=\frac{3}{5}.$$

In the limit $`m_c\mathrm{}`$, $`D`$ and $`D^{}`$ are degenerate, and so are $`D_1`$ and $`D_2`$. In the real world, pion momenta in these decays differ. The widths are proportional to $`p_\pi ^5`$, and even rather small momentum differences produce a drastic effect. It seems natural to suppose that the heavy-quark spin symmetry predictions hold for the coefficients in front of $`p_\pi ^5`$. Then

$$\frac{\mathrm{\Gamma }(D_2D\pi )}{\mathrm{\Gamma }(D_2D^{}\pi )}=\frac{2}{3}\left(\frac{p_\pi (D_2D\pi )}{p_\pi (D_2D^{}\pi )}\right)^5=2.5,$$

while the experimental value is $`2.3\pm 0.6`$ . Formally, the difference of $`p_\pi (D_2D\pi )/p_\pi (D_2D^{}\pi )`$ from 1 is a $`1/m_c`$ correction. We can only hope that this kinematical $`1/m_c`$ effect, included in the above estimate, is dominant.

## 6 Leptonic decay constants

Let’s now discuss the $`B`$-meson leptonic decay constant $`f_B`$. It is defined by

$$<0|\overline{b}\gamma ^\mu \gamma ^5u|B(p)>=if_Bp^\mu ,$$

where the one-particle state is normalized in the usual Lorentz-invariant way:

$$<B(p^{})|B(p)>=2p^0(2\pi )^3\delta (\stackrel{}{p}^{}\stackrel{}{p}).$$

This relativistic normalization becomes senseless in the limit $`m_b\mathrm{}`$, and the non-relativistic normalization

$${}_{\text{nr}}{}^{}<B(p^{})|B(p)>_{\text{nr}}=(2\pi )^3\delta (\stackrel{}{p}^{}\stackrel{}{p})$$

should be used instead. Then, for the $`B`$ meson at rest,

$$<0|\overline{b}\gamma ^0\gamma ^5u|B>_{\text{nr}}=\frac{im_Bf_B}{\sqrt{2m_B}}.$$

Denoting this matrix element (which is mass-independent at $`m_b\mathrm{}`$) as $`iF/\sqrt{2}`$, we obtain

$$f_B=\frac{F}{\sqrt{m_b}}\left[1+𝒪\left(\frac{\mathrm{\Lambda }_{\text{QCD}}}{m_b}\right)\right],$$
(3)
and hence

$$\frac{f_B}{f_D}=\sqrt{\frac{m_c}{m_b}}\left[1+𝒪\left(\frac{\mathrm{\Lambda }_{\text{QCD}}}{m_{c,b}}\right)\right].$$
(4)
In fact, the matrix element $`F`$ depends on the normalization scale, and hence is not quite the same for $`D`$ and $`B`$; this produces moderate perturbative corrections to (4). Lattice simulations and QCD sum rules show that the $`1/m_c`$ correction in the formula for $`f_D`$ similar to (3) is of order 100%, so that the accuracy of (4) is not high.

Experimentally ,

$$f_{D_s^+}=280\pm 19\pm 28\pm 34\text{MeV},f_{D^+}=300_{15040}^{+180+80}\text{MeV},$$

from the $`\mu ^+\nu _\mu `$ and $`\tau ^+\nu _\tau `$ decays. The branching $`B(B^+\tau ^+\nu _\tau )`$ should be of order $`0.510^4`$, so that a direct measurement of $`f_{B^+}`$ at $`B`$-factories seems feasible. Theoretical estimates of $`f_B`$ vary by about a factor 2.

## 7 Exclusive semileptonic decays

Let’s discuss the decay $`B\overline{D}W^{}`$, where $`W^{}`$ is a virtual $`W^+`$ which decays into $`l^+\nu _l`$. In the limit $`m_b\mathrm{}`$, $`m_c\mathrm{}`$, it is enough to consider the case when $`\overline{b}`$, $`\overline{c}`$, and $`W^{}`$ are scalar. We concentrate our attention on decays of $`B`$ with 4-velocity $`v`$ into $`\overline{D}`$ with 4-velocity $`v^{}`$. Let $`\stackrel{~}{J}`$ be the scalar current which replaces a scalar $`\overline{b}`$ with 4-velocity $`v`$ by a scalar $`\overline{c}`$ with 4-velocity $`v^{}`$. With the non-relativistic normalization of the scalar quark wave functions, they are just 1, and the quark decay matrix element is

$$<\overline{c}|\stackrel{~}{J}|\overline{b}>=1.$$
(5)
The ground-state $`B`$ meson has $`s^P=\frac{1}{2}^+`$; $`\overline{D}`$ will be used to denote generically a ground-state or excited $`\overline{c}q`$ meson. It is convenient to work in the $`B`$ rest frame. Let the $`z`$ axis be in the direction of $`\overline{D}`$ motion. Angular momentum conservation gives $`s_z^{}=s_z`$. Reflection in a plane containing the $`z`$ axis transforms a state $`|s,s_z>`$ into $`Pi^{2s}|s,s_z>`$. Therefore, the amplitude of the $`s_z`$ into $`s_z`$ transition is equal to that of the $`s_z`$ into $`s_z`$ transition, up to a phase factor; an $`s_z=0`$ into $`s_z^{}=0`$ transition is allowed only when the “naturalness” $`P(1)^s`$ is conserved . For example, the transition $`\mathrm{\Lambda }_b\mathrm{\Lambda }_c`$ is described by a single form factor; $`\mathrm{\Lambda }_b\mathrm{\Sigma }_c`$ is forbidden by “naturalness” (and also suppressed by isospin); $`\mathrm{\Sigma }_b\mathrm{\Sigma }_c`$ is described by two form factors ($`s_z=s_z^{}=0`$ and $`\pm 1`$.

The transitions of the ground-state $`\frac{1}{2}^+`$ $`\overline{b}q`$ meson into an $`S`$-wave $`\frac{1}{2}^+`$ $`\overline{c}q`$ meson, and into a $`P`$-wave $`\frac{1}{2}^{}`$ or $`\frac{3}{2}^{}`$ $`\overline{c}q`$ meson, are described by one form factor each :

$$\begin{array}{cc}\hfill <\frac{1}{2}^+|\stackrel{~}{J}|\frac{1}{2}^+>& =\xi (\mathrm{cosh}\vartheta )\overline{u}^{}u,\hfill \\ \hfill <\frac{1}{2}^{}|\stackrel{~}{J}|\frac{1}{2}^+>& =\tau _{1/2}(\mathrm{cosh}\vartheta )\overline{u}^{}\gamma _5u,\hfill \\ \hfill <\frac{3}{2}^{}|\stackrel{~}{J}|\frac{1}{2}^+>& =\tau _{3/2}(\mathrm{cosh}\vartheta )v^\mu \overline{u}_\mu ^{}u,\hfill \end{array}$$
(6)
where $`\mathrm{cosh}\vartheta =vv^{}`$, $`\vartheta `$ is the Minkowski angle between the 4-velocities of $`B`$ and $`\overline{D}`$.

The Dirac wave function $`u`$ of the initial $`\frac{1}{2}^+`$ meson satisfies $`(\text{/}v1)u=0`$ and is normalized by the non-relativistic condition $`\overline{u}u=1`$; the sum over its two polarizations is

$$u\overline{u}=\frac{1+\text{/}v}{2}.$$

The Dirac wave function $`u^{}`$ of the final $`\frac{1}{2}^\pm `$ meson has similar properties, with $`v^{}`$ instead of $`v`$. The Rarita–Schwinger wave function $`u_\mu ^{}`$ of the spin $`\frac{3}{2}`$ meson satisfies $`(\text{/}v^{}1)u_\mu ^{}=0`$, $`\gamma ^\mu u_\mu ^{}=0`$ $`v^\mu u_\mu ^{}=0`$, and is normalized by $`\overline{u}^\mu u_\mu ^{}=1`$; the sum over four polarization of the meson is

$$u_\mu ^{}\overline{u}_\nu ^{}=\frac{1+\text{/}v^{}}{2}\left(g_{\mu \nu }+\frac{1}{3}\gamma _\mu \gamma _\nu +\frac{2}{3}v_\mu v_\nu \right)\frac{1+\text{/}v^{}}{2}.$$
(7)
All the form factors of $`B`$ transitions into $`\overline{D}`$, $`\overline{D}^{}`$ via the vector and axial $`\overline{b}c`$ weak currents are proportional to the Isgur–Wise form factor $`\xi (\mathrm{cosh}\vartheta )`$, with trivial kinematical coefficients. When the current $`J`$ replaces an infinitely heavy $`\overline{b}`$ by an infinitely heavy $`\overline{c}`$ with the same 4-velocity and colour, light fields don’t notice it:

$$\xi (1)=1.$$
(8)
The maximum $`\mathrm{cosh}\vartheta `$ accessible in the $`B\overline{D}`$, $`\overline{D}^{}`$ decays is about 1.6; a rough sketch of $`\xi (\mathrm{cosh}\vartheta )`$ as extracted from experimental data is shown in Fig. 4. At $`\mathrm{cosh}\vartheta 1`$, the Isgur–Wise form factor behaves as

$$\xi (\mathrm{cosh}\vartheta )\frac{\alpha _s}{\mathrm{cosh}^2\vartheta },$$
(9)
up to logarithmic factors.

The $`BB`$ form factor is also proportional to $`\xi (\mathrm{cosh}\vartheta )`$. In this case, $`q^2=2m_B^2(1\mathrm{cosh}\vartheta )`$. The form factor has a cut in the annihilation channel from $`q^2=4m_B^2`$ to $`+\mathrm{}`$. Therefore, $`\xi (\mathrm{cosh}\vartheta )`$ has a cut from $`\mathrm{cosh}\vartheta =1`$ to $`\mathrm{}`$ (Fig. 5). Geometrically speaking, $`\mathrm{cosh}\vartheta >1`$ corresponds to Minkowski angles between the world lines of the incoming heavy quark and the outgoing one – this is the scattering (or decay) channel. When $`\mathrm{cosh}\vartheta =1`$, the world line is straight, and there is no transition at all (see (8)). When $`|\mathrm{cosh}\vartheta |<1`$, the angle is Euclidean. When $`\mathrm{cosh}\vartheta <1`$, we have a Minkowski angle again, but one of the 4-velocities is directed into the past — this is the annihilation channel. At the point $`\mathrm{cosh}\vartheta =1`$, the heavy quark returns back along the same world line. In fact, the very concept of the Isgur–Wise form factor is inapplicable near this point. The HQET picture is based on the fact that heavy quarks move along straight world lines. If their relative velocity in the annihilation channel is $`\alpha _s`$, they rotate around each other instead. The $`B`$ meson form factor has poles below the threshold corresponding to $`\mathrm{{\rm Y}}`$ mesons with binding energies $`m_b\alpha _s^2`$; its behaviour in this region is not universal. The concept of the Isgur–Wise form factor is only applicable at $`|\mathrm{cosh}\vartheta +1|\alpha _s^2`$ (Fig. 5).

Squaring the matrix elements (6), summing over the final meson polarizations (using (7) for the sipn $`\frac{3}{2}`$ meson), averaging over the initial meson polarizations, and normalizing to the quark decay (5), we obtain the branching ratios

$$\begin{array}{cc}\hfill B\left(\frac{1}{2}^+\frac{1}{2}^+\right)& =\frac{\mathrm{cosh}\vartheta +1}{2}\xi ^2(\mathrm{cosh}\vartheta ),\hfill \\ \hfill B\left(\frac{1}{2}^+\frac{1}{2}^{}\right)& =\frac{\mathrm{cosh}\vartheta 1}{2}\tau _{1/2}^2(\mathrm{cosh}\vartheta ),\hfill \\ \hfill B\left(\frac{1}{2}^+\frac{3}{2}^{}\right)& =\frac{(\mathrm{cosh}\vartheta +1)^2(\mathrm{cosh}\vartheta 1)}{3}\tau _{3/2}^2(\mathrm{cosh}\vartheta ).\hfill \end{array}$$
(10)
They are the fractions of the number of $`BX_{\overline{c}}W^+`$ decays with $`X_{\overline{c}}`$ velocity $`v^{}`$, where the hadronic system $`X_{\overline{c}}`$ happens to be a single meson. The decay $`\frac{1}{2}^+\frac{1}{2}^+`$ is $`S`$-wave, and therefore the squared matrix element tends to a constant at $`\vartheta 0`$. The decays $`\frac{1}{2}^+\frac{1}{2}^{}`$ and $`\frac{1}{2}^+\frac{3}{2}^{}`$ are $`P`$-wave, and therefore the squared matrix elements behave as the relative velocity squared, $`\vartheta ^2`$. Similarly, decays into $`D`$-wave mesons $`\frac{3}{2}^+`$, $`\frac{5}{2}^+`$ are $`D`$-wave, and behave as $`\vartheta ^4`$ at $`\vartheta 0`$. If we choose the mass of the virtual $`W^{}`$ larger than $`m_B+m_D`$, we can consider the channel $`W^{}BD`$. The squared matrix elements are given by the formulae (10) with the extra factor 2, because we sum over the $`D`$ polarizations now, not average. The decays of the scalar $`W^{}`$ into $`\frac{1}{2}^+\frac{1}{2}^{}`$, $`\frac{1}{2}^+\frac{1}{2}^+`$, and $`\frac{1}{2}^+\frac{3}{2}^+`$ are $`P`$-wave, $`S`$-wave, and $`D`$-wave. Therefore, their squared matrix elements behave as the relative velocity to the power 2, 0, and 4, correspondingly. This explains the behaviour of the formulae (10) at $`\mathrm{cosh}\vartheta 1`$.

## 8 Inclusive semileptonic decays

The inclusive decay rate $`BX_{\overline{c}}W^{}`$ can be written as $`F(\epsilon ,\mathrm{cosh}\vartheta )d\epsilon `$, where $`\mathrm{cosh}\vartheta =vv^{}`$, $`v^{}`$ is the $`X_{\overline{c}}`$ 4-velocity: $`p_X=m_Xv^{}`$, and $`\epsilon =m_Xm_D`$ is the excitation energy (we are still in the limit $`m_c\mathrm{}`$, where $`m_D^{}=m_D`$). The structure function is

$`F(\epsilon ,\mathrm{cosh}\vartheta )=`$ $`{\displaystyle \frac{\mathrm{cosh}\vartheta +1}{2}}{\displaystyle \underset{\frac{1}{2}^+}{}}\xi _i^2(\mathrm{cosh}\vartheta )\delta (\epsilon \epsilon _i)`$
$`+{\displaystyle \frac{\mathrm{cosh}\vartheta 1}{2}}{\displaystyle \underset{\frac{1}{2}^{}}{}}\tau _{1/2}^2(\mathrm{cosh}\vartheta )\delta (\epsilon \epsilon _i)`$ (11)
$`+{\displaystyle \frac{(\mathrm{cosh}\vartheta +1)^2(\mathrm{cosh}\vartheta 1)}{3}}{\displaystyle \underset{\frac{3}{2}^{}}{}}\tau _{3/2}^2(\mathrm{cosh}\vartheta )\delta (\epsilon \epsilon _i)+\mathrm{}`$
where the sums run over final states with the indicated quantum numbers, $`\epsilon _i`$ are their excitation energies, the index $`i`$ is not explicitly shown in the form factors $`\tau _{1/2}`$ and $`\tau _{3/2}`$, and the dots mean the contribution of $`D`$-wave and higher states. At $`\vartheta =0`$, $`F(\epsilon ,1)=\delta (\epsilon )`$. A qualitative sketch of $`F(\epsilon ,\mathrm{cosh}\vartheta )`$ as a function of $`\epsilon `$ at some fixed $`\vartheta >0`$ is shown in Fig. 6. It contains a $`\delta `$ peak at $`\epsilon =0`$ due to the transition into the ground state ($`\overline{D}`$ and $`\overline{D}^{}`$), then some peaks due to excited states which become wider when $`\epsilon `$ increases, and the curve becomes smooth. At $`\epsilon \mathrm{\Lambda }_{\text{QCD}}`$, it is given by the perturbative gluon radiation:

$$F(\epsilon ,\mathrm{cosh}\vartheta )=\frac{2C_F\alpha _s(\vartheta \mathrm{coth}\vartheta 1)}{\pi \epsilon }.$$
(12)
Its $`\epsilon `$ dependence is evident from dimensionality, and the $`\vartheta `$ dependence is given by the famous QED soft-photon radiation function. It is also known from classical electrodynamics: this function is the distribution in the radiation energy when a charge suddenly changes its velocity from $`v`$ to $`v^{}`$.

The total decay probability is unity:

$$F(\epsilon ,\mathrm{cosh}\vartheta )𝑑\epsilon =1.$$
(13)
This is the Bjorken sum rule . In particular, the decay rate into the ground-state $`\frac{1}{2}^+`$ meson must not exceed the total one:

$$\xi (\mathrm{cosh}\vartheta )\sqrt{\frac{2}{\mathrm{cosh}\vartheta +1}}.$$
(14)
At $`\mathrm{cosh}\vartheta 1`$, the ground state is rarely produced, and the Isgur–Wise form factor (9) is much less than the bound (14).

The Bjorken sum rule becomes much simpler in the small $`\vartheta `$ limit. The Isgur–Wise form factor of the transition into the ground state behaves as $`\xi (\mathrm{cosh}\vartheta )=1\rho ^2(\mathrm{cosh}\vartheta 1)+\mathrm{}`$, and those of transitions into higher $`S`$-wave mesons – as $`\xi _i(\mathrm{cosh}\vartheta )=\rho _i^2(\mathrm{cosh}\vartheta 1)+\mathrm{}`$. Expanding (13) up to linear terms in $`\mathrm{cosh}\vartheta 1`$, we obtain

$$1+\left[\frac{1}{2}2\rho ^2+\frac{1}{2}\tau _{1/2}^2(1)+\frac{4}{3}\tau _{3/2}^2(1)\right](\mathrm{cosh}\vartheta 1)=1.$$
(15)
$`D`$-wave final state don’t contribute in this order, as well as higher $`S`$-wave final states. Therefore, the slope of the Isgur–Wise form factor $`\rho ^2`$ is expressed via the form factors of $`P`$-wave meson production at $`\mathrm{cosh}\vartheta =1`$:

$$\rho ^2=\frac{1}{4}+\frac{1}{4}\tau _{1/2}^2(1)+\frac{2}{3}\tau _{3/2}^2(1).$$
(16)
In particular,

$$\rho ^2>\frac{1}{4}$$
(17)
(this also follows from (14)).

We can also consider the inclusive decay of polarized $`B`$. Its structure function is (we use (7) for the spin $`\frac{3}{2}`$ meson)

$`\overline{u}{\displaystyle \frac{\text{/}v^{}+1}{2}}u{\displaystyle \underset{\frac{1}{2}^+}{}}\xi _i^2(\mathrm{cosh}\vartheta )\delta (\epsilon \epsilon _i)+\overline{u}{\displaystyle \frac{\text{/}v^{}1}{2}}u{\displaystyle \underset{\frac{1}{2}^{}}{}}\tau _{1/2}^2(\mathrm{cosh}\vartheta )\delta (\epsilon \epsilon _i)`$
$`+{\displaystyle \frac{\mathrm{cosh}\vartheta +1}{3}}\left[2\mathrm{cosh}\vartheta 1(2\mathrm{cosh}\vartheta )\overline{u}\text{/}v^{}u\right]{\displaystyle \underset{\frac{3}{2}^{}}{}}\tau _{3/2}^2(\mathrm{cosh}\vartheta )\delta (\epsilon \epsilon _i)`$
$`+\mathrm{}`$
Averaging it over polarizations $`\overline{u}\text{/}v^{}u\mathrm{cosh}\vartheta `$, we reproduce (11). The decay rate does not depend on the initial meson polarization. This gives the Uraltsev sum rule

$$\begin{array}{cc}\hfill \underset{\frac{1}{2}^+}{}\xi _i^2(\mathrm{cosh}\vartheta )& +\underset{\frac{1}{2}^{}}{}\tau _{1/2}^2(\mathrm{cosh}\vartheta )\hfill \\ & \frac{2}{3}(\mathrm{cosh}\vartheta +1)(2\mathrm{cosh}\vartheta )\underset{\frac{3}{2}^{}}{}\tau _{3/2}^2(\mathrm{cosh}\vartheta )+\mathrm{}=0.\hfill \end{array}$$
(18)
It becomes much simpler at $`\vartheta 0`$. $`D`$\- and higher-wave contributions vanish, and

$$1+\tau _{1/2}^2(1)\frac{4}{3}\tau _{3/2}^2(1)=0.$$
(19)
Substituting $`\tau _{3/2}^2(1)`$ from the this sum rule into (16), we obtain

$$\rho ^2=\frac{3}{4}\left(1+\tau _{1/2}^2(1)\right).$$
(20)
In particular,

$$\rho ^2>\frac{3}{4}.$$
(21)
This Uraltsev boundary is much stronger than the Bjorken boundary (17). Experimantally, $`\rho ^20.8`$.

More sum rules can be obtained from the energy conservation. In the $`v`$ rest frame, the light fields in $`B`$ have a definite energy $`E=\overline{\mathrm{\Lambda }}`$. They have no definite momentum, because they are in the external chromoelectric field created by the $`\overline{b}`$ antiquark. Its average is $`<\stackrel{}{p}>=0`$, and the average of its square is $`<\stackrel{}{p}^2>=\mu _\pi ^2`$ (it is the same as the average squared momentum of the heavy antiquark, see (1)). The light fields’ energy in the $`v^{}`$ frame is $`E^{}=\overline{\mathrm{\Lambda }}\mathrm{cosh}\vartheta p_x\mathrm{sinh}\vartheta `$. When $`\overline{b}`$ with the 4-velocity $`v`$ is suddenly transformed into $`\overline{c}`$ with the 4-velocity $`v^{}`$, the light fields remain in their original state at the first moment. After that, the energy $`E^{}`$ is conserved in the field of $`\overline{c}`$ moving with the 4-velocity $`v^{}`$. Therefore, the average excitation energy of $`X_{\overline{c}}`$ and the average squared excitation energy are

$`<E^{}\overline{\mathrm{\Lambda }}>`$ $`=\overline{\mathrm{\Lambda }}(\mathrm{cosh}\vartheta 1),`$
$`<(E^{}\overline{\mathrm{\Lambda }})^2>`$ $`=\overline{\mathrm{\Lambda }}^2(\mathrm{cosh}\vartheta 1)^2+{\displaystyle \frac{\mu _\pi ^2}{3}}(\mathrm{cosh}^2\vartheta 1)`$
(because $`<p_x^2>=<\stackrel{}{p}^2>/3`$). This gives the Voloshin sum rule  and the BGSUV sum rule :

$`{\displaystyle F(\epsilon ,\mathrm{cosh}\vartheta )\epsilon 𝑑\epsilon }`$ $`=\overline{\mathrm{\Lambda }}(\mathrm{cosh}\vartheta 1),`$ (22)
$`{\displaystyle F(\epsilon ,\mathrm{cosh}\vartheta )\epsilon ^2𝑑\epsilon }`$ $`=\overline{\mathrm{\Lambda }}^2(\mathrm{cosh}\vartheta 1)^2+{\displaystyle \frac{\mu _\pi ^2}{3}}(\mathrm{cosh}^2\vartheta 1).`$ (23)
The transition into the ground-state meson with $`\epsilon =0`$ does not contribute here.

Expanding these sum rules up to linear terms in $`\mathrm{cosh}\vartheta 1`$, we obtain, similarly to (15),

$`{\displaystyle \frac{1}{2}}{\displaystyle \tau _{1/2}^2(1)\epsilon _i}+{\displaystyle \frac{4}{3}}{\displaystyle \tau _{3/2}^2(1)\epsilon _i}`$ $`=\overline{\mathrm{\Lambda }},`$ (24)
$`{\displaystyle \frac{1}{2}}{\displaystyle \tau _{1/2}^2(1)\epsilon _i^2}+{\displaystyle \frac{4}{3}}{\displaystyle \tau _{3/2}^2(1)\epsilon _i^2}`$ $`={\displaystyle \frac{2}{3}}\mu _\pi ^2.`$ (25)
Let $`\mathrm{\Delta }`$ be the minimum $`P`$-wave excitation energy. Then, replacing $`\epsilon _i`$ by $`\mathrm{\Delta }`$ in the left-hand side of (24), we make it smaller. After singling out this factor $`\mathrm{\Delta }`$, the remaining sum is $`2\left(\rho ^2\frac{1}{4}\right)`$ (16):

$$\overline{\mathrm{\Lambda }}2\mathrm{\Delta }\left(\rho ^2\frac{1}{4}\right).$$
(26)
This inequality can also be rewritten as an upper bound on $`\rho ^2`$ :

$$\rho ^2\frac{1}{4}+\frac{\overline{\mathrm{\Lambda }}}{2\mathrm{\Delta }}.$$
(27)
Similarly, replacing $`\epsilon _i^2`$ by $`\mathrm{\Delta }\epsilon _i`$ in the left-hand side of (25), we make it smaller. After singling out the factor $`\mathrm{\Delta }`$, the remaining sum is $`\overline{\mathrm{\Lambda }}`$ (24), and

$$\mu _\pi ^2\frac{3}{2}\mathrm{\Delta }\overline{\mathrm{\Lambda }}3\mathrm{\Delta }^2\left(\rho ^2\frac{1}{4}\right)$$
(28)
(at the second step, the inequality (26) was used). If the lowest resonances in the $`\frac{1}{2}^{}`$ and $`\frac{3}{2}^{}`$ channels with nearly equal energies dominate in (24), (25), then the inequalities (26), (28) should be close to equalities. This is, probably, the case. Strictly speaking, the minimum excitation energy $`\mathrm{\Delta }`$ is equal to $`m_\pi `$, because the ground-state meson plus a soft pion can have the needed quantum numbers. This $`\mathrm{\Delta }`$ is small, and the bounds are very weak. However, the coupling of a soft pion with a heavy meson is small, and these states contribute little to the sum rules (24), (25). The first important contribution comes from the lowest $`P`$-wave resonances.

As you may have noticed, the integral in the Bjorken sum rule (13) logarithmically diverges at large $`\epsilon `$, due to (12). The integrals (22), (23) diverge even more strongly. Therefore, if we want to take $`\alpha _s`$ effects into account, we have to cut these integrals somehow. On the other hand, the form factors $`\xi _i(\mathrm{cosh}\vartheta )`$, $`\tau _{1/2}(\mathrm{cosh}\vartheta )`$, $`\tau _{3/2}(\mathrm{cosh}\vartheta )`$ depend on the normalization point $`\mu `$, if perturbative effects are taken into consideration. It is natural to expect that the sum rules are valid, up to $`𝒪(\alpha _s(\mu ))`$ corrections, when $`\mu `$ is of the order of the cutoff energy (this is discussed in  in more details). Therefore, the anomalous dimension of the HQET heavy-heavy quark current (which describes the $`\mu `$-dependence of the formfactors) is proportional to the soft-photon radiation function (12).

For more information about inclusive sum rules, see .

## 9 Pair production of heavy mesons

It is also possible to establish a bound on the Isgur–Wise form factor at the cut (Fig. 5). The decay rate $`W^{}BD`$ must be less than the total decay rate $`W^{}\overline{b}c`$:

$$n_l|\xi (\mathrm{cosh}\vartheta )|^2|\mathrm{cosh}\vartheta +1|N_c,$$
(29)
where $`n_l`$ is the number of light flavours, and $`N_c`$ is the number of colours. The left-hand side should be the sum over light flavours, if $`SU(3)`$ breaking is taken into account. The inequality (29) is applicable at $`|\mathrm{cosh}\vartheta +1|\alpha _s^2`$ (outside the pitched region in Fig. 5), where the Isgur–Wise form factor has sense, and the decay rate $`W^{}\overline{b}c`$ is given by the free quark formula. At $`|\mathrm{cosh}\vartheta |1`$, production of the pair of ground-state mesons is rare, and the Isgur–Wise form factor (9) is much less than the bound (29). The inequality (29) was proposed in , where the factor $`n_l`$ has been erroneously omitted. It was used, together with analyticity, to obtain bounds on the Isgur–Wise form factor in the physical region.


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# Failure of analytic hypoellipticity in a class of differential operators

## 1. Introduction and result

A differential operator $`P`$ is said to be hypoelliptic (respectively, analytic hypoelliptic) on $`\mathrm{\Omega }`$ if for any $`C^{\mathrm{}}`$ (respectively, $`C^\omega `$) function $`f`$ on some open set $`U\mathrm{\Omega }`$ all the solutions $`u`$ of $`Pu=f`$ belong to $`C^{\mathrm{}}(U)`$ (respectively, $`C^\omega (U)`$).

The basic result about the hypoellipticity of operators of the type “sum of squares”, $`P=X_1^2+\mathrm{}+X_n^2`$ , where $`X_1,\mathrm{},X_n`$ are real vector fields of class $`C^\omega (\mathrm{\Omega })`$, is Hörmander’s theorem  which gives necessary and sufficient conditions for hypoellipticity. But these assumptions are not sufficient for analytic hypoellipticity as was first proved by Baouendi and Goulaouic . Other classes of hypoelliptic operators which fail to be analytic hypoelliptic have been found and there are important results on analytic regularity (see Christ -, Christ and Geller , Derridj and Tartakoff -, Derridj and Zuily , Francsics and Hanges -, Grigis and Sjöstrand , Hanges and Himonas -, Helffer , Hoshiro , Metivier -, Pham The Lai and Robert , Sjöstrand  ,Tartakoff  ,Treves -, see also the survey  for more references).

However, the question of finding a general characterisation of analytic hypoellipticity for sum of squares operators is still open. Christ gave a criterion for analytic hypoellipticity in the two-dimensional case . Treves conjectured a general criterion for analytic hypoellipticity : “For a sum of squares of analytic vector fields to be analytic hypoelliptic it is necessary and sufficient that every Poisson stratum (defined by the symbols of the vector fields) of its characteristic variety be symplectic.”

Extending a result of Christ , Hoshiro gave new examples of hypoelliptic operators in $`^3`$ which fail to be analytic hypoelliptic . They have the form

(1.1)
$$P=\frac{^2}{x^2}+\left(x^k\frac{}{y}x^l\frac{}{t}\right)^2$$

where $`k<l`$ are non-negative integers. It is shown, through an elegant proof, that $`P`$ is not analytic hypoelliptic if either of the following assumptions are satisfied:

(i) $`(l+1)/(lk)`$ is not a positive integer.

(ii) Both $`lk`$ and $`(l+1)/(lk)`$ are odd integers.

The case $`k=0`$ was studied by Christ  and further refined by Yu . In view of Treves’ conjecture, it is interesting to investigate the cases remained open.

The purpose of the present paper is to show that in the remaining cases, except for $`(k,l)=(0,1)`$, the operator $`P`$ fails to be analytic hypoelliptic as well.

This result is in agreement with Treves’ conjecture. Indeed, the Poisson strata of the characteristic variety $`\mathrm{\Sigma }=\{\xi =x^k\eta x^l\tau =0\}`$ of the operators (1.1) with $`k<l`$ are as follows. For $`k1`$ then $`\mathrm{\Sigma }_0=\{\xi =x^k\eta x^l\tau =0,x0\}`$, $`\mathrm{\Sigma }_1=\{x=\xi =0,\eta 0\}`$, and $`\mathrm{\Sigma }_2=\{x=\xi =\eta =0,\tau 0\}`$ which is not symplectic since its codimension is odd. For $`k=0`$ and $`l2`$ the strata are $`\mathrm{\Sigma }_0=\{\xi =\eta x^l\tau =0,x0\}`$ and $`\mathrm{\Sigma }_1=\{x=\xi =\eta =0,\tau 0\}`$ which is not symplectic due to its odd codimension. By contrast, for $`k=0`$ and $`l=1`$ the characteristic variety is symplectic, and the operator is analytic hypoelliptic (see also ).

## 2. Outline of proof

The proof uses a standard reduction to ordinary differential equations:

###### Lemma 1 ().

Let, for $`\zeta `$,

(2.2)
$$P_\zeta =\frac{d^2}{dx^2}+(x^lx^k\zeta )^2$$

If there exist $`\zeta `$ and $`fL^{\mathrm{}}()`$, $`f0`$, satisfying

(2.3)
$$P_\zeta f=0$$

then the operator $`P`$ is not analytic hypoelliptic.

The proof of Lemma 1 and further references are found in .

The results of  and of the present paper give:

###### Theorem 2.

For all non-negative $`k,l`$ with $`k<l`$ and $`(k,l)(0,1)`$ there are values of $`\zeta `$ such that equation (2.3) has a solution $`fL^{\mathrm{}}()`$, $`f0`$.

As a consequence (1.1) is not analytic hypoelliptic.

To complete the proof of Theorem 2 we only need to consider $`k`$ and $`l`$ which fail both conditions (i) and (ii), and we prove:

###### Proposition 3.

For all integer values of $`k,l`$ with $`1k<l`$ which fail both conditions (i) and (ii) there are values of $`\zeta `$ such that equation (2.3) has a solution $`fL^{\mathrm{}}()`$, $`f0`$.

An array of such values of $`\zeta `$ satisfy the estimate

(2.4)
$$\zeta =\zeta _M=e^{\frac{i\pi (lk)}{2(l+1)}}\left[M\frac{\pi (l+1)(k+1)}{lk}\right]^{\frac{lk}{l+1}}\left[1+O\left(M^1\right)\right](M+\mathrm{})$$

for $`M_+`$ large enough.

Note that $`k=0`$ is not considered in Proposition 3. In fact for $`k=0`$ and $`l2`$ condition (i) is satisfied so failure of analytic hypoellipticity was proved in . The case $`k=0`$ was studied earlier in  (see also the references therein) where it was shown that such operators are not analytic hypoelliptic except for the case $`l=1`$. The case $`(k,l)=(0,1)`$ is fundamentally distinct as in this case the operator (1.1) is analytic hypoelliptic ; this distinction appears naturally in our proof (see Remark 7).

Our proof of existence of bounded solutions of (3) differs from the approaches in  and  and the method is constructive and general; we restrict the proof to the cases not covered in  for simplicity. The values of $`\zeta `$ of Theorem 2 are related to the eigenvalues of a non-selfadjoint operator associated to (2.2). Allowing $`\zeta `$ to be large is a crucial element in our proof, as it leads to substantial asymptotic simplification of the equations involved. There are other arrays of eigenvalues $`\zeta `$ besides (2.4), but we will not pursue this issue here.

## 3. Main Proofs

### 3.1. Notations

We denote by $`const`$ positive constants independent of the parameter $`\xi `$.

$`O(\rho ^c)`$ will denote functions (of the variable $`v`$, or of $`s`$) , depending on the parameter $`\rho `$, which are less, in absolute value, than $`const\rho ^c`$ uniformly on specified paths.

$`o(1)`$ will stand here only for terms decaying like powers of $`\rho `$, i.e. for $`O(\rho ^c)`$ for some $`c>0`$.

### 3.2. General setting

Classical methods in the theory of ordinary differential equations were used to show:

###### Lemma 4 ().

Equation (2.3) has solutions which decrease exponentially for $`x+\mathrm{}`$, respectively $`x\mathrm{}`$ (see ):

(3.5)
$$\begin{array}{cc}f_{}^{\{+\mathrm{}\}}(x)x^{\frac{l}{2}}\mathrm{exp}\left(W(x)\right)(x+\mathrm{})\hfill & \\ f_{}^{\{\mathrm{}\}}(x)x^{\frac{l}{2}}\mathrm{exp}\left((1)^lW(x)\right)(x\mathrm{})\hfill & \end{array}$$

where $`W(x)=x^{l+1}/(l+1)\zeta x^{k+1}/(k+1)`$, and solutions with exponential growth

(3.6)
$$\begin{array}{cc}f_+^{\{+\mathrm{}\}}(x)x^{\frac{l}{2}}\mathrm{exp}\left(W(x)\right)(x+\mathrm{})\hfill & \\ f_+^{\{\mathrm{}\}}(x)x^{\frac{l}{2}}\mathrm{exp}\left((1)^{l+1}W(x)\right)(x\mathrm{})\hfill & \end{array}$$

We will show that there are values of $`\zeta `$ for which $`f_{}^{\{+\mathrm{}\}}`$ is a multiple of $`f_{}^{\{\mathrm{}\}}`$ by finding the analytic continuation of $`f_{}^{\{+\mathrm{}\}}`$ from $`+\mathrm{}`$ to $`\mathrm{}`$ along $``$.

Notation. To simplify the notations we will omit from now on the superscript $`+\mathrm{}`$ from the notations of the small, or a large solution for $`x+\mathrm{}`$; we however need to keep the superscript $`\mathrm{}`$ to make the distinction for the small, or a large solution as $`x\mathrm{}`$.

Denote $`m=lk1`$ and $`q=(l+1)/(lk)2`$. Since we assume that $`(l+1)/(lk)`$ is a positive integer, then $`q0`$, $`q`$. If $`m`$ is odd we assume that $`q`$ is even (since the case with $`m`$ and $`q`$ odd falls under the already studied case (ii) ).

The substitution

(3.7)
$$v=\zeta ^1x^{lk}$$

$`g(v)=f(x)`$, brings (2.3) to the form

(3.8)
$$g^{\prime \prime }(v)+\frac{m1}{m}\frac{1}{v}g^{}(v)=\xi ^2v^{2q}\left(v1\right)^2g(v)$$

where

(3.9)
$$\xi =\frac{i}{m}\zeta ^{q+2}$$

We will only consider $`\xi `$ large enough in a strip containing $`_+`$ (cf. (2.4)):

(3.10)
$$\begin{array}{c}\xi =\rho +iZ\text{with}\rho _+\text{large enough,}\hfill \\ \hfill \text{and }Z,Z=O(1)(\rho +\mathrm{})\end{array}$$

(see §3.1 for notations).

Correspondingly,

(3.11)
$$\zeta =e^{i\frac{\pi }{2(q+2)}}(\rho m)^{\frac{1}{q+2}}\left[1+o(1)\right](\rho +\mathrm{})$$

The path $``$ from $`+\mathrm{}`$ to $`\mathrm{}`$ in the $`x`$-plane corresponds to the path $`v()`$ on the Riemann surface above $`\{0\}`$ of the $`v`$-plane. If $`m`$ is even then $`v()`$ comes from $`\mathrm{}`$ along the half-line

$$d=e^{i\frac{\pi }{2(q+2)}}_+$$

then turns by an angle of $`m\pi `$ around $`v=0`$ and returns towards $`\mathrm{}`$ along $`d`$. If $`m`$ is odd then $`v()`$ comes from $`\mathrm{}`$ along $`d`$, turns by an angle $`m\pi `$ around $`v=0`$ then follows $`d`$ towards $`\mathrm{}`$.

To prove Proposition 3 we show that there are values of $`\xi `$ satisfying (3.10) for which equation (3.8) has a bounded solution on $`v()`$ (in fact, exponentially small for $`v\mathrm{}`$ on the path).

The proof is done as follows. For not too small $`vd`$ we find precise estimates of the unique (up to a multiplicative factor) small solution $`g_{}(v)`$ of (3.8) (Lemma 5). On the other hand, for small $`v`$, we find precise estimates for two independent solutions of (3.8), $`g_a(v)`$ and $`g_s(v)=v^{1/m}g_{a;s}(v)`$ with $`g_a,g_{a;s}`$ analytic (Lemma 8). The two regions where the said estimates hold overlap (for $`v`$ small, but not too close to $`0`$), so the two representations can be matched in this common region ((3.47), Lemma 10).

If $`m`$ is even, we find values of $`\xi `$ for which $`g_{}`$ is a multiple of $`g_a`$; then the continuation of $`g_{}`$ along $`v()`$ yields a small solution (Lemma 11) and Proposition 3 is proved for $`m`$ even.

If $`m`$ is odd, and $`q`$ is even, we also find precise estimates of the small solution $`g_{}^{\{\mathrm{}\}}(v)`$ of (3.8) for $`vd`$, from $`\mathrm{}`$ down to not too small $`v`$ (Lemma 6). We decompose $`g_{}`$ along $`g_a`$, $`g_s`$ ((3.47), Lemma 10), perform analytic continuation upon a rotation by angle of $`m\pi `$ then determine $`\xi `$ so that this result is a multiple of $`g_{}^{\{\mathrm{}\}}(v)`$ ((3.55), Lemma 13). This ends the proof of Proposition 3.

### 3.3. Small solutions of (3.8) for $`|v|\mathrm{}`$, $`vd`$

In §3.3 we find precise estimates for $`g_{}`$, the exponentially small solution of (3.8) on $`d`$; the main result is Lemma 5 (ii) and (3.30).

#### 3.3.1. Setting

We make suitable substitutions in (3.8) to obtain uniform estimates for a relatively large domain of variation of $`v`$.

Let $`a`$ be a number satisfying

(3.12)
$$\frac{1}{q+1}\left[1\frac{2m}{3m(q+1)+2m1}\right]<a<\frac{1}{q+1}$$

Note that $`m(q+1)=k+1>1`$ under our assumptions on $`k,l`$. Also, a simple calculation shows that (3.12) implies $`a>1/(q+2)`$.

Denote $`s(v)=i\xi _1^vt^q(t1)𝑑t`$; then

(3.13)
$$s(v)=i\xi \left(\frac{1}{q+2}v^{q+2}\frac{1}{q+1}v^{q+1}+P_0\right)i\xi (v1)^2P(v)$$

We note that $`P(v)=(q+1)^1(q+2)^1_{j=0}^q(j+1)v^j`$ hence $`P(1)0`$ and

$$P_0=P(0)=(q+1)^1(q+2)^1$$

The inverse function $`v(s)`$ of (3.13) is algebraic, ramified only when $`v=1`$ (at $`s=0`$) and $`v=0`$ (at $`s=s_0i\xi P_0`$, if $`q0`$).

The substitution

(3.14)
$$g(v)=P(v)^{1/4}v^{q_1}g_1(v)\text{where }q_1=\frac{q+1}{2}+\frac{1}{2m}$$

followed by

(3.15)
$$s=s(v),g_1(v)=h\left(s(v)\right)$$

transform (3.8) into

(3.16)
$$h^{\prime \prime }(s)+\frac{1}{2s}h^{}(s)h(s)=R(s)h(s)$$

where

(3.17)
$$R\left(s\right)=\frac{\stackrel{~}{R}(v)}{\xi ^2v^{2q+2}(v1)^2}|_{v=v(s)}$$

where

(3.18)
$$\stackrel{~}{R}(v)=\frac{3}{16}\left(\frac{vP^{}(v)}{P(v)}\right)^2+\frac{1}{4}\frac{v^2P^{\prime \prime }(v)}{P(v)}\frac{q}{4}\frac{vP^{}(v)}{P(v)}+\left(\frac{q+1}{2}\right)^2\frac{1}{4m^2}$$

The branch of $`v(s)`$ in (3.17) is $`vd`$ if $`ss(d)`$, respectively $`vd`$ if $`ss(d)`$; we denote the latter by $`v^{}(s)`$.

#### 3.3.2. Shifting the path $`s(d)`$

We will use some known facts on the behavior of a solution of a differential equation towards a rank one irregular singular point to calculate solutions of (3.8) on a path different from $`s(d)`$.

By Lemma 5, equation (3.8) has an exponentially small solution $`g_{}`$ along $`d`$, unique up to a multiplicative factor (since $`g_{}(v)=f_{}^{\{+\mathrm{}\}}(x)`$, see (3.5), (3.7)).

After the substitution (3.14), (3.15) equation (3.8) becomes (3.16). The coefficients of the linear equation (3.16) are analytic on the Riemann surface above $`\{0,s_0\}`$. In addition, $`s=0`$ is an algebraic singularity for the solutions of (3.16). For large values of $`s`$ on one sheet of this surface standard theory of linear equations applies.222The study of solutions of differential equations (linear or nonlinear) having a prescribed asymptotic behavior is done on shifted sectors, for large values of the independent variables (for linear equations see , , and for nonlinear equations see ).

We need the small solution $`h_{}`$ of (3.16) on $`s(d)`$ as we can then define $`g_{}(v)=P(v)^{1/4}v^{q_1}h_{}(s(v))`$ to be the small solution of (3.8) on $`d`$.

The path $`s(d)`$ comes from $`\mathrm{}`$ in the right half-plane, crosses the left half-plane and ends at $`s_0`$— see the Appendix §5.1 for details. By standard theory of linear equations (see , ) there is a solution $`h_{}`$ of (3.16) which is exponentially small for $`|s|+\mathrm{}`$, $`\mathrm{arg}(s)(\frac{\pi }{2},\frac{\pi }{2})`$, and its asymptotic representation has the form

(3.19)
$$h_{}(s)=s^{1/4}e^s(1+O(s^1))$$

which is valid for $`\mathrm{arg}(s)(\frac{\pi }{2},\pi )`$ ($`|s|\mathrm{}`$). Similarly, there exists a solution satisfying

(3.20)
$$h_+(s)=s^{1/4}e^s(1+O(s^1))$$

for $`|s|+\mathrm{}`$, $`\mathrm{arg}(s)(\pi /2,\pi )`$.333The intervals stated for the validity of asymptotic representations are not optimal, but we do not need more.

We will follow the values of $`g_{}(v)`$ along $`d`$ from $`\mathrm{}`$ down to small values of $`v`$:

(3.21)
$$v_P=e^{i\frac{\pi }{2(q+2)}}\rho ^a$$

on

(3.22)
$$d_av_P[1,+\mathrm{})d$$

In variable $`s`$ this amounts to following $`h_{}(s)`$ along $`s(d)`$ from $`\mathrm{}`$ down to

(3.23)
$$s_P=s\left(v_P\right)=i\rho P_0e^{i\frac{\pi }{2(q+2)}}\frac{\rho ^{1a(q+1)}}{q+1}ZP_0+o(1)(\rho +\mathrm{})$$

The behavior (3.19) of $`h_{}`$ (respectively, (3.20) of $`h_+`$) holds for $`s\mathrm{}`$ , $`ss(d)`$ and also for $`s\mathrm{}`$ , $`si_+`$. It is more convenient to use the latter path to continue $`h_\pm `$ from $`\mathrm{}`$ to the finite plane.

We define a path $`\mathrm{}`$ coming from infinity along $`i_+`$ and ending at $`s_P`$, homotopically equivalent to $`s(d_a)`$ in a subregion of $`\{0,s_0\}`$ in which $`\mathrm{arg}s(\frac{\pi }{2},\frac{\pi }{2}]`$ for $`s`$ large. Then the value of $`h_{}`$ at $`s_P`$ can be calculated along $`\mathrm{}`$.

Let $`t_0>0`$ small enough, independent of $`\rho `$. Let

(3.24)
$$s_M=i\rho P_0i\frac{\rho ^{1a(q+1)}}{q+1}+it,t[t_0,0]_{}$$

with $`s_M=s(v_M)`$ where

(3.25)
$$\begin{array}{c}v_M=\rho ^a\left(1+(iZP_0t)\rho ^{1+a(q+1)}(1+\mathrm{\Delta })\right),\hfill \\ \hfill \text{with}\mathrm{\Delta }=O(\rho ^a)(\rho +\mathrm{})\end{array}$$

Let $`\mathrm{}`$ be the path in the $`s`$-plane consisting of the following five parts. (Figure 1 sketches the first three parts of $`\mathrm{}`$ in the case $`\mathrm{}s_00`$; the vertical lines are in fact included in $`i_+`$.) Let $`\mathrm{}_1`$ be the half-line coming from infinity along $`i_+`$ down to $`i\rho P_0`$. If $`\mathrm{}s_00`$ let also $`\mathrm{}_{12}`$ be the segment from $`i\rho P_0`$ to $`s_0`$, avoiding $`s_0`$ clockwise on a small circle, then returning to $`i\rho P_0`$. (If $`\mathrm{}s_0<0`$ then $`\mathrm{}_1`$ continues with $`\mathrm{}_2`$.) Let $`\mathrm{}_2`$ come from $`i\rho P_0`$ along $`i_+`$ towards $`0`$, avoiding $`0`$ clockwise on a small circle, then go up to $`i\rho P_0/2`$. Let $`\mathrm{}_3`$ be the part from $`i\rho P_0/2`$ to $`s_M`$. Finally, $`\mathrm{}_4`$ is the segment $`[s_M,s_P]`$.

The branch of $`v(s)`$ in (3.17) on $`\mathrm{}`$ is obtained by analytic continuation of the branch on $`s(d_a)`$ along the path that gives the homotopy between $`s(d_a)`$ and $`\mathrm{}`$ (see §4.1 for details).

#### 3.3.3. The solution $`g_{}`$

The solutions of the left-hand side of (3.16), i.e. which satisfy

(3.26)
$$B^{\prime \prime }(s)+\frac{1}{2s}B^{}(s)B(s)=0$$

will turn out to be very close to solutions of (3.16) on $`\mathrm{}`$.

The solutions of (3.26) are Bessel functions, with two independent solutions given by

(3.27)
$$B_\pm (s)=_1^+\mathrm{}e^{\pm ps}\left(p^21\right)^{3/4}𝑑p\text{for}si_+$$

Equation (3.16) can be written in integral form as

$$h(s)=C_1B_+(s)+C_2B_{}(s)+𝒥(h)(s)$$

where

(3.28)
$$𝒥(h)(s)=W_{0}^{}{}_{}{}^{1}_{+i\mathrm{}}^s\left[B_+(s)B_{}(\sigma )B_{}(s)B_+(\sigma )\right]\sigma ^{1/2}R(\sigma )h(\sigma )𝑑\sigma $$

$`W_0`$ is a constant independent of $`\xi `$ (the Wronskian of $`B_+,B_{}`$) and the path of integration is along $`\mathrm{}`$.

For $`C_1=0`$ and $`C_2=1`$ we get the small solution (while for $`C_2=0`$ and $`C_1=1`$ we get an independent, large solution):

###### Lemma 5.

(i) The integral equation

(3.29)
$$h_{}(s)=B_{}(s)+𝒥(h_{})(s)$$

has a unique solution on $`\mathrm{}`$ and

(3.30)
$$\underset{s\mathrm{}}{sup}|h_{}(s)B_{}(s)|<const\rho ^{\frac{5}{4}+a(q+1)}$$

(ii) The solution $`g_{}(v)=P(v)^{1/4}v^{q_1}h_{}(s(v))`$ of (3.8) tends to zero for $`v\mathrm{}`$, $`vd`$.

(iii) $`g_{}`$ depends analytically on $`\xi `$ for $`\xi `$ large in a strip containing $`_+`$.

The proof is given in §4.2.

### 3.4. Solutions of (3.8) for $`|v|\mathrm{}`$, $`vd`$ when $`m`$ is odd and $`q`$ is even

In this section we find precise estimates for $`g_{}^{\{\mathrm{}\}}`$, the exponentially small solution of (3.8) on $`d`$, and for the large solution $`g_+^{\{\mathrm{}\}}`$ and the main result is Lemma 6 (ii) and (3.35). The construction is similar to the one for $`vd`$; we provide the details for completeness.

The proof uses constructions similar to those of §3.3.

#### 3.4.1. Shifting the path $`s(d)`$

For $`q`$ even $`s(d)`$ starts at $`s_0`$, then goes to $`\mathrm{}`$ in the right-half plane (see Appendix §5.1 for details).

We consider $`g_{}^{\{\mathrm{}\}}`$ along $`d_a`$ (see (3.22), (3.21)). Denote

(3.31)
$$s_P^{}=s\left(v_P\right)=i\rho P_0+e^{i\frac{\pi }{2(q+2)}}\frac{\rho ^{1a(q+1)}}{q+1}ZP_0+o(1)(\rho +\mathrm{})$$

The behavior (3.19), respectively (3.20) of the solution $`h_{}^{\{\mathrm{}\}}`$, respectively $`h_+^{\{\mathrm{}\}}`$, holds for $`s\mathrm{}`$ , $`ss(d)`$ and also for $`s\mathrm{}`$ , $`si_+`$. It is more convenient to use the latter path to continue $`h_\pm ^{\{\mathrm{}\}}`$ in the finite plane.

We define a path $`\mathrm{}^{}`$ coming from $`\mathrm{}`$ along $`i_+`$ and ending at $`s_P^{}`$, homotopically equivalent to $`s(d_a)`$ in a subset of $`\{0,s_0\}`$ for which $`\mathrm{arg}s(\frac{\pi }{2},\frac{\pi }{2}]`$ for $`s`$ large. Then the value of $`h_\pm ^{\{\mathrm{}\}}`$ at $`s_P^{}`$ can be calculated along $`\mathrm{}^{}`$.

Let

(3.32)
$$s_M^{}=i\rho P_0+i\frac{\rho ^{1a(q+1)}}{q+1}+it,t[0,t_0]_+$$

(with $`t_0`$ small). We have $`s_M^{}=s(v_M^{})`$ for

(3.33)
$$\begin{array}{c}v_M^{}=v^{}\left(s_M^{}\right)\hfill \\ \hfill =\rho ^a\left(1(iZP_0t)\rho ^{1+a(q+1)}(1+\mathrm{\Delta }_{})\right),\mathrm{\Delta }_{}=O(\rho ^a)(\rho +\mathrm{})\end{array}$$

Let $`\mathrm{}^{}`$ be the path in the $`s`$-plane consisting of $`(+i\mathrm{},,s_M^{}]i_+`$ followed by the segment $`[s_M^{},s_P^{}]`$.

The branch of $`v(s)`$ in (3.17) on $`\mathrm{}^{}`$ is obtained by analytic continuation of the branch $`v^{}(s)`$ on $`s(d_a)`$ along the path that gives the homotopy between $`s(d_a)`$ and $`\mathrm{}^{}`$.

#### 3.4.2. The solutions $`g_\pm ^{\{\mathrm{}\}}`$

###### Lemma 6.

(i) The integral equations

(3.34)
$$h_\pm ^{\{\mathrm{}\}}(s)=B_\pm (s)+𝒥(h_\pm ^{\{\mathrm{}\}}(s)$$

have unique solutions on $`\mathrm{}^{}`$ and

(3.35)
$$\underset{s\mathrm{}_{}}{sup}|h_\pm ^{\{\mathrm{}\}}(s)B_\pm (s)|<const\mathrm{max}\{\rho ^{3/4},\rho ^{1+a(q+1)}\}$$

(ii) The solution $`g_{}^{\{\mathrm{}\}}(v)=P(v)^{1/4}v^{q_1}h_{}^{\{\mathrm{}\}}(s(v))`$ of (3.8) tends to zero for $`v\mathrm{}`$, $`vd`$ and $`g_+^{\{\mathrm{}\}}(v)=P(v)^{1/4}v^{q_1}h_+^{\{\mathrm{}\}}(s(v))`$ tends to infinity for $`v\mathrm{}`$, $`vd`$.

(iii) The solutions $`g_\pm ^{\{\mathrm{}\}}`$ depend analytically on $`\xi `$ for $`\xi `$ large, in a strip containing $`_+`$.

The proof is given in §4.3.

### 3.5. Solutions for small $`v`$

The linear equation (3.8) has a regular singular point at $`v=0`$; it has an analytic solution $`g_a`$ and a ramified solution $`g_s=v^{1/m}g_{a;s}`$ (with $`g_{a;s}`$ analytic). For a proof and estimates we separate the dominant terms (for small $`v`$), writing (3.8) in the form

(3.36)
$$g^{\prime \prime }(v)+\frac{m1}{m}\frac{1}{v}g^{}(v)+\xi ^2v^{2q}g(v)=\xi ^2v^{2q}\left(v^22v\right)g(v)$$

The the LHS (dominant part) of (3.36) has two independent solutions (see §4.4.1 for details)

(3.37)
$$\begin{array}{c}\stackrel{~}{g}_a(v)=_1^1e^{ip\xi \frac{v^{q+1}}{q+1}}(1p^2)^Adp,\text{with}A=\frac{1}{2}(1+\frac{1}{m(q+1)})\hfill \\ \hfill \stackrel{~}{g}_s(v)=v^{1/m}_1^1e^{ip\xi \frac{v^{q+1}}{q+1}}\left(1p^2\right)^B𝑑p,\text{with}B=\frac{1}{2}\left(1\frac{1}{m(q+1)}\right)\end{array}$$

We have $`A,B(1,0)`$ since $`m(q+1)>1`$.

###### Remark 7.

The condition $`A,B(1,0)`$ is fundamental to our proof of Proposition 3, as the behavior of solutions $`g(v)`$ for small $`v`$ is different in other cases (cf. Remark 14). The only pair of values of the nonnegative integers $`k<l`$ for which this condition fails is $`(k,l)=(0,1)`$. It is known  that in this case $`P`$ is in fact analytic hypoelliptic.

Then equation (3.36) can be written in integral form (see §4.4.1 for details)

(3.38)
$$g(v)=C_1\stackrel{~}{g}_a(v)+C_2\stackrel{~}{g}_s(v)+𝒢(g)(v)$$

where

(3.39)
$$𝒢(g)(v)=const\xi ^{r+1}_0^v\left[\stackrel{~}{g}_a(v)\stackrel{~}{g}_s(t)\stackrel{~}{g}_s(v)\stackrel{~}{g}_a(t)\right]t^{2(q+1)\frac{1}{m}}(t2)g(t)𝑑t$$

where

(3.40)
$$r=1\frac{1}{m(q+1)}$$

Let $`𝒮`$ be the path in the $`v`$-plane composed of two segments: $`𝒮_1=[0,v_F]`$ with $`v_F=\kappa _0\rho ^a`$ (where $`\kappa _0^{q+1}=(1+z)^1`$, $`\mathrm{}\kappa _0>0`$) followed by the segment $`𝒮_2=[v_F,v_M]`$.

###### Lemma 8.

The integral equation (3.38) has a unique solution for $`v𝒮`$. For $`C_2=0`$, $`C_1=1`$, its solution $`g_a(v)`$ is analytic at $`v=0`$. For $`C_1=0`$, $`C_2=1`$, its solution has the form $`g_s(v)=v^{1/m}g_{a;s}(v)`$ with $`g_{a;s}(v)`$ analytic.

The following estimates hold

(3.41)
$$\left|g_{a,s}(v)\stackrel{~}{g}_{a,s}(v)\right|<const\rho ^{1a(q+2)}\text{for}v𝒮$$

Also, $`g_a`$, $`g_s`$ are analytic in $`\xi `$ for $`\xi `$ large in a strip containing $`_+`$.

The proof in given in §4.4.

### 3.6. Matching between $`g_{}`$ and $`g_a,g_s`$

The calculations are done at $`v=v_M`$, see (3.25). Note that $`v_M`$ depends on the real parameter $`t`$ (independent of $`\xi `$).

We first need asymptotic estimates for the solutions $`g_a,g_s,g_{}`$:

###### Lemma 9.

For $`v`$ satisfying (3.25) we have for $`\xi \mathrm{}`$

(3.42)
$$g_a(v)=K_a\rho ^\beta \left[e^{i(R+\lambda )}+e^{i\pi (1+A)}e^{i(R+\lambda )}\right]+O(\rho ^d)$$

(3.43)
$$g_s(v)=K_s\rho ^\beta \left[e^{i(R+\lambda )}+e^{i\pi (1+B)}e^{i(R+\lambda )}\right]+O(\rho ^d)$$

and

(3.44)
$$g_{}(v)=K\rho ^\gamma \left[e^{iP_0\xi }e^{i(R+\lambda )}+\frac{i}{\sqrt{2}}e^{iP_0\xi }e^{i(R+\lambda )}+O(\rho ^{1+a(q+1)})\right]$$

where $`K,K_a,K_s`$ are constants independent of $`\xi `$ and

(3.45)
$$R=\frac{\rho ^{1a(q+1)}}{q+1},\lambda =iZP_0t$$

$$d=\mathrm{max}\{[1a(q+1)](2A),\mathrm{\hspace{0.17em}1}a(q+2)\}$$

(3.46)
$$\gamma =a(\frac{q+1}{2}\frac{1}{2m})\frac{1}{4},\beta =[1a(q+1)][1A]$$

The proof is given in §4.5.

The solution $`g_{}`$ is a linear combination of the solutions $`g_a,g_s`$:

(3.47)
$$g_{}(v)=C_ag_a(v)+C_sg_s(v)$$

where the coefficients $`C_a`$,$`C_s`$ depend on $`\xi `$.

The representations (3.42), (3.43), (3.44) are used to find sharp estimates of $`C_a`$, $`C_s`$ by identification of the coefficients of the independent functions whose leading behavior is $`e^{it}`$, respectively $`e^{it}`$:

###### Lemma 10.

The constants $`C_a,C_s`$ of (3.47) are analytic in $`\xi `$ for large $`\xi `$ in a strip containing $`_+`$ and satisfy

(3.48)
$$C_a=\stackrel{~}{K}_a\xi ^{\gamma +\beta }\left[e^{iP_0\xi }+\frac{i}{\sqrt{2}}e^{i\pi (1+B)}e^{iP_0\xi }+O\left(\xi ^{d+\beta }\right)\right](\xi \mathrm{})$$

(3.49)
$$C_s=\stackrel{~}{K}_s\xi ^{\gamma +\beta }\left[e^{iP_0\xi }\frac{i}{\sqrt{2}}e^{i\pi (1+A)}e^{iP_0\xi }+O\left(\xi ^{d+\beta }\right)\right](\xi \mathrm{})$$

where

$$\stackrel{~}{K}_{a,s}=\frac{K}{\left(e^{i\pi A}e^{i\pi B}\right)K_{a,s}}$$

The proof is given in §4.6.

### 3.7. Existence of a bounded solution of (2.3) for $`m`$ even

It is enough to find values of the parameter $`\xi `$ for which that $`g_{}`$ is a multiple of $`g_a`$. Such values exist indeed:

###### Proposition 11.

There exist infinitely many values of $`\xi `$ for which $`C_s=0`$

Proof

For large $`\rho `$ equation $`C_s(\xi )=0`$ gives, up to lower order terms, (see (3.49))

(3.50)
$$e^{i\rho P_0}i2^{1/2}e^{i\rho P_0+i\pi (1+A)}=0$$

having the solutions

(3.51)
$$\xi _M=\frac{\pi }{P_0}(M+\frac{1}{2m(q+1)})\frac{i}{4P_0}\mathrm{ln}2,M$$

We will show that for $`M`$ large enough, near each $`\xi _M`$ there are values of $`\xi `$ for which $`C_s=0`$. Note that the assumption (3.10) is satisfied for $`\xi =\xi _M`$ if $`M`$ is large enough.

The essence of the rest of the proof is to show that an “approximate” solution implies the existence of an actual solution using the principle of variation of the argument.

Let $`j\{1;2\}`$ and $`\alpha >0`$ with $`\alpha <d\beta `$. Consider the circles $`𝒞_j`$ centered at $`\xi _M`$, of radius $`jM^\alpha `$:

(3.52)
$$\xi 𝒞_j\text{if}\xi =\xi _M+jM^\alpha \theta \text{where}|\theta |=1$$

Note that for $`\xi `$ in the interior of the circle $`𝒞_j`$ we have $`\xi =O(M)`$ and $`M=O(\xi )`$.

Assume, to get a contradiction, that $`C_s(\xi )0`$ for $`\xi `$ in the interior of the circle $`𝒞_2`$.

Using (3.49), (3.50), (3.52) for $`\xi 𝒞_j`$ we get

(3.53)
$$C_s(\xi )=K_0e^{iM\pi }jM^{\gamma +\beta \alpha }(\theta +o(1))(M+\mathrm{})$$

where $`K_0`$ does not depend on $`M`$.

So $`|1/C_s(\xi )|1/(2|K_0|M^{\gamma +\beta \alpha })(1+o(1))`$ for $`\xi `$ on $`𝒞_2`$, hence also for $`\xi `$ in the interior of this circle. Then $`|C_s(\xi )|2|K_0|M^{\gamma +\beta \alpha }(1+o(1))`$ in the interior of $`𝒞_2`$.

However, using (3.53) for $`j=1`$ we get that $`|C_s(\xi )||K_0|M^{\gamma +\beta \alpha }(1+o(1))`$ on the circle $`𝒞_1`$, which is a contradiction.

### 3.8. Matching in the case $`m`$ odd, $`q`$ even

Denote by $`\varphi (v)`$ the solution of (3.8) which equals $`g_{}`$ on $`d`$. For $`vd`$ we have $`\varphi (v)=C_ag_a(v)+C_sg_s(v)`$ with $`C_a,C_s`$ given by (3.48), (3.49). After analytic continuation of $`\varphi (v)`$ on a small path rotating around $`v=0`$ by an angle $`m\pi `$ the solution $`\varphi `$ becomes $`\varphi (e^{im\pi }v)=C_ag_a(e^{im\pi }v)+C_sg_s(e^{im\pi }v)`$ which decomposes along the small solution, and the large solution on $`s(d)`$: $`\varphi (e^{im\pi }v)D_+g_{+;\mathrm{}}(v)+D_{}g_;\mathrm{}(v)`$ for some constants $`D_+,D_{}`$; $`g_{\pm ;\mathrm{}}`$ are given in Lemma 6 (ii). Hence

(3.54)
$$C_ag_a\left(e^{im\pi }v\right)+C_sg_s\left(e^{im\pi }v\right)D_+g_{+;\mathrm{}}(v)+D_{}g_;\mathrm{}(v)$$

Note that $`g_a\left(e^{im\pi }v\right)=g_a(v)=g_a(v)`$ since $`g_a`$ is analytic and even, and that $`g_s\left(e^{im\pi }v\right)=v^{1/m}g_{a;s}(v)`$ since $`g_{a;s}`$ is analytic and even. Relation (3.54) becomes

(3.55)
$$C_ag_a\left(v\right)C_sg_s\left(v\right)D_+g_{+;\mathrm{}}(v)+D_{}g_;\mathrm{}(v)$$

for $`vd`$, hence for all $`v`$.

We first need asymptotic estimates for the solutions $`g_a,g_s,g_;\mathrm{}`$ for $`v=v_M^{}`$:

###### Lemma 12.

For $`v=v_M^{}`$ where $`v_M^{}`$ is defined by (3.32), (3.33) we have

(3.56)
$$g_a(v)=K_a\xi ^\beta \left[e^{i(R\lambda )}+e^{i\pi (1+A)}e^{i(R\lambda )}\right]+O(\xi ^d)$$

(3.57)
$$g_s(v)=K_s\xi ^\beta \left[e^{i(R\lambda )}+e^{i\pi (1+B)}e^{i(R\lambda )}\right]+O(\xi ^d)$$

and

(3.58)
$$g_{\pm ;\mathrm{}}(v)=K^{}\xi ^\gamma \left[e^{\pm i\pi /8}e^{\pm iP_0\xi }e^{\pm i(R\lambda )}+O(\xi ^{1+a(q+1)})\right]$$

where the notations are those of (3.45),(3.46).

The proof is given in §4.7.

Denote

$$c=d+\beta ,c_1=1+a(q+1)$$

For $`v`$ satisfying (3.33) the RHS of (3.55) becomes, in view of (3.56), (3.57), (3.48), (3.49)

(3.59)
$$\begin{array}{c}C_ag_a(v)C_sg_s(v)=\hfill \\ \hfill K\xi ^\gamma e^{i(R\lambda )}\left[2e^{i\xi P_0}+\frac{i}{\sqrt{2}}\left(e^{i\pi (1+A)}+e^{i\pi (1+B)}\right)e^{i\xi P_0}+O\left(\xi ^c\right)\right]\\ \hfill +K\xi ^\gamma e^{i(R\lambda )}[e^{i\xi P_0}(e^{i\pi (1+A)}+e^{i\pi (1+B)})+i\sqrt{2}e^{i\pi (1+A)}e^{i\pi (1+B)}e^{i\xi P_0}\\ \hfill +O\left(\xi ^c\right)]\\ \hfill +\frac{K}{K^{}}g_{+;\mathrm{}}[2+\frac{i}{\sqrt{2}}(e^{i\pi (1+A)}+e^{i\pi (1+B)})e^{2i\xi P_0}\\ \hfill +O\left(\xi ^c\right)\left]\right(1+O\left(\xi ^{c_1}\right))\\ \hfill +\frac{K}{K^{}}g_;\mathrm{}\left[e^{2i\xi P_0}\left(e^{i\pi (1+A)}+e^{i\pi (1+B)}\right)+i\sqrt{2}e^{i\pi (1+A)}e^{i\pi (1+B)}+O\left(\xi ^c\right)\right]\\ \hfill \times \left(1+O\left(\xi ^{c_1}\right)\right)\end{array}$$

which in view of (3.55) gives

(3.60)
$$\begin{array}{c}D_+=K/K^{}[2+\frac{i}{\sqrt{2}}(e^{i\pi (1+A)}+e^{i\pi (1+B)})e^{2i\xi P_0}+O\left(\xi ^{c_1}\right)\hfill \\ \hfill +O\left(\xi ^c\right)\left]\right(1+O\left(\xi ^{c_1}\right))\end{array}$$

The existence of a bounded solution of (3.8) on $`v()`$, hence of (2.3) on $``$ is assured if, for some value of the parameter $`\xi `$ we have $`D_+=0`$. Indeed, there are such values:

###### Proposition 13.

There are infinitely many values of $`\xi `$ for which $`D_+=0`$, hence for which equation (2.3) has a bounded solution on $``$.

Proof

We need to find valued for $`\xi `$ satisfying (3.10) such that $`D_+=0`$. Up to smaller terms, $`\xi `$ satisfies

$$2+\frac{i}{\sqrt{2}}\left(e^{i\pi (1+A)}+e^{i\pi (1+B)}\right)e^{2i\xi P_0}=0$$

which holds for

(3.61)
$$\xi _M=\frac{i}{2P_0}\mathrm{ln}\left(2^{1/2}\mathrm{cos}\left(\frac{\pi }{2m(q+1)}\right)\right)+\frac{\pi }{2P_0}(2M+1)$$

In a neighborhood of each $`\xi _M`$ there is a zero of the function $`D_+`$ if $`M`$ is large enough, the details being as in the proof of Proposition 11.

## 4. Proof of auxiliary Lemmas

### 4.1. Some estimates

I. For $`v`$ such that $`s(v)`$ is on $`\mathrm{}`$, or on $`\mathrm{}^{}`$ we have $`|P(v)|>c_0>0`$.

Indeed, note first that if $`Z=0`$ (so $`\xi =\rho _+`$) the part $`\mathrm{}_1`$ of $`\mathrm{}`$ corresponds in the $`v`$-plane to $`[1,+\mathrm{})`$, the part $`\mathrm{}_{12}`$ corresponds to a small half-circle avoiding $`v=1`$, and the rest of $`\mathrm{}`$ corresponds to a subsegment of $`(0,1)`$. Since $`P(v)0`$ for $`v_+`$, statement I follows.

In the general case when $`Z0`$ the picture is similar. A continuous deformation of $`s(d)`$ to $`\mathrm{}`$ through the right half-plane corresponds in the $`v`$-plane to a counterclockwise rotation of $`d`$, of angle close to $`\pi /(2(q+2))`$. For large $`v`$ we have $`si(\rho +iZ)v^{q+2}/(q+2)`$ so if initially $`vd`$, after the deformation $`\mathrm{arg}v(q+2)^1\mathrm{arg}(\rho +iZ)`$ so $`\mathrm{arg}v`$ is small. For $`v=O(1)`$ ($`\rho +\mathrm{}`$), $`Z`$ is negligible in (3.13), (3.10) so $`v`$ is close to $`_+`$ and $`s=0`$ corresponds to $`v=1`$. At this point the branch of $`v(s)`$ (on $`\mathrm{}`$) changes; denote this branch by $`v_+(s)`$.

II. We have $`|v_+(s)|<1`$. Indeed, for $`s=i\rho \lambda P_0`$ with $`\lambda [0,1]`$ substituting $`v=1+\mathrm{\Delta }`$ in (3.13) we get $`\mathrm{\Delta }\pm \sqrt{2\lambda P_0}(1iZ\rho ^1/2)`$ (for large $`\rho `$). Then $`v_+(s)1\sqrt{2\lambda P_0}(1iZ\rho ^1/2)`$ and the estimate follows.

Remark. From I and II it follows that $`s=s_0`$ is not a ramification point of $`v(s)`$ on the Riemann sheet of $`\{0;s_0\}`$ where the homotopic deformation of $`s(d)`$ to $`\mathrm{}`$ was done; hence the presence of the path $`\mathrm{}_{12}`$ is not necessary and can be omitted in the proofs.

III. Using I it follows that $`|vP^{}(v)/P(v)|<const`$, $`|v^2P^{\prime \prime }(v)/P(v)|<const`$ so that $`|\stackrel{~}{R}(v)|<const`$.

### 4.2. Proof of Lemma 5

(i) Consider the operator $`𝒥`$ of (3.28) defined on the Banach space of functions $`h`$ which are continuous and bounded on $`\mathrm{}`$, in the sup norm, and analytic in $`\xi `$. Write $`𝒥=𝒥_+𝒥_{}`$ where

$$𝒥_\pm (h)(s)=B_\pm (s)_{+i\mathrm{}}^sB_{}(\sigma )\frac{\sigma ^{1/2}}{W_0}R(\sigma )h(\sigma )𝑑\sigma $$

Using (3.17) and (3.13) we have

$$𝒥_\pm (h)(s)=constB_\pm (s)_{+i\mathrm{}}^sB_{}(\sigma )\frac{\sigma ^{1/2}P(v(\sigma ))}{\xi v(\sigma )^{2q+2}}\stackrel{~}{R}(\sigma )h(\sigma )𝑑\sigma $$

Note that (see §4.1)

(4.62)
$$\left|\stackrel{~}{R}(s)\right|const\text{for}s\mathrm{}$$

Let $`h_\mathrm{}_k=sup_{s\mathrm{}_k}|h(s)|`$. Since $`B_\pm (s)s^{1/4}e^{\pm s}`$ for $`si_+`$ and the solutions of (3.26) are bounded at $`s=0`$ then $`|B_\pm (s)|<const`$ for $`s\mathrm{}_2`$ and $`|B_\pm (s)|<const|s|^{1/4}`$ for $`s`$ in $`\mathrm{}_1`$, $`\mathrm{}_{12}`$, $`\mathrm{}_3`$ or $`\mathrm{}_4`$.

For $`s\mathrm{}_1`$ we have $`|v(s)|1/2`$. Also, since $`|(v1)^2P(v)/|v|^{q+2}|<const`$ on $`v(\mathrm{}_1)`$ then $`|v|^{q2}<const\rho |s|^1`$.

Hence (using also $`|P(v)/v^q|<const`$)

$$\left|_{i\rho P_0/2}^{+i\mathrm{}}B_\pm (\sigma )\frac{\sigma ^{1/2}P(v(\sigma ))}{\xi v(\sigma )^{2q+2}}\stackrel{~}{R}(\sigma )h(\sigma )𝑑\sigma \right|<consth_\mathrm{}_1_{\rho P_0/2}^+\mathrm{}\rho ^1\tau ^{3/4}𝑑\tau $$

$$=const\rho ^{3/4}h_\mathrm{}_1$$

For $`s\mathrm{}_2`$ we have $`const_1>|v|>const_2>0`$ hence

$$\left|_{i\rho P_0/2}^{i\rho P_0/2}B_\pm (\sigma )\frac{\sigma ^{1/2}P(v(\sigma ))}{\xi v(\sigma )^{2q+2}}\stackrel{~}{R}(\sigma )h(\sigma )𝑑\sigma \right|<consth_\mathrm{}_2_0^{\rho P_0/2}\frac{\tau ^{3/4}}{\rho }𝑑\tau $$

$$=const\rho ^{3/4}h_\mathrm{}_2$$

If $`\mathrm{}_{12}`$ is part of $`\mathrm{}`$ the possible integral on the segment $`[i\rho P_0,i\xi P_0]`$ does not modify these estimates since the length of this segment is $`O(1)`$ as $`\rho +\mathrm{}`$.

For $`s\mathrm{}_3`$ the corresponding $`v`$ satisfies $`const\rho ^a<|v|<const<1`$ (since the branch of $`v(s)`$ is $`v_+(s)`$, see §4.1 II). Then substituting $`\sigma =i\rho \tau `$ in

$$T:=\left|B_\pm (s)_{i\rho P_0/2}^{s_M}B_{}(\sigma )\frac{\sigma ^{1/2}P(v(\sigma ))}{\xi v(\sigma )^{2q+2}}\stackrel{~}{R}(\sigma )h(\sigma )𝑑\sigma \right|$$

and (since $`|P(v)|<const`$) we get

(4.63)
$$T<const\rho ^1h_\mathrm{}_3_{1/4}^{1/2(1\rho ^a)}\frac{\tau ^{3/4}}{|v(i\rho \tau )|^{2q+2}}𝑑\tau $$

where now $`v`$ is given implicitly by $`\tau =(1+z)(v1)^2P(v)`$, with the notation $`z=iZ\rho ^1`$.

Let $`\stackrel{~}{v}(s)`$ denote $`v(s)`$ for $`z=0`$. We have $`\stackrel{~}{v}_+[c_0\rho ^a,v_0](0,1)`$. Then $`|v_+(s)\stackrel{~}{v}_+(s)||z|sup_{|z|<const\rho ^1}|v_+^{}(z)|<const|z|\rho ^{aq}`$. It follows that $`|v|^1<const\stackrel{~}{v}_+^1`$ on $`\mathrm{}_3`$.

Then (4.63) is less than

$$const\rho ^1h_\mathrm{}_3_{1/4}^{1/2(1\rho ^a)}\frac{1}{\stackrel{~}{v}(\tau )^{2q+2}}𝑑\tau =const\rho ^1h_\mathrm{}_3_{K_0\rho ^a}^{v_0}\frac{1\stackrel{~}{v}}{v_1^{q+2}}𝑑\stackrel{~}{v}$$

$$const\rho ^{1+a(q+1)}h_\mathrm{}_3$$

Finally, for $`s\mathrm{}_4`$ we have $`s=O(\rho )`$, $`|s_Ms(v_P)|<const\rho ^{1a(q+1)}`$ and $`|v|>const\rho ^a`$ so that

$$\left|B_\pm (s)_{s_M}^sB_{}(\sigma )\frac{\sigma ^{1/2}P(v(\sigma ))}{\xi v(\sigma )^{2q+2}}\stackrel{~}{R}(\sigma )h(\sigma )𝑑\sigma \right|<const\rho ^{1a(q+1)}h_\mathrm{}_4$$

Therefore

$$\left|𝒥(h)(s)\right|<const\mathrm{max}\{\rho ^{3/4},\rho ^{1+a(q+1)}\}h$$

and $`𝒥`$ is a contraction for $`a`$ satisfying (3.10). Equation (3.29) has a unique solution $`h_{}=(1𝒥)^1𝒥(B_{})`$.

To show (3.30) we write $`h_{}=B_{}+\left(1𝒥\right)^1𝒥(B_{})`$. We showed that

$$|𝒥B_{}(s)|const\rho ^{3/4}B_{}_{\mathrm{}_1\mathrm{}_{12}\mathrm{}_2}+const\rho ^{1+a(q+1)}B_{}_\mathrm{}_3$$

and since $`B_{}_\mathrm{}_3<const\rho ^{1/4}`$ and $`(1𝒥)^1<const`$, the estimate (3.30) follows.

(ii) is immediate since $`B_{}`$, therefore $`h_{}`$ are exponentially small on $`s(d)`$.

Finally, (iii) holds since $`B_\pm (s)`$ do not depend on $`\xi `$ and the operator $`𝒥`$ is analytic in $`\xi `$.

### 4.3. Proof of Lemma 6

Denote by $`\mathrm{}_1^{}`$ the segment of $`\mathrm{}^{}`$ from $`+i\mathrm{}`$ to $`2i\rho P_0`$, by $`\mathrm{}_3^{}`$ the segment from $`2i\rho P_0`$ to $`s_M^{}`$, and by $`\mathrm{}_4^{}`$ the segment from $`s_M^{}`$ to $`s_F^{}`$

The estimates on $`\mathrm{}_1^{}`$ (respectively $`\mathrm{}_3^{}`$) are the same as in the proof of Lemma 5(i) on $`\mathrm{}_1`$ (respectively $`\mathrm{}_3`$). For the integral on $`\mathrm{}_4^{}`$ the integrand has the same bounds as on $`\mathrm{}_3^{}`$, but since the path of integration has an $`O(1)`$ length the contribution of this term does not modify the estimate.

### 4.4. Proof of Lemma 8

#### 4.4.1. The integral equation

The substitution $`y=i\xi v^{q+1}/(q+1)`$ transforms (3.36) to

(4.64)
$$h^{\prime \prime }(y)+\frac{r}{y}h^{}(y)h(y)=\left(v(y)^22v(y)\right)h(y)$$

where $`r`$ is given by (3.40).

The LHS of (4.64) is a Bessel equation, with an analytic solution

(4.65)
$$\stackrel{~}{h}_a(y)=_1^1e^{py}(1p^2)^A𝑑p$$

and the branched solution

(4.66)
$$\stackrel{~}{h}_s(y)=y^{1r}\stackrel{~}{h}_{a;s}(y),\text{where}\stackrel{~}{h}_{a;s}(y)=_1^1e^{py}(1p^2)^Bdp$$

Their Wronskian is $`W[\stackrel{~}{h}_a,\stackrel{~}{h}_s]=consty^r`$.

Going back to the variable $`v`$, let $`\stackrel{~}{g}_{a,s}(v)=\stackrel{~}{h}_{a,s}(y(v))`$. Then

(4.67)
$$W[\stackrel{~}{g}_a,\stackrel{~}{g}_s]=const\xi ^{1r}v^{1+1/m}$$

The integral form of equation (3.36) is then (3.38) where

$$𝒢(g)(v)=_0^v\left[\stackrel{~}{g}_a(v)\stackrel{~}{g}_s(t)\stackrel{~}{g}_s(v)\stackrel{~}{g}_a(t)\right]W[\stackrel{~}{g}_a,\stackrel{~}{g}_s]^1\xi ^2t^{2q+1}(2t)g(t)𝑑t$$

which using (4.67) yields (3.39).

#### 4.4.2. Estimates

We show that the operator $`𝒢`$ is contractive in the Banach space of continuous and bounded functions on $`𝒮`$ (with the $`sup`$ norm).

We need the following estimates:

Consider first $`v𝒮_1`$. We have $`yy(v)i[0,\rho ^{1a(q+1)}/(q+1)]i_+`$. Note that $`\stackrel{~}{h}_a,\stackrel{~}{h}_s`$ are bounded for small $`y`$; also, for large $`y`$ on the segment $`y(v)`$ we have $`|\stackrel{~}{h}_{a,s}(y)|<const|y|^{1A}`$ (from (5.78) used for $`\alpha =A`$ and $`\alpha =B`$).

Denote $`v_1=\kappa _0(q+1)^{1/(q+1)}\rho ^{1/(q+1)}`$. Then $`y(v_1)=i`$.

For $`v[0,v_1]`$ we have $`|\stackrel{~}{g}_{a,s}(v)|sup_{y[0,i]}|\stackrel{~}{h}_{a,s}(y)|=const`$ so that

$$|𝒢(g)(v)|<const\rho ^{1+r}\underset{v[0,v_1]}{sup}|g(v)|_0^{\rho ^{1/(q+1)}}t^{2q+2\frac{1}{m}}𝑑t$$

$$<const\rho ^{1/(q+1)}\underset{v[0,v_1]}{sup}|g(v)|$$

For $`v[v_1,v_F]`$ we have $`|\stackrel{~}{g}_{a,s}(v)|=\stackrel{~}{h}_{a,s}(y(v))|<const|\rho v^{q+1}|^{1A}`$ so that

(4.68)
$$\begin{array}{c}|𝒢(g)(v)|<const\rho ^{1/(q+1)}\underset{v[0,v_1]}{sup}|g(v)|\hfill \\ \hfill +const\rho ^{2A\frac{1}{m(q+1)}}\underset{v[v_1,v_F]}{sup}|g(v)||v_F|^{(q+1)(1A)}_{\rho ^{1/(q+1)}}^{\rho ^a}t^{(1A)(q+1)\frac{1}{m}}𝑑t\\ \hfill <const\rho ^{1a(q+2)}\underset{v𝒮_1}{sup}|g(v)|\end{array}$$

Therefore

(4.69)
$$\underset{v𝒮_1}{sup}|𝒢(g)(v)|const\underset{v𝒮_1}{sup}|g(v)|$$

For $`v𝒮_2`$ we have

$$\xi v^{q+1}=\xi v_F^{q+1}\left[1+O\left(\rho ^{a(q+1)}\right)\right](\rho \mathrm{})$$

hence this path yields a negligible contribution to (4.69) and $`𝒢(g)const\rho ^{1a(q+2)}g`$.

Then $`𝒢`$ is contractive for $`\rho `$ large enough. Taking $`C_1=1,C_2=0`$ in (3.38) (respectively $`C_1=0,C_2=1`$) we get the analytic (respectively branched) solution of (3.8)

(4.70)
$$g_{a,s}=(I𝒢)^1(\stackrel{~}{g}_{a,s})=\stackrel{~}{g}_{a,s}+(I𝒢)^1𝒢\stackrel{~}{g}_{a,s}$$

and the estimate (3.41) follows.

### 4.5. Proof of Lemma 9

We first estimate the leading order $`B_{}`$ of $`h_{}`$.

Formula (3.27) defines $`B_{}(s)`$ for $`s`$ between $`+i\mathrm{}`$ and $`0`$. To get the values of $`B_{}(s)`$ in the matching region, where

$$s(v)=i\left\{\rho P_0t^{q+1}R\right\}+o\left(\rho ^{1a(q+2)}\right)+O\left(\rho ^{1a(2q+3)}\right)\text{with}R=\frac{\rho ^{1a(q+1)}}{q+1}$$

we need to find the analytic continuation of (3.27) along $`\mathrm{}`$.

We remark that in fact $`B_{}`$ also satisfies

(4.71)
$$B_{}(e^{i\theta }s)=_{e^{i\gamma }[1,+\mathrm{})}e^{ps}\left(p^21\right)^{3/4}𝑑p\text{for}si_+\text{if}\mathrm{sin}(\theta \gamma )0$$

and formula (4.71) can be used to determine the analytic continuation of $`B_{}`$ along $`\mathrm{}`$: when $`s`$ goes on a small circle, clockwise around the origin, the path of integration in (3.27) must be rotated by an angle of $`2\pi `$ (around the singular points $`p=\pm 1`$). Then for $`s\mathrm{}_2`$

(4.72)
$$\begin{array}{c}B_{}(s)=_1^1e^{ps}e^{3\pi i/4}\left(1p^2\right)^{3/4}𝑑p\hfill \\ \hfill +_1^1e^{ps}e^{9\pi i/4}\left(1p^2\right)^{3/4}𝑑p+_1^+\mathrm{}e^{ps}e^{3\pi i}\left(p^21\right)^{3/4}𝑑p\end{array}$$

(4.73)
$$=2^{1/2}_1^1e^{ps}\left(1p^2\right)^{3/4}𝑑p_1^+\mathrm{}e^{ps}\left(p^21\right)^{3/4}𝑑p$$

Using now (5.76) and (5.78) we get

(4.74)
$$\begin{array}{c}B_{}(s)=const\rho ^{1/4}\left(ie^{i\rho P_0}e^{it^{q+1}R}+2^{1/2}ie^{i\rho P_0}e^{it^{q+1}R}\right)\hfill \\ \hfill \times \left[1+o\left(\rho ^{1a(q+2)}\right)+O\left(\rho ^{a(q+1)}\right)\right]\end{array}$$

Finally, in view of Lemma 5(ii), and noting that in the matching region (3.25) we have $`P(v)=P_0+O(\rho ^a)`$ and $`v^{(q+1)/2+1/(2m)}=\rho ^{a[(q+1)/21/(2m)]}(1+o(1))`$ Lemma 9 follows.

Analyticity in $`\xi `$ follows as in §4.2.

### 4.6. Proof of Lemma 10

I. Analytic dependence on $`\xi `$ of $`C_a,C_s`$.

The solutions $`g_\pm (v),g_{a,s}(v)`$, depend analytically on $`\xi `$ (Lemmas 5, 8). We have $`g_{}(v(s))consts^{1/4}e^s`$ for $`s`$ in the initial part of $`\mathrm{}`$. After analytic continuation along $`\mathrm{}`$, rotating $`2\pi `$ about $`s=0`$, the solution $`g_{}`$ becomes $`ACg_{}(v)=A(\xi )g_{}(v)+B(\xi )g_+(v)`$. Evaluating this relation for two values of $`v`$ it follows that $`A(\xi )`$, $`B(\xi )`$ are analytic. The same argument shows that the decomposition of $`g_a,g_s`$ along $`g_+,g_{}`$ has analytic coefficients.

II. Estimates.

Introducing (3.42),(3.43),(3.44) in (3.47) and identifying the coefficients of $`e^{i(R+\lambda )}+O(\rho ^c)`$, respectively $`e^{i(R+\lambda )}+O(\rho ^c)`$ we get a system of two equations for the unknowns $`C_a,C_s`$, whose solutions have the form (3.48), (3.49).

### 4.7. Proof of Lemma 12

I. We first note that the result in Lemma 8 can be improved: the integral equation (3.38) has a unique solution on the longer path $`[0,v_M][v_M,v_M^{}]`$ and the estimates (3.41) hold.

Indeed, on the segment $`[v_M,v_M^{}]`$ we have $`y=i\rho ^{1a(q+1)}/(q+1)+\mu +O(\rho ^a)`$ where $`\mu `$ is bounded, therefore the estimates of $`\stackrel{~}{h}_{a,s}`$ are the same as on the segment $`[0,v_M]`$ (possibly after increasing $`const`$). Since the segment $`[v_M,v_M^{}]`$ has an $`o(1)`$ length, its contribution to the estimates in the proof of Lemma 8 is negligible.

II. Note that

$$s\left(v_M^{}\right)=i\rho P_0i\frac{\rho ^{1a(q+1)}}{q+1}+i\left(2iZP_0t\right)+o(1)(\rho +\mathrm{})$$

The rest follows in a straightforward way from (3.41), (3.35) and Remark 14(iv).

## 5. Appendix

### 5.1. The paths $`s(d)`$, $`s(d)`$

Denote $`\theta =\frac{\pi }{2(q+2)}`$.

Let $`vd`$ (respectively $`vd`$), so $`v=e^{i\theta }t`$ with $`t_+`$, (respectively $`t_{}`$). Then

$$\mathrm{}[s(v)]=\rho \left(\frac{1}{q+2}t^{q+2}\frac{\mathrm{cos}\theta }{q+1}t^{q+1}\right)+Z\left(\frac{\mathrm{sin}\theta }{q+1}t^{q+1}+P_0\right)$$

and

$$\mathrm{}[s(v)]=Z\left(\frac{1}{q+2}t^{q+2}\frac{\mathrm{cos}\theta }{q+1}t^{q+1}\right)+\rho \left(\frac{\mathrm{sin}\theta }{q+1}t^{q+1}+P_0\right)$$

For large $`|t|`$ we have $`\mathrm{}s(v)\rho t^{q+2}/(q+2)`$ and $`\mathrm{}s(v)Z/(q+2)t^{q+2}`$. Hence $`s(d)`$ (and $`s(d)`$ if $`q`$ is even) comes from infinity in right half-plane, asymptotic to a line of small slope ($`Z\rho ^1`$).

To obtain the form of $`s(d)`$ consider first the case $`Z<0`$. Then $`s(d)`$ goes to infinity in the fourth quadrant. Furthermore, we have $`\mathrm{}s(v)=0`$ only for $`t=[(q+2)\mathrm{sin}\theta ]^{1/(q+1)}(1+o(1))`$ (and at this point $`\mathrm{}s(v)<0`$); also, $`\mathrm{}s(v)=0`$ only for $`t=(q+2)/(q+1)(\mathrm{cos}\theta )(1+o(1))`$ (at this point $`\mathrm{}s(v)<0`$) and for $`t=[Z/(q+2)/\mathrm{cos}\theta \rho ^1]^{1/(q+1)}(1+o(1))`$. Therefore $`s(d)`$ comes from $`\mathrm{}`$ in the fourth quadrant, crosses $`i_{}`$, then $`_{}`$, $`i_+`$ and ends at $`s_0`$ in the first quadrant.

The form of $`s(d)`$ in the case $`Z>0`$ is obtained similarly. The curve comes from infinity in the first quadrant, crosses $`_+`$, then $`i_{}`$, and $`_{}`$ and ends in the second quadrant at $`s_0`$.

For $`q`$ even, $`s(d)`$ starts at $`s_0`$ (in the second quadrant if $`Z>0`$, respectively in the first quadrant if $`Z<0`$) crosses $`i_+`$ (respectively $`_+`$), then goes to infinity in the first (respectively fourth) quadrant.

### 5.2. Asymptotic formulas

###### Remark 14.

Let $`T>0`$ and $`\alpha (0,1)`$.

(i) We have

(5.75)
$$_0^+\mathrm{}e^{Tq}q^\alpha (2\pm iq)^\alpha 𝑑q=2^\alpha \mathrm{\Gamma }(1\alpha )T^{1+\alpha }\left(1+O\left(T^1\right)\right)$$

(ii) Also

(5.76)
$$\begin{array}{c}\mathrm{\Phi }_\pm (T)_1^+\mathrm{}e^{\pm ipT}\left(p^21\right)^\alpha 𝑑p\hfill \\ \hfill =e^{\pm i\pi (1\alpha )/2}2^\alpha \mathrm{\Gamma }(1\alpha )e^{\pm iT}T^{1+\alpha }\left(1+O(T^1)\right)\end{array}$$

(iii) Denote

(5.77)
$$I(T)=_1^1e^{ipT}(1p^2)^\alpha 𝑑p$$

We have

(5.78)
$$\begin{array}{c}I(T)=\left[e^{iTi\pi (1\alpha )/2}+e^{iT+i\pi (1\alpha )/2}\right]2^\alpha \mathrm{\Gamma }(1\alpha )T^{1+\alpha }\left(1+O\left(T^1\right)\right)\hfill \end{array}$$

(iv) Let also $`K`$ independent of $`T`$ and $`\stackrel{~}{T}=O(T^\gamma )`$ ($`T+\mathrm{}`$) where $`\gamma >0`$. Then the integral (5.77) satisfies

(5.79)
$$I\left(T+K+\stackrel{~}{T}\right)=\left[e^{i(T+K)i\pi (1\alpha )/2}+e^{i(T+K)+i\pi (1\alpha )/2}\right]$$

$$\times \mathrm{\hspace{0.17em}2}^\alpha \mathrm{\Gamma }(1\alpha )T^{1+\alpha }\left(1+O\left(T^1\right)+O\left(T^\gamma \right)\right)$$

Proof.

(i) Formula (5.75) is a direct consequence of Watson’s Lemma .

(ii) To show (5.76) we substitute $`r=p1`$ then rotate the path of integration in the formula defining $`\mathrm{\Phi }_\pm `$ by an angle $`\pm \pi /2`$; it follows that

(5.80)
$$\begin{array}{c}\mathrm{\Phi }_\pm (T)=e^{\pm iT}_0^i\mathrm{}e^{\pm irT}r^\alpha (r+2)^\alpha 𝑑r\hfill \\ \hfill =\pm ie^{i\pi \alpha /2}e^{\pm iT}_0^+\mathrm{}e^{\tau T}\tau ^\alpha (2i\tau )^\alpha 𝑑\tau \end{array}$$

and (5.75) yields (5.76).

(iii) The path of integration in (5.78) can be deformed to two vertical half-lines in the half-plane $`\mathrm{}p<0`$ (where the branches of the power are determined by analytic continuation of the usual branch on $`(1,1)`$):

$$I(T)=\left(_1^{1i\mathrm{}}+_{1i\mathrm{}}^1\right)e^{ipT}(1p^2)^\alpha dp$$

$$=ie^{i\pi \alpha /2}e^{iT}_0^+\mathrm{}e^{sT}s^\alpha (2+is)^\alpha 𝑑s$$

$$+ie^{i\pi \alpha /2}e^{iT}_0^+\mathrm{}e^{sT}s^\alpha (2is)^\alpha 𝑑s$$

and using (5.75) the estimate (5.78) follows.

(iv) For large $`T>0`$ and $`p`$ with $`\mathrm{}p[1,1]`$, $`\mathrm{}p<0`$, and $`\mathrm{}p`$ large enough we have $`\mathrm{}[ip(T+K+\stackrel{~}{T})]=[T+\mathrm{}(K+\stackrel{~}{T})]\mathrm{}p+[\mathrm{}(K+\stackrel{~}{T})]\mathrm{}p<0`$. Then the path of integration in (5.77) can be deformed as in the proof of (iii), yielding

(5.81)
$$\begin{array}{c}I\left(T+K+\stackrel{~}{T}\right)=ie^{i\pi \alpha /2}e^{i(T+K+\stackrel{~}{T})}_0^+\mathrm{}e^{s((T+K+\stackrel{~}{T}))}s^\alpha (2+is)^\alpha 𝑑s\hfill \\ \hfill +ie^{i\pi \alpha /2}e^{i(T+K+\stackrel{~}{T})}_0^+\mathrm{}e^{s(T+K+\stackrel{~}{T})}s^\alpha (2is)^\alpha 𝑑s\end{array}$$

and using again Watson’s Lemma (5.79) follows.

ACKNOWLEDGMENTS

We would like to thank François Treves for suggesting this problem to us and for very interesting discussions.