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# Algorithmic reduction of Poincaré-Dulac normal forms and Lie algebraic structure

## Introduction

Poincaré-Dulac normal forms (and their hamiltonian counterpart, Birkhoff-Gustavsson normal forms) are central to much of our understanding of local nonlinear dynamics.

We refer to  for an exposition of the fundamental aspects – and to  for an in-depth exposition – of normal forms theory. Readable and reasonably sized introductions to the matter are contained e.g. in ; see also .

We want to discuss a point which has been investigated by several authors and which has an obvious interest both for theory and for concrete (including computational) applications, i.e. the possibility of further reducing a system which is already in normal form (NF in the following).

It is indeed well known that the NF classification is in general redundant for resonant systems, and different NFs can be conjugated. This fact, and the possibility of obtaining more favourable NFs by taking advantage of the freedom in the choice of the generators for the normalizing change of coordinates, were already remarked by Dulac in .

Among recent approaches to this problem, we recall . Many of them employ a similar set of ideas; among these, the use of the higher order analogues of the standard homological operator (already suggested in ), and the Lie algebraic properties of the set of vector fields in normal form with respect to a given linear part (already suggested in ). Each approach has also, of course, its own features, and leads to similar but not identical results.

In  I proposed an approach based on iteration of the standard Poincaré normalization procedure (the reduced normal forms thus obtained were therefore called Poincaré renormalized forms, or PRF for short); this is completely algorithmic and requires only to solve linear equations at each step.

The PRF algorithm uses only the grading by homogeneity degree of the algebra $`𝒢_A`$ of polynomial vector fields in normal form with respect to a given linear part $`A`$; it is thus quite general, but fails to take advantage of the Lie algebraic structure of $`𝒢_A`$. Not surprisingly, taking this Lie algebra structure into account can lead to a considerable simplification of the computations and of the resulting simplified normal form.

The main purpose of this note is indeed to conjugate the PRF approach with Lie algebraic considerations, so to obtain a procedure which takes advantage of the Lie algebra structure of $`𝒢`$ and keeps the computational simplicity of the PRF approach. Rather than aiming at the greater generality, we will focus on a structure which is non-generic, but relatively common in applications.

The discussion given in this note should also clarify some points related to standard PRF approach (as we discuss in the lines below); it should also make clear how much the PRF approach is related to Broer’s ideas and to previous work along the same lines. Actually, the set of ideas employed here is essentially the same (higher order homological operators, Lie algebras filtrations) as in those works; they are blended here in a form which is suitable for concrete computational implementation.

It should be stressed that concrete computations in  were performed by using this the Lie algebraic structure, although this point was not sufficiently stressed there; this could have caused some confusion, which the present note should hopefully dissipate. To make things worse and add occasions for confusion, in  the term PRF was on the one hand precisely defined, but on the other end also used to indicate generically reduced normal forms obtained by use of a sequence of Poincaré transformations, such as those based on the Lie algebra structure.

This can cause confusion due to the following fact: if we consider the sequence of Lie-Poincaré transformations prescribed by the PRF procedure, we obtain some reduced normal form $`F_1`$ (which is of course a PRF). If the sequence of Lie-Poincaré transformations is not taken in this order but according to a different scheme, e.g. to take advantage of the Lie algebra structure on $`𝒢_A`$ (as in considering the above mentioned example in ), we obtain another reduced normal form $`F_2`$. In general $`F_2F_1`$, but moreover this $`F_2`$ can fail to be a PRF according to the proper definition; this happened for the main example in  and will also be the case for the example B considered in detail below.

The paper is organized as follows: in section 1 we recall the main facts about Poincaré-Dulac (standard) normal forms and fix notation; in section 2 we discuss two further reduction scheme, i.e. the “generic” PRF procedure and a modification of it which makes use of the Lie algebraic structure of $`𝒢_A`$ and applies when this structure has favourable properties (this will be the LRF approach); in section 3 we briefly consider a three-dimensional example, with linear part corresponding to a center-focus, showing the simplicity of computations required by the LRF approach; in section 4 we consider a case where the structure of $`𝒢_A`$ is not the optimal one for use of the LRF approach, but still allows for its use. Finally, in section 5 we analize in full detail a simple two-dimensional example, giving a completely explicit description of the renormalizing transformations and renormalized forms up to order six, and compare the results obtained with the PRF and with the LRF approach.

We also provide two appendices: in the first one we discuss Bruno’s treatment of PRF and remark that his definition is not equivalent to the one given in , so that the example he considers in  – and which falls in the case considered in section 5 – does not apply to PRFs; in appendix B we briefly recall the main ideas put forward by Broer and Baider, and describe the Broer-Baider reduction procedure in the language employed in the present paper.

### Acknowledgement

This work was started in the Physics Department of Universitá di Roma, and completed in the Mathematics Department of Universitá di Milano. I would like to thank A. Degasperis and P. Santini (Roma) and D. Bambusi and L. Galgani (Milano) for their kindest hospitality. The support of “Fondazione CARIPLO per la ricerca scientifica” under the project Teoria delle perturbazioni per sistemi con simmetria is gratefully acknowledged.

## 1 Standard normal forms

Let us first collect some basic formulas about (standard) normal forms. We work in $`𝐑^n`$ with basis $`\{𝐞_1,\mathrm{},𝐞_n\}`$ and coordinates $`(x^1,\mathrm{},x^n)`$; and consider a vector field $`X`$ in $`𝐑^n`$ having a zero in the origin. This is written in coordinates as $`X=f^i(x)_i`$ (here and below, $`_i=/x^i`$); we expand the vector function $`f(x)`$ in homogeneous terms as $`f(x)=_{k=0}^{\mathrm{}}f_k(x)`$, with $`f_k(ax)=a^{k+1}f_k(x)`$. When considering coordinate expressions, we will write $`𝒱_k`$ for the set of vector fields with components homogenoeus of order $`(k+1)`$ in the $`x`$. It is clear that under commutator we have $`[𝒱_k,𝒱_m]𝒱_{k+m}`$.

We also consider the linearization $`Ax`$ of $`f`$ in the origin, given by $`A_j^i:=(f^i/x^j)(0)`$. We write in general $`f(x)=Ax+F(x)`$, where $`F(x)`$ collects nonlinear terms only.

We denote by $`\sigma :=\{\lambda _1,\mathrm{},\lambda _n\}`$ the spectrum of $`A`$. If the $`\lambda _i`$ satisfy some relation

$$\underset{i=1}{\overset{n}{}}\mu _i\lambda _i:=(\mu \lambda )=\lambda _\alpha $$
$`(1)`$
where $`\alpha =1,\mathrm{},n`$, $`\mu _i`$ are non-negative integers, and $`|\mu |:=_i\mu _i2`$, we say that $`A`$ is resonant.

A vector of the form $`𝐯=(x_1^{\mu _1}\mathrm{}x_n^{\mu _n})𝐞_\alpha `$, with $`\mu _i`$ and $`\alpha `$ as in (1), is called a resonant monomial vector; the linear span of resonant monomial vector is the linear space of resonant vectors. When some ambiguity could arise, we specify these are resonant with $`A`$.

The Poincaré-Dulac theorem affirms that it is possible to find a sequence of near-identity changes of coordinates such that in the new coordinates (denoted again by $`x`$) the vector field $`X`$ is expressed as $`X=g^i(x)_i`$, with $`g(x)=Ax+G(x)`$, and with the nonlinear term $`G(x)`$ being the sum of resonant terms only. The change of coordinates defined by the whole sequence is in general only formal, but it is analytic (in some open neighbourhood of the origin) if zero lies out of the convex hull of $`\sigma `$ in the complex plane (Poincaré condition).

It is actually also possible to express the changes of coordinates as the time-one action of vector fields $`H_k=h_k^i_i`$ (this has several theoretical and practical advantages ); in this case we speak of Lie-Poincaré transformations.

When a nonlinear vector field $`X=[A_j^ix^j+G^i(x)]_i`$ in given coordinates satisfy the condition that the nonlinear part $`G^i(x)`$ is a resonant vector – with respect to the linear part $`A`$ – we say that $`X`$ is resonant (in the $`x`$ coordinates).

Notice that the resonance condition involves only the eigenvalues of $`A`$; if we decompose $`A`$ into a semisimple and a nilpotent part (mutually commuting), $`A=A_s+A_n`$, then only $`A_s`$ enters in the definition of resonant vectors.

If $`A`$ is not semisimple, it is actually possible to refine ulteriorly the form to which $`G(x)`$ can be taken. Denoting $`X_A=A_j^ix^j_i`$ the vector field associated to the linear part of $`X`$ (notice this is invariant under near-identity changes of coordinates), we denote by $`_0`$ the operator of commutation with $`X_A`$; that is, $`_0(Y)=[X_A,Y]`$. Obviously, $`_0:𝒱_k𝒱_k`$.

We can then force $`G_k=G𝒱_k`$ to be in a complementary space to the range of $`_0`$ in each $`𝒱_k`$. If we introduce a scalar product222Choosing the Bargmann scalar product  will guarantee that $`_0^+(Y)=[X_{A^+},X]`$, where $`A^+`$ is the adjoint of $`A`$. Another popular choice (standard scalar product) is described in . in $`𝒱_k`$ (and hence in $`𝒱=𝒱_0𝒱_1\mathrm{}`$), then we can force $`G\mathrm{Ker}(_0^+)`$. When the condition $`X_G\mathrm{Ker}(_0^+)`$ is satisfied, we say that $`X`$ is in Poincaré-Dulac normal form (in the given coordinates).

Notice that in general $`[X_A,X_{A^+}]0`$, and thus the adjoint of the linear part of a vector field in normal form does not commute with the full vector field, but only with the nonlinear part. On the other side, if $`[X_A,X_{A^+}]=0`$ (which is equivalent to $`[A,A^+]=0`$, i.e. to $`A`$ being a normal matrix), then $`X_{A^+}`$ is a symmetry of $`X`$.

Here we will assume that $`A`$ is semisimple $`A=A_s`$ and has been taken to Jordan normal form333The theory of normal forms is well developed without these assumptions, but reduction encounters a number of substantial obstacles; see e.g.  for normal forms in the case where $`A_n0`$ and/or $`A`$ is not in Jordan normal form., so that

$$A=\mathrm{diag}(\lambda _1,\mathrm{},\lambda _n).$$
$`(2)`$
Thus, in the present discussion, vector fields in normal form and resonant vector fields will be the same. We also have that $`_0=_0^+`$ (provided we have chosen a suitable, e.g. the Bargmann, scalar product).

Resonant vector fields are thus identified by the condition

$$[X_0,X]=0$$
$`(3)`$
where $`X_0`$ is the linear part of $`X`$. In order to emphasize that we are actually dealing with coordinate expressions and not with geometrical objects, it is maybe better to deal with components of $`X`$ in the $`x`$ coordinates. It is easy to see that if $`X_f=f^i(x)_i`$ and $`X_g=g^i(x)_i`$, then $`[X_f,X_g]=X_h=h^i(x)_i`$, with

$$h(x)=\{f(x),g(x)\}:=(f^j(x)_j)g(x)(g^j(x)_j)f^i(x).$$
$`(4)`$
The bracket $`\{.,.\}`$ is just expressing the commutator in terms of the components of vector fields in given coordinates. Relation (3) reads then

$$\{[(Df)(0)]x,f(x)\}=0.$$
$`(3^{})`$
The point is that once $`f(x)`$ is in normal form, we can still consider near-identity Lie-Poincaré changes of coordinates taking it into a different normal form $`\widehat{f}(x)`$; in order to be guaranteed that $`\widehat{f}(x)`$ is still in NF, i.e. (3’) is satisfied by $`\widehat{f}`$, the generator $`h`$ must be chosen to be itself resonant with $`A=(Df)(0)`$. Indeed, the set $`𝒢_A`$ of vector fields commuting with $`X_A`$ is obviously a Lie algebra.

We recall that if $`h(x)=x+_{k=1}^{\mathrm{}}h_k(x)`$, the changes of coordinates given by the time-one flow of $`X_h`$ maps $`X`$ into $`\widehat{X}=e^HXe^H`$. This can be explicitely computed by the classical Baker-Campbell-Haussdorff formula; with $`\mathrm{\Theta }(X):=[H,X]`$, we have

$$\widehat{X}=\underset{s=0}{\overset{\mathrm{}}{}}(1/s!)\mathrm{\Theta }^s(X)$$
$`(5)`$
which in terms of homogeneous components reads

$$\widehat{f}_m=\underset{s=0}{\overset{[m/k]}{}}\frac{1}{s!}^s(f_{msk})$$
$`(6)`$
where $`[m/k]`$ denotes the integer part of $`(m/k)`$ and $`(f)=\{h,f\}`$.

It is convenient, for further discussion, to define the higher order homological operators (already considered by Takens ) as $`_k:=\{f_k,.\}`$. We also denote, for later discussion, by $`G=C(A)`$ the centralizer of $`A`$ in the Lie algebra of $`n`$-dimensional matrices (with Lie operation the matrix commutator); a basis for this will be given by matrices $`\{K_1,\mathrm{},K_d\}`$ (if $`A0`$, we can choose $`K_1=A`$); notice that $`dn`$.

## 2 Two non-equivalent further reduction
schemes: PRF and LRF

Having defined normal forms and obtained the formulas for the change of variables, we can wonder if one can change variables thus transforming a normal form into another one, more convenient in some respect (in particular, having a smaller number of nonlinear terms, or a smaller number of low order ones). The answer is obviously yes, as already noted by Dulac , in the form and within the limits implied by (5), (6) above.

In recent works – as mentioned in the Introduction – I have proposed a general procedure (and algorithm, requiring to solve only linear equations) for such a reduction . Since this approach represents a direct extension of Poincaré procedure, the normal form (in general not unique) obtained in this way has been called “Poincaré renormalized form” (PRF), and we refer to it as the PRF approach.

On the other hand, in some cases it is also possible to proceed in a different way: one can use the Lie algebraic structure of the set of resonant vectors. We will call the reduced normal forms obtained in this way, “Lie renormalized form” (LRF), and we refer to the procedure as the LRF approach.

It should be mentioned that the relevance of Lie algebraic structures in normal forms theory was stressed (in his thesis) by Broer, who gave a very general and powerful reduction procedure (see appendix B).

Our procedure will be less general and powerful, and apply only in favourable cases (see below); but it is simpler and – when applicable – its practical implementation in completely explicit computations is elementary, as we also show by example.

### 2.1 The PRF approach

I will now recall the basic aspects of the PRF approach, developed in ; the reader is referred to these works and to  for further detail.

Let $`W`$ be the vector field (say already in standard NF, to avoid trivial steps) under consideration. Let us write it as $`W=X_0+_{k=1}^{\mathrm{}}W_k`$, with $`X_0`$ linear and $`W_k`$ homogeneous of degree $`(k+1)`$. For the sake of simplicity444Notice that the PRF can as well deal with cases where the linear part vanishes: now the standard homological operator is only the first in a chain of operators, and we can use the other ones for reduction. In practice, computations will be very difficult for $`A=0`$, unless some other constraint (e.g. symmetry properties) reduces the set of allowed nonlinear vector fields; see  for PRF analysis of symmetric systems with $`A=0`$. we will assume $`X_00`$.

Take the first nonzero $`W_k`$, say $`W_{p_0}`$; operating with transformations generated by $`h_k^{(0)}𝒲_k^{(0)}:=\mathrm{Ker}(_0)𝒱_k`$ (successively for $`k=1,2,\mathrm{}`$) we can eliminate all terms in $`[W_{p_0},𝒲_k^{(0)}]`$, i.e. in the range of $`_{p_0}`$, defined as the restriction of the operator $`_{p_0}`$ to $`\mathrm{Ker}(_0)`$.

Let now $`W_{p_1}`$ be the first nonzero term among those with $`k>p_0`$ in the normal form obtained after the above transformations. Using transformations generated by $`h_k^{(1)}𝒲_k^{(1)}:=\mathrm{Ker}(_0)\mathrm{Ker}(_{p_0})𝒱_k`$ (successively for $`k=1,2,\mathrm{}`$), we can eliminate all terms in $`[W_{p_1},𝒲_k^{(1)}]`$, i.e. in the range of $`_{p_1}`$, the restriction of $`_{p_1}`$ to $`\mathrm{Ker}(_0)\mathrm{Ker}(_{p_0})`$.

The process can obviously be continued indefinitely, until either all nonlinear terms of degree higher than $`p_q`$ are killed, or $`\mathrm{Ker}(_0)\mathrm{Ker}(_{p_0})\mathrm{}\mathrm{Ker}(_{p_q})`$ is empty.

Notice that in this way, due to the restriction to kernels of lower order homological operators (i.e. due to the use of $`_p`$ rather than $`_p`$), at each step we are not affecting the terms which have already been simplified; in facts at each step we stabilize new terms.

The generators $`h_k^{(j)}`$ are chosen as solutions to higher homological equations: if $`f_k^{(j)}`$ is the term of order $`(k+1)`$ after the first $`j`$ rounds of further normalization, and $`\pi _k^{(j)}`$ the projection from $`𝒱_k`$ to $`𝒲_k^{(j)}`$, this is given by

$$\pi _k^{(j)}\left[\underset{s=0}{\overset{[m/k]}{}}\frac{1}{s!}^s(f_{msk})\right]=0$$
$`(7)`$
where $`=\{h_k^{(j)},.\}`$; that is, see (5), by requiring that $`\pi _k^{(j)}\left(\widehat{W}_k^{(j)}\right)=0`$.

Notice that the $`h_k^{(j)}`$ considered above are in general not uniquely defined: they are unique up to an element in $`\mathrm{Ker}(_{p_j})`$, see above. Thus, the PRF is in general not unique.

The reduced normal form obtained according to this procedure will be called a Poincaré renormalized form (PRF) for the normal form $`W=W^{(0)}`$. A precise description of the spaces to which the terms non-eliminable in this way belong – i.e. an abstract general description of PRFs – and a more detailed discussion are given in .

### 2.2 The LRF approach

Let us now consider a different further normalization scheme.

Consider the set of vector fields in $`𝐑^n`$ which are in normal form with respect to the given linear part $`A`$, i.e. the set of $`Y𝒱`$ such that $`[X_A,Y]=0`$. It is obvious that these form a Lie algebra (the Lie operation being the standard commutator of vector fields); we denote this algebra by $`𝒢`$.

Let us recall a general characterization of vector fields in normal form relevant in this context . Consider the linear vector field $`X_A`$; we say that the differentiable function $`\phi :𝐑^n𝐑`$ is an invariant for $`X_A`$ if $`X_A(\phi )=0`$.

Denote by $`^{}(A)`$ the set of invariants for $`X_A`$ which are meromorphic (that is, can be expressed as a quotient of algebraic functions) in the $`x`$ coordinates; denote by $`(A)^{}(A)`$ the set of algebraic invariants for $`X_A`$, and by $`_k(A)(A)`$ the set of algebraic invariants for $`X_A`$ which are functions homogeneous of degree $`k+1`$ in the $`x`$ variables.

Let $`G=C(A)`$ be the centralizer of $`A`$ in the algebra of $`n`$ dimensional matrices; let its Lie algebra be spanned by matrices $`\{K_1,\mathrm{},K_d\}`$ (we can always assume $`K_1=I`$, and that $`K_\alpha =A`$ for some $`\alpha `$, provided $`A0`$; notice that $`dn`$). We denote by $`X^{(\alpha )}`$ the vector fields corresponding to these, i.e. given in the $`x`$ coordinates by $`X^{(\alpha )}=(K_\alpha x)^i_i`$.

Then the most general vector field $`W`$ in $`𝒢`$ can be written as

$$W=\underset{\alpha =1}{\overset{d}{}}\mu _\alpha (x)X^{(\alpha )}$$
$`(8)`$
where $`\mu _\alpha (x)^{}(A)`$. In other words, $`𝒢`$ is contained in a finitely generated module over $`^{}(A)`$.

Notice that the vector field $`W`$ must be algebraic in the $`x`$, and $`X^{(\alpha )}`$ are linear in $`x`$, so that functions $`\mu _\alpha (x)^{}(A)`$ having poles of degree $`d2`$ in $`x=0`$ cannot appear in (10). That is, only algebraic functions and functions with simple poles in the origin can appear in the actual normal form unfolding: $`𝒢`$ is not the full $`G`$-generated module over $`^{}(A)`$.

Example. Let us briefly mention an example where indeed meromorphic functions of the invariants enter in the normal form unfolding. Consider systems in $`𝐑^3`$ with coordinates $`(x,y,z)`$; let the linear part be given by the diagonal matrix $`A=\mathrm{diag}(1,1,2)`$, so that $`X_A=x_x+y_y+2z_z`$. This has two basic invariants, given by $`\mathrm{\Psi }_1=xy`$ and $`\mathrm{\Psi }_2=x^2z`$. We take as $`X^{(a)}`$ the vectors $`X^{(1)}=x_x`$, $`X^{(2)}=y_y`$, and $`X^{(3)}=z_z`$. It is immediate to check that $`(\mathrm{\Psi }_1^2/\mathrm{\Psi }_2)X^{(3)}=y^2_z`$ and $`(\mathrm{\Psi }_2/\mathrm{\Psi }_1)X^{(2)}=xz_y`$ are polynomial and resonant with $`X_A`$. $``$

In several cases it happens that $`𝒢`$ has a more convenient structure, i.e. the $`\mu _\alpha `$ in (10) can actually be taken to be in $`(A)`$, and not just in $`^{}(A)`$. In this case we say that all the vector fields in $`𝒢`$ are quasi-linear, or that we have a quasi-linear normal form. In particular, this is the case when $`A`$ admits only one basic invariant (see the examples below).

If the normal form is quasilinear, we have $`𝒢𝒱_{k+1}=_k(A)G`$, and the analysis of the structure of $`𝒢`$ results to be particularly simple, as we now discuss.

Call $`𝒳_\alpha ^{}`$ the algebra spanned by vectors which are written as $`X=s(x)X^{(\alpha )}`$ with $`s^{}(A)`$; call $`𝒳_\alpha `$ the algebra spanned by vectors as above with $`s(A)`$ (this is the module over $`(A)`$ generated by $`X^{(\alpha )}`$).

As seen before, in general we have $`𝒳_1\mathrm{}𝒳_d𝒢𝒳_1^{}\mathrm{}𝒳_d^{}`$, and in the (favourable) quasi-linear case we actually have $`𝒢=𝒳_1\mathrm{}𝒳_d`$.

Consider now the commutation relations between elements of the subalgebras $`𝒳_\alpha ^{}`$ and $`𝒳_\beta ^{}`$; it is immediate to check that

$$\begin{array}{c}[\mu _\alpha (\mathrm{\Psi })X^{(\alpha )},\sigma _\beta (\mathrm{\Psi })X^{(\beta )}]=\left(\mu _\alpha (\mathrm{\Psi })(\sigma _\beta /\psi _i)X^{(\alpha )}(\psi _i)\right)X^{(\beta )}\hfill \\ \left(\sigma _\beta (\mathrm{\Psi })(\mu _\alpha /\psi _i)X^{(\beta )}(\psi _i)\right)X^{(\alpha )}+\left(\mu _a(\mathrm{\Psi })\sigma _\beta (\mathrm{\Psi })\right)[X^{(\alpha )},X^{(\beta )}].\hfill \end{array}$$
$`(9)`$
Notice that when $`X^{(\beta )}=X_A`$, by definition $`X^{(\beta )}(\psi _i)=0`$, and $`[X^{(\alpha )},X^{(\beta )}]=0`$; thus the corresponding subalgebra $`𝒳_\beta `$ is always an abelian ideal in $`𝒢`$.

Remark. Note also that, as obvious from the formula (9) above, the union of subalgebras $`𝒳_{\alpha _1}\mathrm{}𝒳_{\alpha _s}`$ is a subalgebra in $`𝒢`$ if and only if $`\{X^{(\alpha _1)},\mathrm{},X^{(\alpha _s)}\}`$ span a subalgebra in $`G`$. $``$

It can happen that we are able to determine a sequence of subalgebras $`_p𝒢`$, each of them being the union of $`𝒳_\alpha `$ subalgebras, such that $`_0=𝒢`$ and

$$[𝒢,_p]=_{p+1};$$
$`(10)`$
if this terminates in zero we say that $`𝒢`$ has a quasi-nilpotent structure. Notice that the factor algebras $`\mathrm{\Gamma }_p:=_p/_{p+1}`$ are in general not  abelian.

By the above remark, $`𝒢`$ can have a quasi-nilpotent structure only if $`G`$ is nilpotent. The chain of subalgebras $`_p𝒢`$ can then be read off the descending central series $`G_p`$ of $`G`$; recall that the factor algebras $`\gamma _p=G_p/G_{p+1}`$ for this are abelian. The subalgebras $`\mathrm{\Gamma }_p`$ introduced above are therefore moduli over $`(A)`$ generated by abelian subalgebras $`\gamma _p`$ of $`G`$.

Assume now $`𝒢`$ is quasi-nilpotent. In this case we can first work with generators in $`\mathrm{\Gamma }_1`$ and simplify terms in $`\mathrm{\Gamma }_1`$ (e.g. by following the PRF algorithm within the set $`\mathrm{\Gamma }_1`$; this allows to work with more familiar projection and homological equations than if setting the problem in a completely Lie algebraic framework), then consider generators in $`\mathrm{\Gamma }_2`$ and simplify the corresponding terms being guaranteed that $`\mathrm{\Gamma }_1`$ terms are not changed, and so on.

Notice that in this case we are – roughly speaking – just using the nilpotent structure of (the finite dimensional group) $`G`$, rather than the one of (the infinite dimensional algebra) $`𝒢`$.

Needless to say, this approach is particularly convenient when the $`\mathrm{\Gamma }_p`$ are generated by a single element of $`G`$.

The situation depicted above is met in applications: e.g., it applies to any nontrivial two-dimensional case and several three-dimensional ones . More generally, it always applies when there is only one basic invariant.

In the following sections we will consider some simple examples where the LRF is easily computed, and it turns out to be definitely simpler than the PRF.

## 3 Example I

Let us consider a system in $`𝐑^3`$ (we use coordinates $`x,y,z`$) with linear part given by

$$A=\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 1\end{array}\right)$$

It is easy to see that this has only one basic invariant $`\mathrm{\Psi }:=(x^2+y^2)`$. As any meromorphic function of $`\mathrm{\Psi }`$ is either algebraic or has a pole of degree $`d2`$ in the origin, we deduce that the most general vector field in normal form with respect to this linear part is

$$W=X_A+\underset{k=1}{\overset{\mathrm{}}{}}a_kX_k+b_kY_k+c_kZ_k$$
$`(11)`$
where (with $`k0`$)

$$\{\begin{array}{cc}X_k:=\mathrm{\Psi }^k(x_x+y_y)\hfill & \\ Y_k:=\mathrm{\Psi }^k(y_x+x_y)\hfill & \\ Z_k:=\mathrm{\Psi }^k(z_z)\hfill & \text{.}\hfill \end{array}$$

This form can also be easily deduced by explicit computation applying the definition of resonant vector field. Obviously, $`X_A=Y_0Z_0`$. We denote by $`\mu ,\nu ,\sigma `$ the first $`k1`$ such that $`a_k,b_k,c_k`$ are nonzero.

The $`X_k,Y_k,Z_k`$ satisfy the commutation relations

$$\begin{array}{c}[X_k,X_m]=2(mk)X_{k+m},[Y_k,Y_m]=0,[Z_k,Z_m]=0\hfill \\ [X_k,Y_m]=2mY_{k+m},[X_k,Z_m]=2mZ_{k+m},[Y_k,Z_m]=0\hfill \end{array}$$
$`(12)`$
Denoting by $`𝒳,𝒴,𝒵`$ the algebras spanned by the $`X_k`$, the $`Y_k`$ and the $`Z_k`$, we have that $`𝒢=𝒳𝒴𝒵`$, and that $`𝒴𝒵`$ is an abelian ideal in $`𝒢`$. We can thus apply the LRF procedure discussed above.

We first operate on $`𝒳`$, with generators also in $`𝒳`$ (thus $`H_k=\alpha _kX_k`$); in this way we can eliminate all terms except the $`X_\mu `$ and the $`X_{2\mu }`$ ones, as implied by (12). In doing this we modify terms in $`𝒴𝒵`$.

Having performed this first step, we pass to consider the $`𝒴`$ and $`𝒵`$ terms, operating with generators in $`𝒴𝒵`$ (thus $`H_k=\beta _kY_k+\gamma _kZ_k`$). It is clear from (12) that we can eliminate all terms with $`k>\mu `$, but no lowest order ones. Thus we end up with a LRF given by

$$\widehat{W}=X_A+a_\mu X_\mu +\widehat{a}_{2\mu }X_{2\mu }+\underset{k=\nu }{\overset{\mu }{}}\widehat{b}_kY_k+\underset{k=\sigma }{\overset{\mu }{}}\widehat{c}_kZ_k;$$

the hat on constants mean that these are not the same as in the initial form (11), and obviously a sum with lower limit greater than the higher limit should just be meant as zero.

As shown by this example, the computations required for the determination of the general LRF are actually very simple.

## 4 Example II

We want now to consider an example where the algebra $`𝒢_A`$ of resonant vector fields has not the optimal structure for LRF reduction, i.e. the $`\mathrm{\Gamma }_p`$ are not generated by a single element of $`G`$ (see section 2).

We consider a system in $`𝐑^4`$ with linear part corresponding to two oscillators with nonzero and non-resonant frequencies $`\alpha `$ and $`\beta `$, $`|\alpha /\beta |𝐐`$, i.e. in block notation

$$A=\left(\begin{array}{cc}\alpha J& 0\\ 0& \beta J\end{array}\right),J=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right);$$

this $`A`$ has eigenvalues $`\lambda =\pm i\alpha ,\pm i\beta `$. We use coordinates $`(x,y,z,w)`$, so that

$$X_A=\alpha (y_x+x_y)+\beta (w_z+z_w).$$

It is immediate to see that the system is simply resonant and admits two independent basic invariants, $`\psi _1=x^2+y^2`$ and $`\psi _2=z^2+w^2`$. On the other hand, the linear space $`𝒢_1`$ of linear vector fields commuting with $`X_A`$ is spanned by $`X^{(\alpha )}=(M_\alpha x)`$, with $`\alpha =1,\mathrm{},4`$ and we can choose the matrices $`M_\alpha `$ e.g. as (in block notation, with $`I`$ the two-dimensional identity matrix and $`J`$ as above)

$$M_1=\left(\begin{array}{cc}I& 0\\ 0& 0\end{array}\right),M_2=\left(\begin{array}{cc}0& 0\\ 0& I\end{array}\right),M_3=\left(\begin{array}{cc}J& 0\\ 0& 0\end{array}\right),M_4=\left(\begin{array}{cc}0& 0\\ 0& J\end{array}\right)$$

It is also immediate to check that $`X^{(\alpha )}(\psi _i)=0`$ except for $`X^{(1)}(\psi _1)=2\psi _1`$ and $`X^{(2)}(\psi _2)=2\psi _2`$.

We will write $`X_{km}^\alpha :=\psi _1^k\psi _2^mX^{(\alpha )}`$; these span $`𝒢`$, for $`k,m`$ non-negative integers. We also write, with the notation introduced above, $`𝒢=𝒳_1\mathrm{}𝒳_4`$; note that $`𝒳_3𝒳_4`$ is an abelian subalgebra in $`G`$.

The nontrivial commutation relations are given by

$$\begin{array}{c}[X_{km}^1,X_{pq}^1]=2(pk)X_{k+p,m+q}^1,[X_{km}^2,X_{pq}^2]=2(qm)X_{k+p,m+q}^2\hfill \\ [X_{km}^1,X_{pq}^2]=2pX_{k+p,m+q}^2\mathrm{\hspace{0.17em}2}mX_{k+p,m+q}^1\hfill \\ [X_{km}^1,X_{pq}^\alpha ]=2pX_{k+p,m+q}^\alpha ,[X_{km}^2,X_{pq}^\alpha ]=2qX_{k+p,m+q}^\alpha (\alpha =3,4)\hfill \end{array}$$

It is easy to see that there is no way to separate the algebra as the sum of one-dimensional moduli over $`(A)`$. Thus, the best we can do in the spirit of the LRF approach is to act first in the $`𝒳_1𝒳_2`$ subalgebra. Once this has been reduced, say with lowest nonlinear term in $`𝒢_\mu `$, we can eliminate all terms in $`(𝒳_3𝒳_4)𝒢_m`$ for all $`m>\mu `$, as follows immediately from the commutation relations.

Note that the choice of terms to be eliminated in $`𝒳_1𝒳_2`$ is to a large extent arbitrary, and correspondingly the LRF is not unique.

## 5 Example III

We will now consider the LRF procedure for a simple system in full detail, i.e. aim at producing completely explicit formulas for the renormalized form and for the renormalizing transformation, thanks to the computational simplicity of the LRF procedure. We will also compare explicitely the LRF and PRF reductions.

Let us consider a two-dimensional system (in $`𝐑^2`$ with coordinates $`x,y`$) with linear part given by

$$A=\left(\begin{array}{cc}0& 0\\ 0& 1\end{array}\right)$$

i.e. corresponding to the vector field $`y_y`$. We note immediately that here $`A`$ is diagonal, so that $`A=A^+`$. We have only one basic invariant $`\psi (x,y)=x`$.

### 5.1 Normal forms

It is easy to see that the kernel of $`_0`$ is spanned by the arrays of vector fields (with $`k0`$)

$$X_k:=x^{k+1}_x𝒲_k\mathrm{and}Y_k:=x^ky_y𝒲_k$$

(with this notation the linear part considered here is given by $`Y_0`$). These vector fields satisfy the commutation relations

$$[X_k,X_m]=(mk)X_{k+m},[X_k,Y_m]=mY_m,[Y_k,Y_m]=0.$$
$`(13)`$
We denote by $`𝒳`$ the algebra spanned by the $`X_k^{}s`$, by $`𝒴`$ the algebra spanned by the $`Y_k`$’s; obviously $`𝒢=𝒳𝒴`$. Note that $`𝒴`$ is an abelian ideal in $`G`$.

The (standard) normal form corresponding to the linear part considered in this section will thus be given by a vector field

$$W=Y_0+\underset{k=1}{\overset{\mathrm{}}{}}(a_kX_k+b_kY_k)$$
$`(14)`$
depending on the two infinite sequences of real constants $`a_k,b_k`$.

We will denote by $`\mu `$ (respectively, by $`\nu `$) the first $`k1`$ such that $`a_k0`$ (respectively, such that $`b_k0`$). It results that for the sake of our present discussion, it is of interest to consider the case $`\nu <\mu `$ (for a full discussion of this system, whatever $`\mu `$ and $`\nu `$, see ). We will refer to the case $`\nu =1`$ as nondegenerate, and to $`\nu >1`$ as degenerate.

### 5.2 The PRF reduction scheme

We want now to consider the PRF corresponding to the linear part given by $`A`$. In the spirit of PRF, we should act on the NF (14) with Lie-Poincaré transformations generated by homogeneous functions $`h_m\mathrm{Ker}(_0)V_m`$. These will correspond to the action of vector fields of the form $`H_m=\alpha X_m+\beta Y_m`$.

We have then to consider $`_1`$; this depends on the coefficients of the quadratic part $`W_1`$ of the vector field $`W`$, which we write as $`W_1=a_1X_1+b_1Y_1`$.

Under our assumption that $`\nu <\mu `$, necessarily $`a_1=0`$. In the nondegenerate case, $`b_10`$, while in the degenerate one, $`b_1=0`$.

In the nondegenerate case we have $`W_1=b_1Y_1`$. We notice that $`[Y_1,X_k]=Y_{k+1}`$ and $`[Y_1,Y_k]=0`$; therefore $`\mathrm{Ker}(_1)=𝒴`$. On the other hand, $`\mathrm{Ran}(_1)`$ also is given by $`𝒴`$, and $`\mathrm{Ker}(_1^+)=𝒳`$. In this case we also have to consider higher order parts of $`W`$; the first step of the PRF procedure can eliminate all terms in $`\mathrm{Ran}(_1)`$ and thus we will only consider terms in $`\mathrm{Ker}(_1^+)`$.

Let $`\mu `$ be as above, and let $`W_\mu =a_\mu X_\mu `$ (all the $`Y_k`$ parts with $`k2`$ can be eliminated, as just recalled). Now $`_\mu `$ is the restriction of $`_\mu `$ to $`\mathrm{Ker}(_1)=\mathrm{Ker}(_0)\mathrm{Ker}(_1)`$: indeed the $`_m`$ with $`1<m<\mu `$ are zero and put no restriction. We have $`[X_\mu ,Y_k]=kY_{k+\mu }`$ and thus $`\mathrm{Ker}(_\mu )=\{0\}`$: no further normalization is possible within the PRF scheme.

Thus the PRF is given in this case by

$$\widehat{W}=Y_0+b_1Y_1+\underset{k=2}{\overset{\mathrm{}}{}}\widehat{a}_kX_k,$$
$`(15)`$
where the hats on constants $`\widehat{a}_k`$ indicate that coefficients are in general not the same as those of the initial NF (14).

We anticipate that the LRF reduction scheme can give a finite dimensional normal form for this case, see below.

The previous discussion can easily be generalized to the degenerate case where $`1<\nu <\mu `$, with $`\mu `$ and $`\nu `$ defined above; notice that at least one of these has to exist and be finite, or the system would already be linear and thus trivial. Here the NF is

$$W=Y_0+\underset{k=\nu }{\overset{\mu 1}{}}b_kY_\mu +\underset{k=\nu }{\overset{\mathrm{}}{}}(a_kX_k+b_kY_k).$$
$`(16)`$
Now $`_\nu (H_k)=b_\nu [Y_\nu ,\alpha _kX_k+\beta _kY_k]=\nu b_\nu \alpha _kY_{\nu +k}`$, and therefore we can eliminate all the $`Y_{\nu +k}`$ terms simply by choosing, with the same notation as before, $`\alpha _k=\stackrel{~}{b}_{\nu +k}/(\nu b_\nu )`$; we cannot eliminate any of the $`X_k`$ terms. Thus, the PRF in the degenerate case is

$$\widehat{W}=Y_0+b_\nu Y_\nu +\underset{k=\mu }{\overset{\mathrm{}}{}}\stackrel{~}{a}_kX_k.$$
$`(17)`$
Similarly to what happens for the nondegenerate case, the LRF procedure gives better results in this case.

### 5.3 The LRF reduction scheme

In the previous computations, we have followed the general PRF scheme for further normalizing the standard NF (14); this gave an infinite PRF in both the degenerate and nondegenerate cases.

However one can take advantage of the specific Lie algebraic structure of $`𝒢=𝒳𝒴`$, embodied in (13), to obtain a more drastical reduction: indeed, one can obtain a reduction to a finite normal form (the Lie renormalized form), as we now discuss. We use the same notation as in discussing the degenerate case above.

We first operate a sequence of normalizations with generators $`h_k^{(a)}=\alpha _kX_k`$, which we choose so as to eliminate higher order $`X_k`$ terms, i.e. $`X_k`$ for $`k>\mu `$ (as we know, this is not possible for $`k=2\mu `$). Notice this will change not only the (coefficients of the) $`X_k`$ terms, but the (coefficients of the) $`Y_k`$ terms as well; however, no terms of degree $`k<\nu `$ will be produced.

In this way, we arrive at a partially reduced form (the tilde indicates that the coefficients are not the same as the initial ones, but not yet final)

$$\stackrel{~}{W}=Y_0+a_\mu X_\mu +\stackrel{~}{a}_{2\mu }X_{2\mu }+\underset{k=\nu }{\overset{\mathrm{}}{}}\stackrel{~}{b}_kY_k.$$

Once this has been done, we pass to consider a second sequence of normalizations with generators $`h_k^{(b)}=\beta _kY_k`$. As $`𝒴`$ is an ideal in $`𝒢`$, the $`X_k`$ terms are unaffected. On the other side, $`𝒴`$ is abelian, and so only the $`X_\mu `$ and $`X_{2\mu }`$ are actually active in these transformations: that is, we can only eliminate terms $`Y_{\mu +1}`$ and higher (it is clear by the commutation relations that these can always be eliminated).

In this way we arrive at the LRF: this is a NF depending on $`(\mu \nu +3)`$ constants (recall we assumed $`\mu >\nu `$), of the form

$$\widehat{W}=Y_0+a_\mu X_\mu +\widehat{a}_{2\mu }X_{2\mu }+\underset{k=\nu }{\overset{\mu }{}}\widehat{b}_kY_k.$$
$`(18)`$
It is also clear by this discussion that actually $`\widehat{b}_k=\stackrel{~}{b}_k`$, $`\widehat{a}_{2\mu }=\stackrel{~}{a}_{2\mu }`$. Note that the number of constants ($`\mu \nu +3`$) agrees with that computed by Bruno .

It should be stressed that this LRF is not  a PRF, as can be checked by comparing this with (15) and (17) above, or comparing the definition of PRF.

Indeed, with the notation employed in , the spaces $`F_k^{(k)}:=F^{(k)}𝒲_k`$ with $`\nu <k\mu `$ reduce to multiples of $`X_k`$. Here we have therefore $`W_kF_k^{(k)}`$ for $`\nu <k\mu `$, and thus the LRF cannot be a PRF.

### 5.4 Explicit reduction (nondegenerate case)

The reductions described in previous subsections can be explicitely performed; detailed computations are reported in , while here we just give results. We write the normal form $`W`$ in the form (14) and consider further normalization up to order six.

Let us first consider the PRF reduction. In the nondegenerate case we will take, for the sake of simplicity, $`\beta _k=0`$; we choose $`\alpha _1=b_2/b_1`$, $`\alpha _2=(b_2^2b_1b_3)/b_1^2`$, $`\alpha _3=(2b_2^33b_1b_2b_3+b_1^2b_4)/b_1^3`$, $`\alpha _4=(9b_2^418b_1b_2^2b_3+3b_1^2b_3^2+8b_1^2b_2b_42b_1^3b_5)/(2b_1^4)`$. In this way we obtain

$$\begin{array}{cc}\hfill \stackrel{~}{W}^{(5)}=& Y_0+b_1Y_1+a_2X_2+[a_3a_2b_2/b_1]X_3+\hfill \\ & +[a_42a_3b_2/b_1+a_2b_2^2/b_1^2]X_4+\hfill \\ & +[a_53a_4b_2/b_1+4a_3b_2^2/b_1^2+\hfill \\ & a_3b_3/b_12a_2b_2b_3/b_1^2+a_2b_4/b_1]X_5+O(6).\hfill \end{array}$$

Let us now pass to consider the LRF reduction, and perform detailed computations according to the LRF scheme for the nondegenerate case; that is, we first take care of the $`X_k`$ terms (up to $`k=5`$), and then of the $`Y_k`$ ones.

With a transformation $`h_1=\alpha _1X_1`$, the $`W_3`$ term reads

$$\stackrel{~}{W}_3=\left[a_3+a_2\alpha _1\right]X_3+\left[b_3+2b_2\alpha _1+b_1\alpha _1^2\right]Y_3.$$

We disregard the $`Y_3`$ term and choose $`\alpha _1`$ so to eliminate the $`X_3`$ term, i.e. $`\alpha _1=a_3/a_2`$. After computing the effect of this on higher order terms, we could perform a transformation with generator $`h_2=\alpha _2X_2`$. However, we know that there will be no way to eliminate the $`X_4`$ term, so we set $`\alpha _2=0`$. We perform a transformation with generator $`h_3=\alpha _3X_3`$. With this, the $`W_5`$ term reads

$$\begin{array}{cc}\hfill \stackrel{~}{W}_5=& [2a_3^3/a_2^23a_3a_4/a_2+a_5a_2\alpha _3]X_5+\hfill \\ & +[a_3^4b_1/a_2^44a_3^3b_2/a_2^3+6a_3^2b_3/a_2^24a_3b_4/a_2+\hfill \\ & +b_52a_3b_1\alpha _3/a_2+2b_2\alpha _3]Y_5.\hfill \end{array}$$

Again we only aim at eliminating the $`X_5`$ term, and thus we choose $`\alpha _3=[(2a_3^33a_2a_3a_4+a_2^2a_5)/(a_2^3)]`$. We will be satisfied with this order of normalization for the $`X_k`$ terms, and take now care of the $`Y_k`$ ones.

We first operate a transformation with generator $`h_1=\beta _1Y_1`$; we get

$$\stackrel{~}{W}_3=\left[a_3^2b_1/a_2^22a_3b_2/a_2+b_3a_2\beta _1\right]Y_3.$$

By choosing $`\beta _1=[(a_3^2b_12a_2a_3b_2+a_2^2b_3)/(a_2^3)]`$ we eliminate this. We compute the effect on higher order term, and then consider a transformation with generator $`h_2=\beta _2Y_2`$; with these, we have

$$\begin{array}{cc}\hfill \stackrel{~}{W}_4=& \left[a_4a_3^2/a_2\right]X_4+\hfill \\ & +(1/a_2^3)[a_3^3b_1+3a_2a_3^2b_23a_2a_3(a_4b_1+a_2b_3)+\hfill \\ & +a_2^2(a_5b_1+a_2(b_42a_2\beta _2))]Y_4.\hfill \end{array}$$

We want to eliminate the $`Y_4`$ term, and thus we choose $`\beta _2=(1/2a_2^4)(a_3^3b_13a_2a_3a_4b_1+a_2^2a_5b_1+3a_2a_3^2b_23a_2^2a_3b_3+a_2^3b_4)`$. Again we take into account the effect of this on higher order terms, and pass to consider a transformation with generator $`h_4=\beta _4Y_4`$; we get

$$\begin{array}{cc}\hfill \stackrel{~}{W}_5=& [2a_3^4b_1/a_2^4+5a_3^2a_4b_1/a_2^32a_3a_5b_1/a_2^22a_3^3b_2/a_2^34a_3a_4b_2/a_2^2+\hfill \\ & +2a_5b_2/a_2+7a_3^2b_3/a_2^2a_4b_3/a_24a_3b_4/a_2+b_53a_2\beta _3]Y_5\hfill \end{array}$$

which can be eliminated by choosing $`\beta _3=(1/(3a_2^5))(2a_3^4b_15a_2a_3^2a_4b_1+2a_2^2a_3a_5b_1+2a_2a_3^3b_2+4a_2^2a_3a_4b_22a_2^3a_5b_27a_2^2a_3^2b_3+a_2^3a_4b_3+4a_2^3a_3b_4a_2^4b_5)`$.

Summarizing, and having taken into account all higher order effects (up to order six), we have reached the LRF

$$\widehat{W}=Y_0+b_1Y_1+a_2X_2+[b_2(a_3b_1/a_2)]Y_2+[a_4(a_3^2/a_2)]X_4+O(6)$$

## Appendix A.
Bruno alternative definition and example.

In his recent book  (and before this is ), A.D. Bruno has dealt with PRFs. Unfortunately he reports a definition for PRFs which is not equivalent to the one contained in  (and reported above), so that his comments on PRFs can improve confusion rather than clarifying the issue, especially since the difference in definitions is not made clear (nor mentioned).

The definition of PRFs given in Bruno’s works (which I take from section V.22 of ) is as follows, once translated to the notation used in the present paper (the definition given in the first review  is slightly different, but the difference is unessential here).

We consider the vector power series $`f_k`$; let $`F_m=_{k=0}^mf_k`$; the operators $`\mathrm{\Psi }_k`$ are then defined as $`\mathrm{\Psi }_m(H)=(H^j_j)F_m(F_m^j_j)H`$; in the present notations, we have

$$\mathrm{\Psi }_m=\underset{k=0}{\overset{m}{}}_k.$$
$`(A.1)`$
Bruno considers then the adjoint $`\mathrm{\Psi }_m^{}`$ of the operators $`\mathrm{\Psi }_m`$, and declares that PRFs have the property that

$$\mathrm{\Psi }_{k1}^{}(F_k)=0;$$
$`(A.2)`$
this is not equivalent to my original definition. In facts, this condition implies that each term $`G_k`$ is in $`\mathrm{Ker}(_p^+)`$ for all the $`p<k`$; in my definition  this applies to $`_p^+`$ rather than $`_p^+`$, which obviously makes a substantial difference.

Bruno considers then an example, i.e. the system

$$\dot{x}=x^3,\dot{y}=y(1+x+x^2);$$
$`(A.3)`$
according to  the PRF for this is given by ($`a_20`$)

$$\dot{x}=a_2x^3+\alpha x^5,\dot{y}=y(1+\beta x)$$
$`(A.4)`$
with no higher order terms. In  the PRF is instead claimed to be

$$\dot{x}=x^3,\dot{y}=y(1+x),$$
$`(A.5)`$
again with no higher order term (the difference between these two expressions is never mentioned, nor explained, in both of ). In both cases, Bruno does not explain how these expressions are obtained. However, both (A.4) and (A.5) are obviously different from the real PRF, see the example discussed in detail in section 5. Bruno proves then that (A.3) cannot be conjugated to (A.4) or (A.5); we have seen that these are not PRFs and thus his arguments do not concern PRFs (in the sense considered in  and here).

## Appendix B.
General Lie algebraic structure of normal forms

A general approach employing the Lie algebraic structure of nonlinear vector fields resonant with a given linear one was proposed by Broer and Takens , and further developed by other authors. The Broer procedure is always applicable, and is able produce a unique reduced normal form . Unfortunately, implementing it in practice seems to be quite hard, and this approach has been applied only to system of very low dimension. On the other side, the central ideas put forward by Broer are at the basis of many approaches to the problem of further reduction of normal forms (in particular the one discussed in this note) and I will describe them the way I understand them.

Given a matrix $`A`$, we denote by $`𝒢`$ the Lie algebra of vector fields in normal form with respect to $`A`$. One can consider the descending central series (DCS) of $`𝒢`$ . We recall this is defined by $`𝒢_0=𝒢`$ and $`𝒢_{k+1}=[𝒢,𝒢_k]`$; as well known the factor algebras $`\mathrm{\Gamma }_k=𝒢_k/𝒢_{k+1}`$ are abelian. It is then possible to eliminate terms by inner automorphisms of $`𝒢`$ (that is, by acting on $`𝒢`$ with vector fields in $`𝒢`$) proceeding along $`𝒢_k`$, i.e. filtering the Lie algebra $`𝒢`$. This is relevant to our problem since Lie-Poincaré transformations reduce to inner operations on $`𝒢`$.

This approach is, of course, particularly convenient when $`𝒢`$ is nilpotent; actually if we consider nonlinear vector fields resonant with a given $`A`$, i.e. $`𝒢^{}:=𝒢\backslash (𝒢𝒱_0)`$, and $`𝒢_k^{}`$ its DCS, we have $`𝒢_k^{}𝒱_m=\mathrm{}`$ for $`m<k`$, and thus $`𝒢^{}`$ is nilpotent of infinite order. We can reduce to the more familiar case of algebras nilpotent of finite order $`N`$ by considering only the projections of $`𝒢_k`$ and $`\mathrm{\Gamma }_k`$ to the linear space $`𝒱^N𝒱`$ spanned by nonlinear vector fields homogeneous of degree not higher than $`N`$.

Let us now briefly describe the implementation of the BRF procedure. We consider the sequence of abelian factor algebras $`\mathrm{\Gamma }_k=𝒢_{k+1}/G_k`$, and denote by $`\chi _k`$ the projection from $`𝒢`$ to $`\mathrm{\Gamma }_k`$.

We will produce a sequence of vector fields $`W_{}^{(j)}`$, each being the result of the first $`j`$ steps of further normalization. Let $`\eta _j`$ be the operator on $`𝒢`$ defined by $`\eta _j(H)=e^HW_{}^{(j)}e^H`$; let $`\pi _j`$ be the operator of projection from $`𝒢`$ to the range of $`\eta _j`$. We can reduce the normal form $`W=W_{}^{(0)}`$ as follows.

As the first step, consider a $`H^{(0)}𝒢`$ and require that $`\stackrel{~}{W}=W_{}^{(1)}:=\eta _0(H)`$ is such that $`\pi _0[\chi _0\eta _0(H^{(0)})]=0`$. This determines (non uniquely) $`H^{(0)}`$, and produces a $`W_{}^{(1)}`$.

At further steps, we have the same setting; the “homological equations” on Lie algebras to be solved at each step will be

$$\pi _j\left[\chi _j\left(\eta _j(H^{(j)})\right)\right]=0;$$
$`(B.1)`$
this determines $`H^{(j)}`$. Each $`W_{}^{(j+1)}`$ is then determined as

$$W_{}^{(j+1)}=\eta _j(H^{(j)}):=\mathrm{exp}[H^{(j)}]\mathrm{exp}[W_{}^{(j)}]\mathrm{exp}[H^{(j)}].$$
$`(B.2)`$


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# Floating of critical states and the QH to insulator transition

## 1. Introduction

Instead of floating up in energy, as has been proposed  and shown to exist in continuum models , a peculiar annihilation of the current carrying states takes place in lattice models when the quantum Hall to insulator transition is approached. According to recent investigations , increasing the disorder causes states associated with a negative Chern number to start moving outwards from the band centre and to destroy states with corresponding positive Chern numbers at the band edges. This behaviour is a special feature of lattice models which implicitly contain a periodic potential, but is not possible in the continuum model without a periodic potential usually considered to explain the levitation of the current carrying states.

The transition from the quantum Hall phase to the insulator is strongly affected by the way the critical states disappear. While in the continuum model the crossover takes place when the last current carrying state floats across the Fermi level, a direct transition to the insulator is possible in the lattice model also from higher Hall plateaus. The latter possibility is not contained in the global phase diagram for the quantum Hall effect  since it was based on the levitation scenario .

Up to now the results of experimental investigations are not conclusive . Both, direct transitions from higher Hall plateaus to the insulator have been reported as well as experiments that are in accord with the global phase diagram. Recently, it has been pointed out that the low field quantum Hall to insulator transition might be unaccessible for the present time , because the available temperature range and sample sizes refuse to enter the scaling regime. However, a QH to insulator transition as a function of disorder strength at higher magnetic fields is more likely within experimental reach.

In the present paper we consider the possible origin of both the diverging experimental and theoretical results reported so far. In particular, the fate of the current carrying states is studied when the disorder is increased. We also investigate, how the QH to insulator transition depends on the correlation length of the disorder potentials.

## 2. Model with correlated disorder potentials

A two-dimensional tight binding model describing non-interacting electrons moving in a perpendicular magnetic field and random disorder potentials associated with the lattice sites $`k`$ is given by the Hamiltonian

$$H=\underset{k}{}w_k|kk|+\underset{<kl>}{}V_{kl}|kl|.$$
(1)
The transfer terms $`V_{kl}`$ connect only neighbouring sites and contain the magnetic field $`B=\alpha h/ea^2`$ which is taken to be commensurate with the lattice. It is expressed as the number $`\alpha =p/q`$ of flux quanta $`h/e`$ per plaquette of area $`a^2`$ and enters via the complex phases, $`V_{kl}\mathrm{exp}(i2\pi \alpha k_x/a)`$. We take $`p/q=1/8`$ so that the tight binding band splits into 8 sub-bands. The correlated disorder potentials $`w_k`$ are generated iteratively site by site using a generalisation of the Gibbs representation of Markov random chains .

The Gibbs distribution for the configuration of random variables $`\mu `$ is

$$P(\mu )=Z^1\mathrm{exp}(C\mathrm{\Theta }(\mu )),$$
(2)
where $`\mathrm{\Theta }(\mu )=_{<kl>}\sigma _k(\mu )\sigma _l(\mu )`$ is the Gibbs potential and $`Z`$ the partition function. Here, $`\sigma _k(\mu )=\mu _k[1/2,1/2]`$ is the value of the random variable on site $`k`$. For a given configuration $`\mu ^0`$ the conditional probability that the new variable on the new site $`n`$ takes a value between $`1/2`$ and $`\mathrm{\Delta }1/2`$ is

$$P(\mu _n<\mathrm{\Delta }|\mu ^0)=\frac{e^{\mathrm{\Delta }C\Sigma _n}e^{1/2C\Sigma _n}}{2\mathrm{sinh}(1/2C\Sigma _n)},$$
(3)
where $`\Sigma _n=_{iN_n}\sigma _i`$, and $`N_n`$ is the set of neighbours of $`n`$ already determined. The correlation parameter $`C`$ tunes the strength of the potential correlations. $`C=0`$ gives the uncorrelated case.

The correlated random numbers are then multiplied by the disorder strength $`W`$ which results in the set of disorder potentials $`w_k`$ used in Eqn. (1). An example of correlated potentials generated by this method with $`C=1.3`$ is shown in Fig. 1 where a gray-scale plot of a 128$`\times `$128 array is displayed. White regions correspond to $`w_k+W`$ and black areas to $`w_kW`$ with the gray spots for values in between.

To further characterise the disorder potentials, we have calculated the correlation function $`K(\rho )=w_kw_l_{\rho =|r_kr_l|}`$ averaged over all pairs of sites which are a given distance $`|r_kr_l|`$ apart,

$$K(\rho )=\frac{_{i,j}^Nw_iw_j\delta (|r_ir_j|\rho )}{\left(_i^Nw_i^2\right)^{1/2}\left(_j^Nw_j^2\right)^{1/2}}.$$
(4)
For $`C=0.5,0.7,1.0,1.3,1.7,\text{ and }2.0`$, we find an exponential form, $`K(\rho )\mathrm{exp}(|r_kr_l|/\eta )`$. The spatial decay of the correlations is governed by the correlation length $`\eta `$ which in the range $`0.7C2.5`$ can approximately be fitted by $`\eta (C)\mathrm{exp}(2C)`$. The results for the correlation function $`K(\rho )`$ and the correlation length $`\eta `$ describing the decay of the potential correlations are shown in Fig. 2.

## 3. Hall conductivity and localisation length

The zero temperature Hall conductivity

$`\sigma _{xy}(E,W)`$ $`=`$ $`\underset{\epsilon 0^+}{lim}\underset{L^{\text{}}\mathrm{}}{lim}{\displaystyle \frac{e^2}{h}}{\displaystyle \frac{2}{\mathrm{\Omega }}}\mathrm{Tr}\{`$ (5)
$`{\displaystyle \underset{i}{\overset{L}{}}}i\epsilon (G_{ii}^+`$ $``$ $`G_{ii}^{})x_i\widehat{y}2{\displaystyle \underset{i,j}{\overset{L}{}}}\epsilon ^2G_{ij}^+\widehat{y}G_{ji}^{}x_i\}`$
and the localisation length

$$\lambda _M^1(E,W)=\underset{L\mathrm{}}{lim}\frac{1}{2L}\mathrm{ln}\text{Tr}|G_{1,L}|^2$$
(6)
are calculated numerically for large disordered two-dimensional systems of width $`M`$ and length $`L`$ using a recursive Green function method developed previously . Depending on the correlation length $`\eta `$ the width is varied between $`M/a=32`$ and $`M/a=160`$. The length of the system necessary for convergence is typically between $`10^5`$ and $`10^7`$ in units of the lattice constant $`a`$. In calculating the Hall conductivity one has strictly to observe the correct order of limits.

## 4. Results and discussion

The Hall conductivity was calculated near filling factor $`\nu =2`$ as a function of increasing disorder $`W`$. For correlation parameters in the range $`0.0<C<1.0`$ a continuous decay from $`\sigma _{xy}=2e^2/h\sigma _{xy}=0`$ is observed. Although a direct transition is seen in the Hall conductivity for these correlation parameters, a closer look at the corresponding localisation length indicates a totally different behaviour of the current carrying states. For $`C=0.2`$, which corresponds to a correlation length smaller than the magnetic length, no floating up of the critical state of the lowest Landau band can be observed. In fact, as in the uncorrelated case it slightly moves downward in energy with increasing disorder strength until it gets annihilated by the corresponding state with negative Chern number moving faster downward from the band centre. This is shown for a system of width $`M/a=48`$ in Fig. 3 where the normalised localisation length $`\lambda _M/M`$ is plotted versus energy in the filling factor range $`0\nu 1.5`$ and several disorder strength $`W`$. The transition to the insulator takes place at $`W_c/V2.5`$ where the Chern and anti-Chern state touch each other.

A completely opposite behaviour is obtained for a larger correlation parameter, $`C=1.0`$. This corresponds to a correlation decay length of 1.9 $`a`$ which is almost twice as large as the magnetic length $`l_B/a=(2\pi \alpha )^1`$. While for $`C=0.2`$ the last current carrying state disappeared at a disorder strength of about $`W/V2.5`$ two critical states are still observed at $`W/V3.5`$ and $`C=1.0`$. This is shown in Fig. 4 where the disorder dependence of the localization length for energies corresponding to filling factors $`1.5\nu 2.5`$ is displayed. Fig. 4 clearly reveals that there still exist two distinct critical points which move to higher disorder values when the filling factor is increased. In other words, the current carrying states of the two lowest Landau bands float up in energy and cross the Fermi energy one by one. Within this energy (filling factor) range the shift in disorder is weaker for the critical state of the lowest Landau band while it is stronger for the next critical state so that the two states get closer with increasing filling factor.

Since the two critical points are close in disorder the calculated Hall conductivity even for a system of width $`M/a=160`$ does not reflect the situation of two seperate transitions. The reason for this behaviour is that the divergence of the localization length of the lowest and that of the next current carrying state overlap because for a given Fermi energy the two critical disorders are close (see abscissa in Fig 4) so that the Hall steps cannot be resolved. This overlap will eventually disappear in the thermodynamic limit and similarly will the Hall conductivity exhibit the missing Hall plateau at $`\sigma _{xy}=e^2/h`$.

In conclusion, a lattice model with sufficient correlation in the disorder potentials shows similar behaviour as the continuum model. Hence, a lattice model can perfectly be in agreement with the proposed levitation scenario  and the predictions of the global phase diagram .


text:
# Detection of Nuclear X-ray Sources in Nearby Galaxies with Chandra

## 1 Introduction

Knowledge of the local space density of active galactic nuclei (AGNs) impacts many astrophysical issues. Surveys for nearby AGNs furnish critical data for quantifying the faint end of the AGN luminosity function, for characterizing the demography of massive black holes, and for investigating accretion physics. Optical spectroscopic surveys indicate that many nearby galaxies possess mildly active nuclei (Ho, Filippenko, & Sargent 1997b). Although a significant fraction of these objects do contain accretion-powered sources qualitatively similar to more powerful AGNs such as classical Seyfert nuclei and quasars (Ho 1999), the physical nature of many still remains ambiguous. Observations at ultraviolet and optical wavelengths sometimes point to stellar processes as the underlying agent responsible for the activity (e.g., Maoz et al. 1998; Barth & Shields 2000), but these data generally cannot rule out the presence of a highly obscured AGN component.

Unless Compton-thick conditions prevail, hard X-ray data provide a much more definitive probe. In recent years, observations using ASCA and BeppoSAX have shed considerable light on the nature of low-luminosity AGNs (see Terashima 1999 and Ptak 2001 for reviews). The fairly coarse angular resolution of these satellites, however, has biased detections to more luminous sources which are less contaminated by extended emission from the host galaxy. Moreover, the relatively long integration times required for the observations necessarily restricted the published studies to small, usually X-ray selected, and possibly unrepresentative samples.

The exquisite imaging capability of the Chandra X-ray Observatory offers significant advantages for the study of low-luminosity AGNs. The good instrumental response for photon energies up to 8 keV permits detection of faint AGN emission even if subject to absorption as high as $`N_\mathrm{H}\mathrm{\hspace{0.17em}10}^{24}`$ cm-2. Thus, obscured AGNs can be found. Faint nuclei embedded deeply in the central regions of bright bulges can be detected reliably only under high angular resolution. As we demonstrate in this Letter, Chandra can probe the nuclear regions of nearby galaxies effectively and efficiently, allowing us to survey, for the first time, a sizable sample of optically selected galaxies covering a wide range of nuclear activity. With brief, “snapshot” exposures, we are able to detect or set stringent limits to compact nuclear X-ray sources with unprecedented sensitivity. We revisit some longstanding, unresolved issues concerning the physical nature of low-luminosity AGNs in light of the new measurements. The sharp X-ray images additionally reveal a plethora of previously unknown structural details in the circumnuclear environment of nearby galaxies.

## 2 Observations and Data Analysis

Our targets were selected from the Palomar survey of nearby galaxies, a sensitive spectroscopic study of a nearly complete sample of 486 bright ($`B_T`$ 12.5 mag), northern ($`\delta >`$ 0) galaxies (Ho, Filippenko, & Sargent 1997a,b). As part of the Guaranteed Observer program for the Advanced CCD Imaging Spectrometer (ACIS; Garmire et al. 2001) team, we chose a sample of 41 emission-line nuclei considered to be AGN candidates, including Seyfert nuclei, low-ionization nuclear emission-line regions (LINERs; Heckman 1980), and LINER/H II “transition” nuclei (Ho et al. 1997b). Thirty-five objects belong to a complete, volume-limited sample within 13 Mpc; the remaining were included as prototypes of different classes. To date, observations have been acquired for 24 galaxies. While this subsample is at the moment somewhat heterogeneous, it does form a representative subset of nearby objects with weak nuclear activity, and it covers a mixture of Hubble types. The sample, summarized in Table 1, is equally divided among Seyferts, LINERs, and transition objects; of these, 1/3 are “type 1” and 2/3 are “type 2” sources, nuclei with and without evidence for broad emission lines, respectively. The median distance is 12 Mpc.

Each galaxy was observed with ACIS on board Chandra (Weisskopf, O’Dell, & van Speybroeck 1996). We used the on-axis backside-illuminated CCD chip in the spectroscopic array because it is more sensitive to soft (0.2 keV $`<E<`$ 0.5 keV) X-rays than the frontside-illuminated chips in the imaging array. Most observations used the standard mode of reading out the full chip every 3.2 s, but in six cases where a bright nuclear source was known from ROSAT or ASCA studies, only a portion of the chip was read out more frequently in order to reduce photon pile-up. Exposures of 2 ks were requested, but the actual integrations ranged from 1.1 to 6.5 ks due to constraints on satellite scheduling.

Our treatment of the data starts with the Level 1 event file produced by the Chandra X-ray Center. We first apply a correction for charge-transfer inefficiency which reduces biases in event energies and grades (Townsley et al. 2000). Next, the data are cleaned of events with bad status flags, hot columns, and bad flight grades from cosmic-ray impacts. We then select ASCA grades 02346 and energies 0.2–8 keV for science analysis. A search for sources is conducted in both the target and ancillary CCD chips using a wavelet-transform algorithm for source detection (Freeman et al. 2001). Unresolved on-axis sources can be

reliably located as faint as $`4`$ counts. Nuclear counts were typically extracted from a 2′′-diameter circle without background subtraction, but certain cases required special treatment (see notes to Table 1). ACIS count rates are converted to X-ray luminosities assuming an intrinsic power-law spectrum with photon index $`\mathrm{\Gamma }=1.8`$ and absorption from our Galactic interstellar medium with column density $`N_\mathrm{H}=2\times 10^{20}`$ cm-2. These assumptions111The hard X-ray spectra of most low-luminosity AGNs are well fit by $`\mathrm{\Gamma }\mathrm{\hspace{0.17em}1.8}`$, and in many cases no significant absorption in excess of the Galactic foreground is indicated (e.g., Terashima 1999). None of our objects suffer heavy Galactic extinction; the median $`N_\mathrm{H}2\times 10^{20}`$ cm-2. The luminosities would increase by a factor of 1.8 and 6.7 for intrinsic columns of 2 $`\times `$ 1021 and 2 $`\times `$ 1022 cm-2, respectively. give $`L_\mathrm{X}`$(2–10 keV) = $`3.6\times 10^{37}`$ erg s-1 (ACIS cts/ks) ($`D`$/10 Mpc)2. We quote X-ray luminosities in the 2–10 keV range for ease of comparison with literature data.

Examination of the images quickly revealed that, in many cases, the nucleus is only one, and not necessarily the brightest, of many X-ray sources or structures in the core regions of the target galaxies. Astrometric alignment of the X-ray image to the galaxy is thus critical. The satellite aspect system based on star-tracker cameras gives absolute astrometric alignments in the Hipparcos frame with accuracies usually within $`\pm 2`$′′. But in a few cases, X-ray sources unrelated to the galaxy are found to be associated with foreground stars ($`R1015`$ mag) with positions from the USNO A-2 catalog accurate to $`\pm `$0$`.^{\prime \prime }`$3. For most of the target galaxies, the location of the nucleus is known to high accuracy ($`\pm `$0$`.^{\prime \prime }`$3 and often $`<`$0$`.^{\prime \prime }`$1) from radio observations. But for some, no radio source is found, and positions are based on relatively inaccurate measurements from sky survey Schmidt plates (around $`\pm 2`$′′). Thus, our ability to align the ACIS image to the galaxy ranges from a few tenths to several arcseconds. A more detailed discussion of the X-ray analysis will be presented for the full volume-limited sample in a forthcoming paper.

## 3 Results and Discussion

The morphologies of the X-ray images can be loosely grouped into four classes (Fig. 1): (I) dominant nuclear source; (II) nuclear source comparable in brightness to off-nuclear sources in the galaxy; (III) nuclear source embedded in diffuse emission; and (IV) no nuclear source. A compact X-ray source can be associated with the optical or radio nucleus in 62% (15/24) of the galaxies. It is of interest to compare the detection frequency as a function of AGN spectral type. All eight of the broad-line nuclei (3 LINER 1s, 5 Seyfert 1s) were detected, by contrast to only 44% (7/16) of the narrow-line sources (1/3 Seyfert 2s, 4/5 LINER 2s, 2/8 transition objects). For LINERs as a class, the detection rate ranges from $``$60% to $``$90%, depending on whether we include or exclude transition objects as LINERs.

The gross properties of the optical emission-line spectra of AGNs can be explained by photoionization from the central AGN continuum. In support of this picture, the strength of the hydrogen recombination lines generally scales with the X-ray luminosity in powerful Seyfert 1 nuclei and quasars (e.g., Kriss, Canizares, & Ricker 1980; Ward et al. 1988). The $`L_\mathrm{X}`$$`L_{\mathrm{H}\alpha }`$ correlation has been shown to extend down to the regime of low-luminosity AGNs, both in the soft X-ray band (Koratkar et al. 1995; Roberts & Warwick 2000; Halderson et al. 2001) and in the hard X-ray band (Terashima, Ho, & Ptak 2000a)222As these papers show, the $`L_\mathrm{X}`$$`L_{\mathrm{H}\alpha }`$ correlation is not an artifact of distance effects.. This is consistent with the idea that low-luminosity AGNs share the same basic physical processes as in high-luminosity AGNs. Terashima et al. (2000a,b) find, however, that type 2 sources generally show systematically lower values of $`L_\mathrm{X}/L_{\mathrm{H}\alpha }`$ compared to type 1 objects.

Our sample reinforces these conclusions, as shown in Figure 2. Low-luminosity Seyfert 1s and LINER 1s trace the $`L_\mathrm{X}`$$`L_{\mathrm{H}\alpha }`$ relation to $`\mathrm{log}L_\mathrm{X}`$ 38.5, with a median $`L_\mathrm{X}/L_{\mathrm{H}\alpha }`$ of 15; the slope is close to, but slightly steeper than, unity. The best-fit unweighted linear regression line, calculated using the ordinary least-squares solution bisector with jackknife resampling (Feigelson & Babu 1992), for type 1 objects (including low-$`z`$ quasars) is $`\mathrm{log}L_\mathrm{X}=(1.11\pm 0.054)\mathrm{log}L_{\mathrm{H}\alpha }(3.50\pm 2.27)`$. The detected type 2 objects loosely follow the same correlation, but with somewhat greater scatter and offset toward lower $`L_\mathrm{X}/L_{\mathrm{H}\alpha }`$ (median $``$2). The ACIS observations contribute nine stringent upper limits in the regime $`\mathrm{log}L_\mathrm{X}`$ $`\genfrac{}{}{0pt}{}{_<}{^{}}`$ 38.0, all of which deviate significantly from the correlation established by the type 1 sources (most have $`L_\mathrm{X}/L_{\mathrm{H}\alpha }<\mathrm{\hspace{0.17em}1}`$). The majority of the upper limits are transition objects.

Note that the intrinsic scatter in the $`L_\mathrm{X}`$$`L_{\mathrm{H}\alpha }`$ relation should be significantly less than indicated in Figure 2. The photometric errors associated with the luminosities for any individual object may be substantial (see footnote 7 for $`L_\mathrm{X}`$ and Ho et al. 1997a for $`L_{\mathrm{H}\alpha }`$). The non-simultaneity of the X-ray and optical observations likely introduces additional scatter. Although the variability characteristics of low-luminosity AGNs are poorly constrained, some of them do vary, at least in the X-rays (e.g., Ptak et al. 1998). The H$`\alpha `$ measurements of Ho et al. (1997a) were extracted from a 2′′$`\times `$4′′ aperture, somewhat larger than that used for the X-rays, but the effect of aperture mismatch should be minimal because the optical line emission tends to be highly centrally concentrated (Pogge et al. 2000).

The present sample is still small and incomplete, and we caution against premature generalizations based on the above statistics. Nonetheless, these early results are in broad agreement with the following:

(1) Most, perhaps all, low-luminosity type 1 objects, both Seyferts and LINERs, are genuine AGNs similar to classical Seyfert 1 nuclei and quasars.

(2) A significant fraction of low-luminosity type 2 sources do contain a central X-ray core, consistent with the presence of an AGN, but they are underluminous in X-rays compared to type 1 nuclei of the same H$`\alpha `$ luminosity. This suggests that the optical line emission may not be powered exclusively by a central AGN. Although detailed spectral fitting was not performed, examination of the photon energies indicates that few, if any, of the nuclear sources are absorbed by columns in the range $`N_\mathrm{H}\mathrm{\hspace{0.17em}10}^{22}10^{24}`$ cm-2. Our data thus tentatively suggest that the standard unified model for Seyferts (Antonucci 1993) may not hold at very low luminosities. But we cannot exclude the presence of spectral components with $`N_\mathrm{H}`$ $`\genfrac{}{}{0pt}{}{_>}{^{}}`$ $`10^{25}`$ cm-2, nor the possibility that the X-ray emission in these systems arises entirely from X-ray binaries without any AGN component.

(3) Most transition objects are unrelated to AGNs.

(4) At least 60% of LINERs contain AGNs, consistent with the estimates of Ho (1996, 1999).

This work was sponsored by NASA contract NAS 8-38252 (Garmire, PI). The research of L. C. H. and A. V. F. is partly funded by NASA LTSA grant NAG 5-3556, and by NASA grants GO-06837.01-95A, AR-07527.02-96A, and AR-08361.02-97A from the Space Telescope Science Institute (operated by AURA, Inc., under NASA contract NAS5-26555). W. N. B. acknowledges support from NASA LTSA grant NAG 5-8107.


text:
# Third boundary-value problem of the heat conduction equation for a system with plane-parallel boundaries

## I Introduction

Theoretical description of the distribution of heat in bounded solids is based on the solution of the heat conduction equation with the corresponding initial and boundary conditions. In the case where the heat transfer between a heated body occupying the region $`0zL,`$ $`\mathrm{}<x,y<\mathrm{}`$ and the external medium with the zero temperature proceeds by the Newton law, the problem is reduced to the solution the heat conduction equation  for $`t>0`$

$$\frac{T(\stackrel{}{r},t)}{t}\kappa \mathrm{}T(\stackrel{}{r},t)=f(\stackrel{}{r},t)$$
(1)
with the boundary conditions of the third kind

$$\frac{T(\stackrel{}{r},t)}{z}\lambda _1T(\stackrel{}{r},t)=0|_{z=0},$$
(2)
$$\frac{T(\stackrel{}{r},t)}{z}+\lambda _2T(\stackrel{}{r},t)=0|_{z=L}$$
(3)
and the initial condition

$$T(\stackrel{}{r},0)=T_0(\stackrel{}{r})$$
(4)
Here, $`\mathrm{}=^2/x^2+^2/y^2+^2/z^2`$ is the Laplace operator, $`\stackrel{}{r}=(x,y,z),`$ $`\kappa `$ is the thermal diffusivity, $`\lambda _1`$ and $`\lambda _2`$ are the relative heat transfer coefficients between the body and the external medium at $`z=0`$ and $`z=L,`$ respectively, and $`f(\stackrel{}{r},t)`$ is the density of thermal sources normalized to $`c\rho ,`$ where $`c`$ and $`\rho `$ are, respectively, the specific heat capacity and the density of the substance.

The methods for solving this boundary-value problem are well-known and widely described in the literature both for the theory of heat conduction  and for equations of mathematical physics . It is worth noting that a solution of this problem is presented as a series in which the summation is carried out over an infinite set of eigenvalues $`\alpha `$, where $`\alpha `$ are positive roots of the transcendental equation

$$\mathrm{tan}\alpha L=\alpha \frac{\lambda _1+\lambda _2}{\alpha ^2\lambda _1\lambda _2},$$
(5)
which, in the general case, is solved numerically. In particular cases where the temperature of the boundary surfaces is equal to zero ($`\lambda =\mathrm{}`$, the first boundary-value problem) or the heat flow through the boundaries is absent ($`\lambda =0,`$ the second boundary-value problem), the roots of Eq. (5) are known. In these cases, the solution of the heat conduction equation is represented in terms of normal distributions created by instantaneous heat sources situated at the corresponding points of the space. This enables one, without recourse to numerical calculations, to carry out analytical estimations of solutions of the heat conduction equation for the first and second boundary-value problems for various special cases (thick layer, near the boundary surfaces and at the center of the layer, time temperature asymptotics, etc.). For arbitrary values of $`\lambda ,`$ Eq. (5) was numerically investigated in detail and the results are presented in the form of tables and plots (see, e.g., ).

As far as we know, for any $`\lambda >0`$, in the literature, there is no representation of a solution of problem (1)–(3) in terms of fundamental solutions for an unbounded system similar to those for the first and second boundary-value problems for which it is not necessary to find eigenvalues $`\alpha `$ of the transcendental equation (5). The possibility of this representation for arbitrary $`\alpha `$ is shown in the second section of the paper for Green’s function. Unlike the known solutions of boundary-value problems of the first and second kinds, in this case, the fundamental solutions are in the sum with the corresponding weights that are functions of coordinates and time.

As an example, in the third section, we use the obtained Green function for studying the evolution of an initially uniform temperature field in a layer.

## II Green’s function of the third boundary-value problem

We consider the homogeneous heat conduction equation (1) with boundary conditions (2)–(3) for $`\lambda _1=\lambda _2\lambda `$ and the initial condition

$$T(\stackrel{}{r},0)T_0(\stackrel{}{r})=\delta (\stackrel{}{r}\stackrel{}{r}^{}),$$
(6)
which corresponds to a point instantaneous heat source situated at the point $`\stackrel{}{r}^{}=(x^{},y^{},z^{}),`$ where $`0z^{}L,`$ and find a solution continuous in the region $`0zL,`$ $`\mathrm{}<x,y<\mathrm{}`$ for $`t>0.`$ Note that in the general case of different $`\lambda _1`$ and $`\lambda _2`$, the expression for Green’s function for the third boundary-value problem (1)–(3), (6) expressed in terms of fundamental solutions for an unbounded system was obtained in , where the Brownian motion of particles in a layer was investigated for various values of adsorption coefficients of particles by the boundary surfaces. We also noted there that the specific case $`\lambda _1=\lambda _2`$ should be considered in its own right because in going from the general expressions presented in  to the case $`\lambda _1=\lambda _2,`$ we have to sum expressions each term of which is divergent.

By using methods of the operational calculus, we reduce Eq. (1) with initial condition (6) to an ordinary differential equation of the second order, the solution of which $`T(\stackrel{}{r},t)G(\stackrel{}{r},\stackrel{}{r}^{},t)`$ (Green’s function of the heat conduction equation) can be written as follows:

$`G(\stackrel{}{r},\stackrel{}{r}^{},t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{exp}\left(\frac{R_{}^2}{4\kappa t}\right)}{8\pi ^2\kappa t}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}dk_z\{\mathrm{exp}(k_z^2\kappa t+ik_zZ_{}(n))\left({\displaystyle \frac{k_zi\lambda }{k_z+i\lambda }}\right)^{2n}`$ (7)
$`+`$ $`\mathrm{exp}(k_z^2\kappa t+ik_zZ_+(n))\left({\displaystyle \frac{k_zi\lambda }{k_z+i\lambda }}\right)^{2n+1}\},`$ (8)
where $`\stackrel{}{R}_{}=\stackrel{}{r}_{}\stackrel{}{r}_{}^{},`$ $`\stackrel{}{r}_{}=(x,y,0),`$ $`\stackrel{}{r}_{}^{}=(x^{},y^{},0),`$ $`Z_\pm (n)=Z_\pm +2nL,`$ where $`n=0,\pm 1,\pm 2,\mathrm{},`$ $`Z_\pm =z\pm z^{}.`$

Then we use the integral representation

$$\mathrm{exp}(k_z^2\kappa t)=\frac{1}{(4\pi \kappa t)^{1/2}}\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑\xi \mathrm{exp}\left(\frac{\xi ^2}{4\kappa t}+ik_z\xi \right),$$
(9)
change the order of integration, and take integrals over $`k_z`$ and $`\xi .`$ We present the final result in the following form:

$`G(\stackrel{}{r},\stackrel{}{r}^{},t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{exp}\left(\frac{R_{}^2}{4\kappa t}\right)}{(4\pi \kappa t)^{3/2}}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}\{P_n^{()}(Z_{}(n),\lambda )\mathrm{exp}({\displaystyle \frac{Z_{}^2(n)}{4\kappa t}})`$ (10)
$`+`$ $`P_n^{(+)}(Z_+(n),\lambda )\mathrm{exp}({\displaystyle \frac{Z_+^2(n)}{4\kappa t}})\},`$ (11)
where

$`P_n^{()}(z,\lambda )`$ $`=`$ $`1\left(1\delta _{n0}\right){\displaystyle \underset{k=0}{\overset{2|n|1}{}}}C_{2|n|}^{k+1}\beta _k(|z|,\lambda ),n=0,\pm 1,\pm 2,\mathrm{},`$ (12)
$`P_n^{(+)}(z,\lambda )`$ $`=`$ $`1{\displaystyle \underset{k=0}{\overset{2n}{}}}C_{2n+1}^{k+1}\beta _k(z,\lambda ),n0,`$ (13)
$`P_n^{(+)}(z,\lambda )`$ $`=`$ $`1{\displaystyle \underset{k=0}{\overset{2|n|2}{}}}C_{2|n|1}^{k+1}\beta _k(|z|,\lambda ),n<0,`$ (14)
$`C_m^n`$ is the binomial coefficient, $`\delta _{n0}`$ is the Kronecker symbol, $`\stackrel{~}{\lambda }=\lambda (\kappa t)^{1/2}`$,

$`\beta _k(z,\lambda )`$ $`=`$ $`\pi ^{1/2}(2\stackrel{~}{\lambda })^{k+1}F_k\left({\displaystyle \frac{z}{2(\kappa t)^{1/2}}}+\stackrel{~}{\lambda }\right),k=0,1,2,\mathrm{},`$ (15)
$`F_k(x)`$ $`=`$ $`{\displaystyle \frac{1}{k!}}{\displaystyle \frac{d^k}{dx^k}}\left(\mathrm{exp}(x^2)erfcx\right),k=0,1,2,\mathrm{},`$ (16)
$`erfcx`$ $`=`$ $`{\displaystyle \frac{2}{\pi ^{1/2}}}{\displaystyle \underset{x}{\overset{\mathrm{}}{}}}𝑑y\mathrm{exp}(y^2).`$ (17)
By the direct substitution of solution (9) into Eqs. (1)–(3), we can make sure that this representation of Green’s function satisfies both the homogeneous equation (1) and boundary conditions (2) and (3) (for details, see Appendix). To carry out calculations one should use the following recurrence relationship

$$F_k(x)=\frac{2}{k}\left[F_{k2}(x)+xF_{k1}(x)\right],k2$$
(18)
for the function $`F_k(x).`$ To obtain relation (18), we use the known recurrence relationships for multiply probability integrals  and representation (12) for the function $`F_k(x).`$ As the subscript $`k`$ of the function $`F_k(x)`$ increases, the function $`F_k(x)`$ decreases and, for all values of the argument $`x,`$ remains either positive (for even $`k`$ and $`k=0`$) or negative (for odd $`k`$). The behavior of the first six functions $`F_k(x)`$ is shown in Fig. 1 \[$`k=0,1,2,3,4,5,`$ the number near a curve corresponds to the subscript $`k`$ of the function $`F_k(x)`$\].

In the limiting case $`\lambda \mathrm{},`$ with regard for properties of binomial coefficients, it follows from Eq. (14) that all quantities $`P_n^{()}`$ and $`P_n^{(+)}`$ are the same and constant

$$\underset{\lambda \mathrm{}}{lim}P_n^{(\pm )}(Z_\pm (n),\lambda )=\pm 1$$
(19)
and Eq. (11) is reduced to the well-known solution of the first boundary-value problem for Green’s function in a layer

$`G(\stackrel{}{r},\stackrel{}{r}^{},t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{exp}\left(\frac{R_{}^2}{4\kappa t}\right)}{(4\pi \kappa t)^{3/2}}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}\left\{\mathrm{exp}\left({\displaystyle \frac{Z_{}^2(n)}{4\kappa t}}\right)\mathrm{exp}\left({\displaystyle \frac{Z_+^2(n)}{4\kappa t}}\right)\right\},`$ (20)
As $`\lambda 0,`$ \[$`\lambda (\kappa t)/|Z_\pm |1`$\], in view of Eqs. (10) and (11), we have

$$\beta _k(|Z_\pm (n)|,\lambda )\{\begin{array}{cc}2\stackrel{~}{\lambda }\pi ^{1/2}F_0\left(\frac{|Z_\pm (n)|}{2(\kappa t)^{1/2}}\right),\hfill & k=0,\hfill \\ o(\stackrel{~}{\lambda }^k),\hfill & k=1,2,\mathrm{}\hfill \end{array}$$
(21)
and

$`P_n^{()}(Z_{}(n),\lambda )`$ $``$ $`14|n|\stackrel{~}{\lambda }\pi ^{1/2}F_0\left({\displaystyle \frac{|Z_{}(n)|}{2(\kappa t)^{1/2}}}\right),n=0,\pm 1,\pm 2,\mathrm{}`$ (22)
$`P_n^{(+)}(Z_+(n),\lambda )`$ $``$ $`12(2n+1)\stackrel{~}{\lambda }\pi ^{1/2}F_0\left({\displaystyle \frac{Z_+(n)}{2(\kappa t)^{1/2}}}\right),n0,`$ (23)
$`P_n^{(+)}(Z_+(n),\lambda )`$ $``$ $`12(2|n|1)\stackrel{~}{\lambda }\pi ^{1/2}F_0\left({\displaystyle \frac{|Z_+(n)|}{2(\kappa t)^{1/2}}}\right),n<0,`$ (24)
whence, for $`\lambda =0`$ $`\left[P_n^{(\pm )}(Z_\pm (n),0)=1\right],`$ it follows the well-known solution of the second boundary-value problem

$`G(\stackrel{}{r},\stackrel{}{r}^{},t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{exp}\left(\frac{R_{}^2}{4\kappa t}\right)}{(4\pi \kappa t)^{3/2}}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}\left\{\mathrm{exp}\left({\displaystyle \frac{Z_{}^2(n)}{4\kappa t}}\right)+\mathrm{exp}\left({\displaystyle \frac{Z_+^2(n)}{4\kappa t}}\right)\right\}`$ (25)
In the limiting case of an infinitely thick layer $`\left(L\mathrm{}\right),`$ we have

$`P_n^{()}(Z_{}(n),\lambda )`$ $`=`$ $`\delta _{n0},`$ (26)
$`P_n^{(+)}(Z_+(n),\lambda )`$ $`=`$ $`\delta _{n0}\left[1\beta _0(Z_+,\lambda )\right]`$ (27)
and expression (11) is reduced to the known solution of the third boundary-value problem for a half space ($`z0,`$ $`\mathrm{}<x,y<\mathrm{}`$)

$`G(\stackrel{}{r},\stackrel{}{r}^{},t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{exp}\left(\frac{R_{}^2}{4\kappa t}\right)}{(4\pi \kappa t)^{3/2}}}\{\mathrm{exp}({\displaystyle \frac{Z_{}^2}{4\kappa t}})+\mathrm{exp}({\displaystyle \frac{Z_+^2}{4\kappa t}})`$ (28)
$``$ $`2\stackrel{~}{\lambda }\pi ^{1/2}\mathrm{exp}(\stackrel{~}{\lambda }^2+\lambda Z_+)erfc({\displaystyle \frac{Z_+}{2(\kappa t)^{1/2}}}+\stackrel{~}{\lambda })\}.`$ (29)
## III Evolution of a uniform temperature distribution

The obtained expression (11) for Green’s function can be used for the solution of various boundary-value problems for a layer. As an example, we consider the simplest well-known problem on the evolution of the temperature in an initially uniformly heated layer $`\left[T_0(\stackrel{}{r})=T_0\right]`$ with boundary conditions (2) and (3) for $`\lambda _1=\lambda _2\lambda .`$ The required distribution $`T(\stackrel{}{r},t)`$ is defined by the integral

$$T(\stackrel{}{r},t)=T_0\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑x^{}\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑y^{}\underset{0}{\overset{\mathrm{}}{}}𝑑z^{}G(\stackrel{}{r},\stackrel{}{r}^{},t).$$
(30)
By virtue of Eqs. (11)–(13), relation (30) can be represented in the following form:

$$T(\stackrel{}{r},t)T(z,t,\lambda )=T(z,t,\lambda =\mathrm{})+\delta T(z,t,\lambda ),$$
(31)
where $`T(z,t,\lambda =\mathrm{})`$ is the known solution of the first boundary-value problem

$$T(z,t,\lambda =\mathrm{})=T_0\left\{\underset{n=0}{\overset{\mathrm{}}{}}(1)^n\left[erfc(nl\xi )+erfc\left((n+1)l+\xi \right)\right]1\right\}$$
(32)
and the additional term $`\delta T(z,t,\lambda )`$ caused by nonzero value of the quantity $`\lambda ^1`$ has the form

$`\delta T(z,t,\lambda )`$ $`=`$ $`T_0\{{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{k=0}{\overset{2n1}{}}}C_{2n}^{k+1}[R_{k,n}(z)+R_{k,n}(Lz)]`$ (33)
$`+`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{k=0}{\overset{2n}{}}}C_{2n+1}^{k+1}[R_{k,n}(z)+R_{k,n}(zL)]\}.`$ (34)
Here, $`l=L/(4\kappa t)^{1/2},`$ $`\xi =z/(4\kappa t)^{1/2},`$ and

$`R_{k,n}`$ $`=`$ $`{\displaystyle \frac{1}{\stackrel{~}{\lambda }\pi ^{1/2}}}{\displaystyle \underset{m=0}{\overset{k}{}}}(2)^{km1}[\mathrm{exp}(((2n+l)l\xi )^2)\beta _m((2n+1)Lz,\lambda )`$ (35)
$``$ $`\mathrm{exp}((2nl\xi )^2)\beta _m(|2nLz|,\lambda )].`$ (36)
It is worth to note that expressions (23)–(25) can be written at once by using Eq. (72) in  for the density of Brownian particles in a layer with absorbing boundaries and carrying out changes in the corresponding notation in it.

As is seen from Eqs. (23)–(26), distribution of the temperature in the layer remains symmetric about the middle of the layer at any time $`t>0:T(Lz,t,\lambda )=T(z,t,\lambda ),`$ which is quite natural due to the symmetry of the system under investigation about the plane $`z=L/2`$ and uniformity of the initial distribution of temperature.

By collecting terms with the same indices $`m`$ in Eq. (25), we can represent the quantity $`\delta T(z,t,\lambda )`$ as follows:

$$\delta T(z,t,\lambda )=\frac{T_0}{\stackrel{~}{\lambda }\pi ^{1/2}}\left\{\stackrel{~}{V_0}(z,\lambda )+\underset{n=1}{\overset{\mathrm{}}{}}\left[V_n(z,\lambda )+\stackrel{~}{V_n}(z,\lambda )\right]\right\},$$
(37)
where

$`V_n(z,\lambda )`$ $`=`$ $`{\displaystyle \underset{m=1}{\overset{2n1}{}}}l_{m,n}V_{m,n}(z,\lambda ),n=1,2,\mathrm{},`$ (38)
$`\stackrel{~}{V}_n(z,\lambda )`$ $`=`$ $`{\displaystyle \underset{m=0}{\overset{2n}{}}}\stackrel{~}{l}_{m,n}\stackrel{~}{V}_{m,n}(z,\lambda ),n=0,1,2,\mathrm{},`$ (39)
$`V_{m,n}(z,\lambda )`$ $`=`$ $`\mathrm{exp}\left(\left(\xi _n^{()}\right)^2\right)\eta _m(z_n^{()},\lambda )\mathrm{exp}\left(\left(\xi _n^{(+)}\right)^2\right)\eta _m(z_n^{(+)},\lambda )`$ (40)
$`+`$ $`\mathrm{exp}\left(\left(\stackrel{~}{\xi }_n^{(+)}\right)^2\right)\eta _m(\stackrel{~}{z}_n^{(+)},\lambda )\mathrm{exp}\left(\left(\stackrel{~}{\xi }_{n+1}^{()}\right)^2\right)\eta _m(\stackrel{~}{z}_{n+1}^{()},\lambda ),`$ (41)
$`\stackrel{~}{V}_{m,n}(z,\lambda )`$ $`=`$ $`\mathrm{exp}\left(\left(\xi _n^{(+)}\right)^2\right)\eta _m(z_n^{(+)},\lambda )\mathrm{exp}\left(\left(\xi _{n+1}^{()}\right)^2\right)\eta _m(z_{n+1}^{()},\lambda )`$ (42)
$`+`$ $`\mathrm{exp}\left(\left(\stackrel{~}{\xi }_{n+1}^{()}\right)^2\right)\eta _m(\stackrel{~}{z}_{n+1}^{()},\lambda )\mathrm{exp}\left(\left(\stackrel{~}{\xi }_{n+1}^{(+)}\right)^2\right)\eta _m(\stackrel{~}{z}_{n+1}^{(+)},\lambda ),`$ (43)
$`\eta _n(z,\lambda )`$ $`=`$ $`(1)^n2^{(n+1)}\beta _n(|z|,\lambda ),n=0,1,2,\mathrm{},`$ (44)
$`z_n^{(\pm )}=2nL\pm z,\stackrel{~}{z}_n^{(\pm )}=(2n1)L\pm z,\xi _n^{(\pm )}=z_n^{(\pm )}/(4\kappa t)^{1/2},\stackrel{~}{\xi }_n^{(\pm )}=\stackrel{~}{z}_n^{(\pm )}/(4\kappa t)^{1/2}.`$ (45)
The quantities $`l_{m,n}`$ and $`\stackrel{~}{l}_{m,n}`$ are defined by the recurrence relations

$`l_{m,n}`$ $`=`$ $`l_{m1,n}+(1)^m2^{m1}C_{2n}^m,n=2,3,\mathrm{};m=1,2,\mathrm{},2n1,`$ (46)
$`l_{1,n}`$ $`=`$ $`2n,`$ (47)
$`\stackrel{~}{l}_{m,n}`$ $`=`$ $`\stackrel{~}{l}_{m1,n}+(1)^m2^{m1}C_{2n+1}^m,n=1,2,\mathrm{};m=1,2,\mathrm{},2n,`$ (48)
$`\stackrel{~}{l}_{0,n}`$ $`=`$ $`1,\stackrel{~}{l}_{1,n}=2n,`$ (49)
which are convenient for $`mn.`$ For $`m>n,`$ the following relations are more convenient:

$`l_{m,n}`$ $`=`$ $`l_{m+1,n}+(2)^mC_{2n}^{2nm1},m<2n1,`$ (50)
$`l_{2n1,n}`$ $`=`$ $`2^{2n1},`$ (51)
$`\stackrel{~}{l}_{m,n}`$ $`=`$ $`\stackrel{~}{l}_{m+1,n}+(2)^mC_{2n+1}^{2nm},m2n1,`$ (52)
$`\stackrel{~}{l}_{2n,n}`$ $`=`$ $`2^{2n}.`$ (53)
Relation (27) is valid for any $`\lambda >0.`$ In particular case of great values of $`\stackrel{~}{\lambda },`$ which corresponds holding the first correction terms caused by a finite value of the relative heat transfer coefficient of the layer with the environment, relation (27) is simplified to the form

$`\delta T(z,t,\lambda )`$ $`=`$ $`{\displaystyle \frac{T_0}{\stackrel{~}{\lambda }\pi ^{1/2}}}\{{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1(1+|\gamma (n)|)(1+2|\gamma (n)|)^k}{\gamma (n)(1+|\gamma (n)|)}}\mathrm{exp}((2nl\xi )^2)`$ (54)
$``$ $`{\displaystyle \frac{1(1+|\alpha (n)|)(1+2|\alpha (n)|)^m}{\alpha (n)(1+|\alpha (n)|)}}\mathrm{exp}(((2n+1)l\xi )^2)\},`$ (55)
where $`\alpha (n)=((2n+1)l\xi )/\stackrel{~}{\lambda },`$ $`\gamma (n)=(2nl\xi )/\stackrel{~}{\lambda },`$ $`n=0,\pm 1,\pm 2,\mathrm{},`$

$`m=\{\begin{array}{cc}\hfill 2n,& n0,\hfill \\ \hfill (2n+1),& n<0,\hfill \end{array}k=\{\begin{array}{cc}\hfill 2n1,& n>0,\hfill \\ \hfill 2n,& n0.\hfill \end{array}`$

For a thick layer ($`l1`$), relations (23), (24), and (31) for distribution of the temperature can be simplified. In this case, it is sufficient to retain only terms with $`n=0,1`$ in sum (24) and the term with $`n=0`$ in sum (31). This yields

$$T(z,t,\lambda )T^{sb}(z,t,\lambda )+T^{sb}(Lz,t,\lambda )T_0,$$
(56)
where $`T^{sb}(z,t,\lambda )`$ and $`T^{sb}(Lz,t,\lambda )`$ are the known distributions of the temperature in semibounded bodies  that occupy the $`z0`$ and $`zL`$ regions, respectively. In the case $`\stackrel{~}{\lambda }1,`$ they have the form

$$T^{sb}(z,t,\lambda )T_0\left[erf\xi +\frac{\mathrm{exp}(\xi ^2)}{\pi ^{1/2}(\xi +\stackrel{~}{\lambda })}\right],$$
(57)
where

$`erf\xi =1erfc\xi ={\displaystyle \frac{2}{\pi ^{1/2}}}{\displaystyle \underset{0}{\overset{\xi }{}}}𝑑x\mathrm{exp}(x^2).`$

The space and time distribution of the normalized temperature $`T(z,t,Bi)/T_0`$ in the layer calculated by the general formulae (23)–(24), (27)–(30) are displayed in Fig. 2 for various Biot numbers $`Bi=L\lambda /2.`$ With regard for the symmetry of the system at hand about the $`z=L/2`$ plane, the distribution of temperature is shown only for the $`0zL/2.`$ It is quite natural that the layer cools down with maximum rate in the case corresponding to the first-boundary problem ($`Bi=\mathrm{}`$) when the boundaries of the layer are kept at zero temperature for the entire time (Fig. 2a). Note that a noninstanteneous drop in the temperature shown in Fig. 2a from the initial value $`T_0`$ to zero at the initial time ($`t=0`$) as the observation point approaches the boundary of the layer is not the result of calculations but appears due to the used uniformity of the space and time grid for the temperature field. For finite great values of the Biot number (Fig. 2b), the distribution of temperature inside the layer, in fact, does not change, whereas it takes place the smooth but fast cooling of the boundary of the layer. For the time of order of $`0.1\tau ,`$ where $`\tau =L^2/4\kappa ,`$ the surface temperature is as small as 6% of its initial value. As the Biot number decreases ($`Bi=10,`$ Fig. 2c), the cooling of the surface in noticeably slows down and the surface temperature tends to zero even for $`t\tau .`$ In this case, the finite value of $`\lambda `$ influences the distribution of temperature deep into the layer, e.g., $`T(L/2,\tau ,Bi=10)/T(L/2,\tau ,Bi=\mathrm{})1.52.`$ For intermediate values of the Biot number (Fig. 2d), heat removal from the surface does not lead to a radical redistribution of the temperature in the central and peripheral regions of the layer as for $`Bi1.`$ For example, for $`Bi=1`$ and $`t=\tau ,`$ the ratio $`T(0,\tau ,Bi)/T(L/2,\tau ,Bi)`$ is only 0.65. For small Biot numbers ($`Bi=0.1,`$ Fig. 2d), the temperature equalization inside the layer proceeds much faster than heat removal from the surface. This case is characterized by a slightly uniform distribution of temperature across the section of the layer \[$`T(0,\tau ,Bi)/T(L/2,\tau ,Bi)0.95`$\] and a slow decrease in the temperature with time \[$`T(L/2,\tau ,Bi)/T_00.92`$\].

## IV Conclusions

In the present paper, we gave a new representation for a solution of the third boundary-value problem of the heat conduction equation for a layer which needs no calculations of eigenvalues on the basis of the transcendental equation. This solution is represented in the form of a superposition of the fundamental solutions for an unbounded system caused by instantaneous heat sources situated at the points of location of sources–images of the layer. It is the form of representation of the solution that is widely used in the literature for representation of solutions of the first and second boundary-value problems.

Since new representation (9) enables one to carry out analytic investigations not using graphic and table data, it can be useful for various physical problems for which, in parallel with numerical calculations, analytic estimations of solutions must be performed. In particular, we can find the first additional terms caused by the account of the heat transfer of the layer with the environment to the known results determined under the assumption of a given temperature of the surface or the absence of the thermal flow through it. In the paper, we illustrate the possibility of finding correction terms in powers of $`\lambda ^1,`$ where $`\lambda >1,`$ for a special problem of the evolution of the initially uniform temperature field in the layer.

In addition to analytic investigations, Green’s function (9) can be also useful for the numerical analysis of various boundary-value problems of the third order. Using recurrence relations (14), we significantly simplify this analysis by reducing it to the calculation of probability integrals and the majorant estimation of the remainder terms of the series given in the Appendix.

##

We prove that solution (9) satisfies the homogeneous heat conduction equation (1) with boundary conditions (2) and (3). For this purpose, first, we prove the uniform convergence of the series in solution (9) at $`0zL`$ and $`t>0.`$ In view of the following representation of the quantity $`\beta _k(|Z_\pm (n)|,\lambda ):`$

$$\beta _k(|Z_\pm (n)|,\lambda )(1)^k\left(\frac{4\lambda \kappa t}{(|Z_\pm (n)|+2\lambda \kappa t)}\right)^{k+1},$$
(58)
which is valid for $`|n|>(\kappa t)^{1/2}/L,`$ we obtain that for finite values of $`\lambda ,`$ for all $`|n|N,`$ where $`N\lambda \kappa t/L,`$ the coefficients $`P_n^{(\pm )}(Z_\pm (n),\lambda )P_n^{(\pm )}(\lambda )`$ can be represented as follows:

$`P_n^{()}(\lambda )`$ $``$ $`\left(1{\displaystyle \frac{2\lambda \kappa t}{L|n|}}\right)^{2|n|},`$ (59)
$`P_n^{(+)}(\lambda )`$ $``$ $`\left(1{\displaystyle \frac{2\lambda \kappa t}{L|n|}}\right)^{2|n|+signn}.`$ (60)
As $`|n|\mathrm{},`$ the following estimate for the coefficients holds:

$$\underset{|n|\mathrm{}}{lim}P_n^{(\pm )}(\lambda )=\mathrm{exp}\left(\frac{4\lambda \kappa t}{L}\right)1.$$
(61)
Thus, starting from $`|n|N,`$ the series $`\underset{|n|=N}{\overset{\mathrm{}}{}}P_n^{(\pm })\mathrm{exp}(Z_\pm ^2(n)/4\kappa t)`$ in solution (9) can be majorized by the uniformly convergent series $`\underset{|n|=N}{\overset{\mathrm{}}{}}\mathrm{exp}\left(Z_\pm ^2(n)/4\kappa t\right).`$ If follows from here that series in solution (9) are also uniformly convergent. Therefore, we can integrate solution (9) term by term and use the majorant estimate

$`R(z,z^{},t)`$ $`=`$ $`{\displaystyle \frac{1}{(4\pi \kappa t)^{1/2}}}\left|{\displaystyle \underset{|n|=N}{\overset{\mathrm{}}{}}}[P_n^{()}(\lambda )\mathrm{exp}({\displaystyle \frac{Z_{}^2(n)}{4\kappa t}})+P_n^{(+})(\lambda )\mathrm{exp}({\displaystyle \frac{Z_+^2(n)}{4\kappa t}})\right]|`$ (62)
$``$ $`{\displaystyle \frac{1}{l}}erfc{\displaystyle \frac{(2N1)L}{(\kappa t)^{1/2}}}`$ (63)
for the remainder of the series which determines Green’s function (9).

It is easy to show that

$`\underset{|n|\mathrm{}}{lim}{\displaystyle \frac{P_n^{(\pm )}(Z_\pm (n),\lambda )}{z}}=0.`$

Therefore, the series of derivatives

$`{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}\left[\stackrel{~}{P}_n^{()}(Z_{}(n),\lambda )\mathrm{exp}\left({\displaystyle \frac{Z_{}^2(n)}{4\kappa t}}\right)+\stackrel{~}{P}_n^{(+)}(Z_n^{(+)},\lambda )\mathrm{exp}\left({\displaystyle \frac{Z_+^2(n)}{4\kappa t}}\right)\right],`$

where

$`\stackrel{~}{P}_n^{(\pm )}(Z_\pm (n),\lambda )={\displaystyle \frac{P_n^{(\pm )}(Z_\pm (n),\lambda )}{z}}{\displaystyle \frac{Z_\pm (n)}{2\kappa t}}P_n^{(\pm )}(Z_\pm (n),\lambda ),`$

converges uniformly as well because the series $`\underset{|n|=N}{\overset{\mathrm{}}{}}\stackrel{~}{P}_n^{(\pm )}(Z_\pm (n),\lambda )\mathrm{exp}\left(Z_\pm ^2(n)/4\kappa t\right)`$ are majorized by the uniformly convergent series $`\underset{|n|=N}{\overset{\mathrm{}}{}}\left(nL/\kappa t\right)\mathrm{exp}\left(Z_\pm ^2(n)/4\kappa t\right).`$ Thus, solution (9) is term-by-term differentiable with respect to $`z.`$ The possibility of double term-by-term differentiation with respect to $`z`$ and differentiation with respect to $`t`$ is proved in a similar way.

We represent Green’s function (9) in the form

$$G(\stackrel{}{r},\stackrel{}{r}^{},t)=\underset{\alpha =\pm }{}\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}G_n^{(\alpha )}(\stackrel{}{r},\stackrel{}{r}^{},t),$$
(64)
where

$$G_n^{(\pm )}(\stackrel{}{r},\stackrel{}{r}^{},t)=P_n^{(\pm )}(Z_\pm (n),\lambda )\frac{\mathrm{exp}\left(\frac{R_{}^2+Z_\pm ^2(n)}{4\kappa t}\right)}{(4\pi \kappa t)^{3/2}},n=0,\pm 1,\pm 2,\mathrm{},$$
(65)
substitute expression (A5) into homogeneous equation (1), and carry out term-by-term differentiation of the series. By using recurrence relation (14) for the functions $`F_k(x)`$, we obtain that expression (A5) satisfies the required equations, moreover, each term $`G_n^{(\alpha )}(\stackrel{}{r},\stackrel{}{r}^{},t)`$ of series (A5) satisfies this equation. By substituting solution (A5) into initial (6) and boundary (2) and (3) conditions, we make sure that the solution satisfies these conditions. Note that, as opposed to the heat conduction equation, boundary conditions (2) and (3) are valid not separately for each term $`G_n^{(\alpha )}(\stackrel{}{r},\stackrel{}{r}^{},t)`$ of series (A5) but for pairs, namely:

$`\left({\displaystyle \frac{}{z}}\lambda \right)\left(G_n^{()}(\stackrel{}{r},\stackrel{}{r}^{},t)+G_n^{(+)}(\stackrel{}{r},\stackrel{}{r}^{},t)\right)`$ $`=`$ $`0|_{z=0},n=0,\pm 1,\pm 2,\mathrm{},`$ (66)
$`\left({\displaystyle \frac{}{z}}+\lambda \right)\left(G_n^{()}(\stackrel{}{r},\stackrel{}{r}^{},t)+G_{(n+1)}^{(+)}(\stackrel{}{r},\stackrel{}{r}^{},t)\right)`$ $`=`$ $`0|_{z=L},n=0,\pm 1,\pm 2,\mathrm{}.`$ (67)
Thus, relation (9) is the solution of the third boundary-value problem of the heat conduction equation.