A new analytic solution of complex Langevin differential equations

Rabha W. Ibrahim (IEEE RAS Malaysia Chapter, Kuala Lumpur, Malaysia)

Arab Journal of Mathematical Sciences

ISSN: 1319-5166

Article publication date: 2 November 2021

Issue publication date: 30 January 2023

751

Abstract

Purpose

In this study, the authors introduce a solvability of special type of Langevin differential equations (LDEs) in virtue of geometric function theory. The analytic solutions of the LDEs are considered by utilizing the Caratheodory functions joining the subordination concept. A class of Caratheodory functions involving special functions gives the upper bound solution.

Design/methodology/approach

The methodology is based on the geometric function theory.

Findings

The authors present a new analytic function for a class of complex LDEs.

Originality/value

The authors introduced a new class of complex differential equation, presented a new technique to indicate the analytic solution and used some special functions.

Keywords

Citation

Ibrahim, R.W. (2023), "A new analytic solution of complex Langevin differential equations", Arab Journal of Mathematical Sciences, Vol. 29 No. 1, pp. 83-99. https://doi.org/10.1108/AJMS-04-2021-0085

Publisher

:

Emerald Publishing Limited

Copyright © 2021, Rabha W. Ibrahim

License

Published in Arab Journal of Mathematical Sciences. Published by Emerald Publishing Limited. This article is published under the Creative Commons Attribution (CC BY 4.0) licence. Anyone may reproduce, distribute, translate and create derivative works of this article (for both commercial and non-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode


1. Introduction

Langevin differential equation (LDE) is one of the most important differential equation in mathematical sciences, including fluid, Brownian motion, thermal and wavelet studies. It investigated wildly in view of various types of geometric, stochastic and analysis studies (see for example references [1–5]). An arbitrary model of LDEs is studied in [6–8] including analytic solutions. The existence and stability of a class of LDEs with two Hilfer-Katugampola fractional derivatives is investigated in [9]. Moreover, the existence of LDE is illustrated suggesting different types of geometry [10, 11].

LDEs of a complex variable are applied to simulate special types of polymer and nanomaterials, including the conduct of the polymers [12]. Based on this priority of LDEs of a complex variable, we aim to study this class analytically. The technique of the geometric function theory is used recently by Ibrahim and Baleanu [13] to determine the fractal solution. They utilized different notions such as the subordination and super-ordination, majorization, Caratheodory functions, convex functions and special functions (see [14–16]).

Here, we discuss the upper bound solution of LDEs of a complex variable in feature of geometric function theory. We illustrated a list of conditions that implies a univalent result in ∪ (the unit disk). The mechanism of our proof is considered utilizing the Caratheodory functions joining the subordination concept. A class of Caratheodory functions involving special functions gives the upper bound solution.

2. Complex Langevin differential equations

The LDE of a complex variable can be realized by the next formula [17].

(2.1)χ(z)+αχ(z)=F(χ(z)),zC,
where α > 0 indicates the oscillation coefficient, and F is the noise factor. To study the geometric properties of Eq.(2.1), we consider z={zC:|z|<1}, and χ(z) is a normalized function satisfying the expansion χ(z)=z+n=2χnzn. Rearrange Eqn (2.1) with complex coefficient, then the homogeneous formula is given by
(2.2)Ψ(z)ς(z)z2χ(z)χ(z)+zχ(z)χ(z),z,
where ς(z) is analytic function in ∪. It is clear that Ψ(0) = 1, for all ς(z) ∈ ∪ (see the following example).
Example 2.1.

Let data given by

  1. χ(z) = z/(1 − z), ς(z) = z, then we have Ψ(z) = 1 + z + 3z2 + 5z3 + 7z4 + 9z5 + O(z6);

  2. χ(z) = z/(1 − z)2, ς(z) = z, then we get Ψ(z) = 1 + 2z + 6z2 + 12z3 + 18z4 + 24z5 + O(z6);

  3. ς(z) = 1 − z and χ(z) = z/(1 − z), then we obtain Ψ(z) = 1 + 3z + 3z2 + 3z3 + 3z4 + 3z5 + O(z6)

  4. ς(z) = 1 and χ(z) = z/(1 − z), then we obtain Ψ(z) = 1 + 3z + 5z2 + 7z3 + 9z4 + 11z5 + O(z6).

We denote by P(A,B), the class of functions

ρ(z)=1+Aw(z)1+Bw(z)1+Az1+Bz,
where w satisfies w(0) = 0 and |w(z)| < 1; and −1 ≤ B < A ≤ 1, then P(A,B)P(1A1B) is the Janowski class. Next, we define a class of analytic functions.
Definition 2.2.

The function χ(z)=z+n=2χnzn,z is in Mς(ρ) if and only if

(2.3) Ψ(z)=ς(z)z2χ(z)χ(z)+zχ(z)χ(z)ρ(z).
z,ρ(0)=1,ρ(0)>1,ς,ς(z).

Now consider starlike function as follows:

ρe(z)=zez1=1z2+z212z4720+
and a convex function
ϱe(z)1/ρe(z)=1+z2+z26+z324+z4120+

(see [18]-P415). We note here that the coefficients are approximating to the Bernoulli numbers such that

Reξz1ξz12,0<ξ1.793.

Hence, Reξz1ξz1/ρe(1)=12.

Our design is generated by the Caratheodory functions, which are operated in [19]. In this situation, we establish the necessary conditions of the joining bounds of Ψ(z) consuming a Caratheodory function. Note that, when ς(z) is a constant, the class Mς(ρ) reduces to the well-known class in [20].

2.1 Geometric properties

Some geometric properties are illustrated as follows:

Proposition 2.3.

Consider the functional Ψ(z) such that p(z)=zχ(z)/χ(z). Then χ(z) is starlike in, whenever ς(z)=z,R(z)>0 and

(3)(R(z))<I(z)<(3)(R(z)).

Proof.

Suppose the functional

Ψ(z)=ς(z)z2χ(z)χ(z)+zχ(z)χ(z).

Let p(z) = (z)′/χ(z), then

(z)zχ(z)χ(z)=z(zp(z))+zp2(z)zp(z)
yields that
Ψ(z)=z(zp(z))+zp2(z)+(1z)p(z),z.

By [18]-Example 2.4m, we have A(z) = z, B(z) = z, C(z) = 1 − z and D(z) = 0, where the assumptions imply that R(z)>0 we get the conclusion

R[A(z)zp(z)+B(z)p2(z)+C(z)p(z)+D(z)]=R[z(zp(z))+zp2(z)+(1z)p(z)]>0R(p(z))>0.

Corresponding to the above conclusion, we indicate that χ(z) is starlike. □

Proposition 2.3 can be generated for R(ς(z))>0 as follows:

Proposition 2.4.

Consider the functional Ψ(z) such that p(z)=zχ(z)/χ(z). Then χ(z) is starlike in, whenever R(ς(z))>0 and

[I(ς(z))]2<3(R(ς(z)))2.

Proposition 2.5.

(Integral existence result)

Consider the functional Ψ(z) = p(z).q(z), where p(z) = (z)′/χ(z) and

q(z)=ς(z)1+zχ(z)χ(z).
If ς(0) = 1 and the subordination
(α1+α2)+zq(z)q(z)(α1+α2)1+z1z+2z1z2
holds such that α1 + α2 = β1 + β2 > 0, then the integral
V(z)β1+β2z(β2)p(z)0zζα1+α21q(ζ)dζ1/(β1)
satisfies the following conclusion
V(z),V(z)/z0,Rβ1zV(z)V(z)+zq(z)q(z)+β2>0.
Proof.

Consider Ψ(z) with ς(z) = 1, then a computation implies that

Ψ(z)=zχ(z)χ(z)1+zχ(z)χ(z).

Since, p(0) = 1 and q(0) = 1 with Ψ(z) = p(z)q(z) ≠ 0 for some z0 ∈ ∪. Then in view of [18]-Theorem 2.5c, we have the desired conclusion. □
Proposition 2.6.

Consider the functional Ψ(z) = p(z).q(z), where p(z) = (z)′/χ(z) and

q(z)=1+zχ(z)χ(z),ς(0)=1

If one of the following facts is indicated

  1. R(zq(z)q(z))+δ>0;

  2. |I(zq(z)q(z)+δ)|<1+2δ,δ>0;

  3. |zq(z)q(z)|<δ+1,δ>0,

then the integral

W(z)δzδ1p(z)0zζδ1q(ζ)dζ
satisfies the conclusion
W(z),W(z)/z0,RzW(z)W(z)+zq(z)q(z)+1>0.
Proof.

A computation implies that

Ψ(z)=ς(z)1+zχ(z)χ(z)zχ(z)χ(z),ς(z).

Since p(0) = 1 and q(0) = 1 with Ψ(z) = p(z)q(z) ≠ 0 for some z0 ∈ ∪. Then in view of [18]-Corollary 2.5c.1, we get the desired conclusion. □

Next example shows the integral existence result of the convex Koebe function z/(1 − z). We confirm that the integral formula is also convex because it is majorized by z/(1 − z).

Example 2.7.

Let χ(z) = z/(1 − z) and ς(z) = 1, then we have p(z) = 1/(1 − z) and

q(z)=1+zχ(z)χ(z)=1+z1z=1+2z2+2z3+2z4+2z5+O(z6).

Thus, we obtain

|zq(z)q(z)|<δ+1δ>0,δδ+2<R(z)<δ.

Then by letting δ = 1, we conclude that the integral existence result satisfies

W(z)=δzδ1p(z)0zζδ1q(ζ)dζ=(1z)0z(1+ζ1ζ)dζ=(z1)(z+2log(1z))=zz3/3z4/6z5/10z6/15+O(z7),
which achieves all indicated facts in Proposition 2.5. Since the coefficient bounds of W(z) are motorized by the coefficient bounds of χ(z), then we conclude that W(z) is convex. Moreover, the iteration of the integral existence theorem of a convex function (χ(z)) remains convex in the open unit disk (W(W…(W(z)))). As a conclusion, this example provides a chain of analytic convex solutions of LDEs in ∪. Next remark shows the important relation of W(z) with the function of nephroid plane curve. This leads to use W(z) as an official formula in a nephroid plane curve instead of using parametric functions. Moreover, Proposition 2.5 implies a positive real solution of LDEs; for example, by assuming β1 = 1, β2 = 0, we get RzW(z)W(z)+zq(z)q(z)>0 because W(z) and q(z) are starlike in ∪ satisfying RzW(z)W(z)>0 and Rzq(z)q(z)>0. As a comparison with recent methods, our method provides in spite of an analytic solution, the strategy of the existing integral formula involving the analytic solution is still analytic in ∪. Note that this solution is univalent in ∪. All recent techniques provided an analytic solution without geometric presentations. Our method describes the analytic solution and its integration geometrically.
Remark 2.8.

It is well known that the function ω(z) = 1 + z − z3/3 (see Figure 1) translates the unit circle onto a 2-cusped curve tilled nephroid satisfying ((w1)2+v24/9)34/3v2=0. The functional ϖ(z)≔1 + W(z) can be expanded by (see Figure 2)

ϖ(z)=ω(z)z4/6z5/10z6/15+O(z7).

We shall use ϖ(z) to define some interesting classes of analytic functions.

3. Computations

This section deals with some computational outcomes utilizing a sigmoid function. Note that a sigmoid function is bounded analytic in convex complex domain (see Figure 3).

Theorem 3.1.

Suppose that χ ∈ ∧ achieves the inequality

1+μzΨ(z)[Ψ(z)]k21+ez,k=0,1,2,
where Ψ(z)=ς(z)z2χ(z)χ(z)+zχ(z)χ(z),z. Then
Ψ(z)ρe(z)=zez1,z

when μ ≥ max μk.

  • (1)maxμ0=max3572(e1),(35(e1))(72(e2))1.1628.

  • (2)maxμ1=max{35(72(log(e1)1)),35(72log(e1))}1.1.

  • (3)maxμ2=max{35e72,3572(e2)}1.321.

Proof.

Case [A]: assume that k=01+μzΨ(z)21+ez.

Formulate a function Xμ:C by the structure

Xμ(z)=1+1μz2z372+z51200+,
where
0zeζ1ζ(1+eζ)=
z2z372+z51200(17z7)282240+(31z9)6531840(691z11)1756339200+O(z13)+constant.

It is clear that Xμ(z) is an analytic solution of

(3.1)1+μzXμ(z)=21+ez,z.

Consider the functional U(z)μzXμ(z)=21+ez1=ez1ez+1, which is starlike in ∪ [19]. This implies that for G(z)U(z)+1, we have

RzU(z)U(z)=RzG(z)U(z)>0.

Consequently, Miller-Mocanu Lemma [18] indicates that

1+μzΨ(z)1+μzXμ(z)Ψ(z)Xμ(z).

To end this organization, we aim to show that Xμ(z) ≺ ρe(z). Obviously, Xμ(z) increases in (−1, 1) for some μ that is fulfilling

1+(1+2ee1+log(2)+log(e1)log(3e1))μ1+2.8μXμ(1)Xμ(1)1+(1+e)(e1)+2tanh(1)(1+e)(35e)/μ1+1.4306μ.

Since the function ρe(z) fulfills the relation

(e1)1R(ρe(z))1cos(ϑ)2+n=1β2ncos(2nϑ)(2n)!e(e1)1,
then consequently, we arrive at the inequality
(e1)1Xμ(1)Xμ(1)e(e1)1
whenever μ satisfies
μmaxμ0=max3572(e1),(35(e1))(72(e2))1.1628.

Consequently, we obtain

Xμ(z)zez1Ψ(z)zez1.

Case [B]: consume the case k=11+μzΨ(z)Ψ(z)21+ez.

Formulate a function Yμ:C by the equation

Yμ(z)=exp1μz2z372+z51200+.

Clearly, we have a solution Yμ(z) (Yμ(0) = 1) of the differential equation

(3.2)1+μzYμ(z)Yμ(z)=21+ez,z.

Consider the starlike function G(z)=2/(1+ez)1 then the functional H(z)=G(z)+1 implies RzH(z)G(z)=RzG(z)G(z)>0. Again Miller-Mocanu Lemma gives

1+μzΨ(z)Ψ(z)1+μzYμ(z)Yμ(z)Ψ(z)Yμ(z).

Proceeding, we have

(e1)1Yμ(1)Yμ(1)e(e1)1

if μ when

μmaxμ1=max{35(72(log(e1)1)),35(72log(e1))}1.1.

This implies

Yμ(z)zez1Ψ(z)zez1,z.

Case [C]: assume that k=21+μzΨ(z)Ψ2(z)21+ez.

The function

Dμ(z)=11μz2z372+z51200+1.
is a solution for the differential equation
(3.3)1+μzDμ(z)Dμ2(z)=21+ez.

As a conclusion, Miller-Mocanu Lemma yields

1+μzΨ(z)Ψ2(z)1+μzDμ(z)Dμ2(z)Ψ(z)Dμ(z).

Accordingly, we have

(e1)1Dμ(1)Dμ(1)e(e1)1
if μ2 recognizes the upper and lower bounds
μmaxμ2=max{35e72,3572(e2)}1.321.

This indicates the relation

Dμ(z)zez1Ψ(z)zez1,z.

Theorem 3.1 can be extended to functions in P. We omit the proof.

Theorem 3.2.

Let pP achieving the inequality

1+μzp(z)[p(z)]k21+ez,k=0,1,2,μ1.321.

Then

p(z)ρe(z)=zez1,z.

We deal with the function ϱe(z)=ez1z, which is convex univalent.

Theorem 3.3.

Consider the hypotheses of Theorem 3.1. Then

Ψ(z)ϱe(z).
when υ ≥ max υk.
  • (1)maxυ0=max{35(72(e2)),(35e)72}1.321

  • (2)maxυ1=max{35(72log(e1)),35(72(log(e1)1))}1.12.

  • (3)maxυ2=max{(35(e1))(72(e2)),3572(e1)}1.162.

Proof.

Clearly, we have (e1)/eR(ϱe(z))e1. Consequently, we obtain (e − 1)/e ≤ Xυ(−1) ≤ Xυ(1) ≤ e − 1 whenever υ satisfies

υmaxυ0=maxυ0=max{35(72(e2)),(35e)72}1.321.

This implies the relation

Xυ(z)ez1zΨ(z)ez1z.

In the same manner, we get

υmaxυ1=max{35(72log(e1)),35(72(log(e1)1))}1.12
Consequently, we obtain
Yυ(z)ez1zΨ(z)ez1z.

Finally, we have

υmaxυ2=max{(35(e1))(72(e2)),3572(e1)}1.162.

This implies that the result

Dυ(z)ez1zΨ(z)ez1z.

Theorem 3.3 can be generalized by utilizing pP. The proof is similar to the above proof.

Theorem 3.4.

Suppose that pP satisfies

1+μzp(z)[p(z)]k21+ez,k=0,1,2,μ1.321.

Then

p(z)ϱe(z)=ez1z,z.

Next result indicates the upper bound:

J(z)=1+Az1+Bz,(1B<A1),

(bi-linear transformation) which is starlike function with positive real part.

Theorem 3.5.

Consider one of the following inequalities

  1. 1+zΨ(z)z+1,max{0,1}, where

    0=2(0.22599B+0.22599)(AB),B+10,AB0;
    and
    1=2((B1)(log(2)1))(AB),B10,AB0.

  2. 1+zΨ(z)Ψ(z)z+1,max{2,3}, where

    2=2(i(1+(2)+log(2)log(1+(2))))2πnilogB+1A+1,
    B+10,A+10,logB+1A+1+2πni0
    and
    3=2(i(log(2)1))2πnilogA1B1;logA1B1+2iπn0,A1,B1;

  3. 1+zΨ(z)Ψ2(z)z+1,max{4,5}, where

    4=2(0.225987A+0.225987)(AB),B+10,AB;
    5=2((A1)(log(2)1))(AB),B10AB.

Then Ψ(z)1+Az1+Bz,(1B<A1).

Proof.

Case [A]: Let k=01+zΨ(z)z+1.

Define a function F:C admitting the structure

F(z)=1+2z+1log(1+z+1)1+log(2).

It is clear that F(z) is analytic in ∪ satisfying F(0) = 1, and it is a solution of the differential equation

(3.4)1+zF(z)=z+1,z.

Therefore, this yields U(z)zF(z)=z+11 is starlike in ∪. So in view of Miller-Mocanu Lemma, we get

1+μzΨ(z)1+zF(z)Ψ(z)F(z).

To end this argument, we must show that F(z) ≺ J(z). Evidently, F(z) increases in (−1, 1), such that F(−1) ≤ F(1). Since

1A1BF(1)F(1)1+A1+B

whenever  ≥ max{0, 1} where

0=2(0.22599B0.22599)(AB),B+10,AB0;
and
1=2((B1)(log(2)1))(AB),B10,AB0.

Consequently, we obtain

F(z)J(z)Ψ(z)J(z),z.

Case [B]: assume that k=11+zΨ(z)Ψ(z)z+1.

The function

S(z)=exp2z+1log(1+z+1)1+log(2).
is a solution of the differential equation
(3.5)1+zS(z)S(z)=z+1,z.

Then again, in virtue of the Miller-Mocanu Lemma, we arrive at

1+μzΨ(z)Ψ(z)1+zS(z)S(z)Ψ(z)S(z).

Thus, we obtain

1A1BS(1)S(1)1+A1+B
whenever  ≥ max{2, 3} where
2=(2i(1+(2)+log(2)log(1+(2))))2πnilogB+1A+1,
B+10,A+10,logB+1A+1+2πni0
and
3=2(i(log(2)1))2πnilogA1B1;logA1B1+2iπn0,A1,B1.

This indicates the relations

S(z)J(z)Ψ(z)J(z),z.

Case[C]: suppose that k=21+zΨ(z)Ψ2(z)z+1.

The function

Q(z)=12z+1log(1+z+1)1+log(2)1
is a solution of the differential equation
(3.6)1+μzQ(z)Q(z)=z+1,z.
Clearly, Miller-Mocanu Lemma implies
1+zΨ(z)Ψ2(z)1+zQ(z)Q2(z)Ψ(z)Q(z).

Accordingly, we have

1A1BQ(1)Q(1)1+A1+B
if 2 recognizes the upper and lower bounds
4=2(0.225987A+0.225987)(AB),B+10,AB;
5=2((A1)(log(2)1))(AB),B10AB.

This brings that

Q(z)J(z)Ψ(z)J(z).

Note that, in Theorem 3.5, we can replace Ψ(z) by the general function p(z)P to get p(z) ≺ J(z). We advance to extant the upper bound result of Eq. (2.3) by the singular function λ(z) = 1 + sin(z), z ∈ ∪, where it is with positive real part. The proof is quite similar to Theorem 3.5; therefore, we omit it.

Theorem 3.6.

Consider one of the following inequalities

  1. 1+τzΨ(z)z+1,τmax{τ0,τ1}, where

    τ0=2(1+(2)+log(2)log(1+(2)))csc(1);
    and
    τ1=2(log(2)1)(csc(1)).

  2. 1+τzΨ(z)Ψ(z)z+1,τmax{τ2,τ3}, where

    τ2=2(1+(2)+log(2)log(1+(2)))log(1+sin(1)),
    and
    τ3=2(log(2)1)log(1sin(1)).

  3. 1+τzΨ(z)Ψ2(z)z+1,τmax{τ4,τ5}, where

    τ4=2(1+(2)+log(2)log(1+(2)))(1+csc(1));
    τ5=2(log(2)1)((csc(1)1)).

Then Ψ(z) ≺ 1 + sin(z), z ∈ ∪ .

By using the technique of Theorem 3.5, we have the following result using ϖ(z).

Theorem 3.7.

Consider one of the following inequalities

  1. 1+zΨ(z)z+1,max{0,1}={104(log(2)1),21(log(27)6)(log(8)4)}2.816;

  2. 1+zΨ(z)Ψ(z)z+1,max{2,3}={2(1log(2))log(5),2(log(3)2)(1log(2)+log(3))}3;

  3. 1+zΨ(z)Ψ2(z)z+1,max{4,5}={2(4(log(3)2))(log(16)3),2(2log(3))(log(2)5)}0.4.

Then

Ψ(z)ϖ(z)=1+zz3/3z4/6z5/10z6/15+O(z7),z.

In Theorems 3.6 and 3.7, one can replace Ψ(z) by p(z) to get more general results p(z) ≺ 1 + sin(z) and p(z) ≺ ϖ(z) respectively.

4. Conclusion

From above, we conclude that LDEs can be recognized in terms of a complex variable z ∈ ∪. We illustrated a list of sufficient conditions for the existence of holomorphic univalent solutions. Our next study will be considered for a generalized class of analytic functions in the open unit disk.

Figures

The plot of ω(z)

Figure 1

The plot of ω(z)

The plot of ϖ(z)

Figure 2

The plot of ϖ(z)

The plot of sigmoid function s(z)=21+e−z, where its max is at 2e1+e, and its min is at 21+e

Figure 3

The plot of sigmoid function s(z)=21+ez, where its max is at 2e1+e, and its min is at 21+e

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Acknowledgements

The author wishes to introduce many thanks to the respected reviewers for their kind comments and the editorial board for their advice.

Corresponding author

Rabha W. Ibrahim can be contacted at: rabhaibrahim@yahoo.com

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