Summary

We study the problem of diffraction by a right-angled no-contrast penetrable wedge by means of a two-complex-variable Wiener–Hopf approach. Specifically, the analyticity properties of the unknown (spectral) functions of the two-complex-variable Wiener–Hopf equation are studied. We show that these spectral functions can be analytically continued onto a two-complex dimensional manifold, and unveil their singularities in C2. To do so, integral representation formulae for the spectral functions are given and thoroughly used. It is shown that the novel concept of additive crossing holds for the penetrable wedge diffraction problem, and that we can reformulate the physical diffraction problem as a functional problem using this concept.

1 Introduction

For over a century, the canonical problem of diffraction by a penetrable wedge has attracted a great deal of attention in search for a clear analytical solution, which remains an open and challenging problem. Beyond their importance to mathematical physics as one of the building blocks of the geometrical theory of diffraction [1], wedge diffraction problems also have applications to climate change modelling, as they are related to the scattering of light waves by atmospheric particles such as ice crystals, which is one of the big uncertainties when calculating the Earth’s radiation budget (see [2–5]).

An important parameter when studying the diffraction by a penetrable wedge is the contrast parameter λ which is defined as the ratio of either the electric permittivities ε1,2, magnetic permeabilities μ1,2, or densities ρ1,2 corresponding to the material inside and outside the wedge, respectively, depending on the physical context, cf. section 2. The case of λ1 (high contrast) is, for instance, studied in [6] and [7]. In [6], Lyalinov adapts the Sommerfeld–Malyuzhinets technique to penetrable scatterers and concludes with a far-field approximation taking the geometrical optics components and the diffracted cylindrical waves into account whilst neglecting the lateral waves’ contribution. More recently, in [7] Nethercote et al. provide a method to accurately and rapidly compute the far-field for high-contrast penetrable wedge diffraction taking the lateral waves’ contribution into account, by using a combination of the Wiener–Hopf and Sommerfeld–Malyuzhinets technique. The case of general contrast parameter λ is for example considered by Daniele and Lombardi in [8], which is based on adapting the classical, one-complex-variable Wiener–Hopf technique to penetrable scatterers, and Salem, Kamel and Osipov in [9], which is based on an adaptation of the Kontorovich–Lebedev transform to penetrable scatterers. When the wedge has very small opening angle, Budaev and Bogy obtain a convergent Neumann series by using the Sommerfeld–Malyuzhinets technique [10]. All of these papers offer different ways to numerically compute the total wave field. Another, more theoretically oriented perspective on penetrable wedge diffraction when the wedge is right angled is provided by Meister, Penzel, Speck and Teixeira in [11], which follows an operator-theoretic approach and takes different interface conditions on the two faces of the wedge into account.

The present article studies the case of a no-contrast penetrable wedge. That is, we set λ = 1. Moreover, we assume that the wedge is right angled. Previous work on this special case includes that of Radlow [12], Kraut and Lehmann [13] and Rawlins [14]. References [12] and [13] are based on a two-complex-variable Wiener–Hopf approach, whereas [14]’s approach is based on Green’s functions. In [12], Radlow gives a closed-form solution, but it was deemed erroneous by Kraut and Lehmann [13] as it led to the wrong corner asymptotics. Kraut and Lehmann assume that the wavenumbers inside and outside of the wedge are of similar size, and in [14], Rawlins extends their work by generalising [13]’s scheme to arbitrary opening angles. A description of the diffraction coefficient is given in the right-angled case, in addition to the near-field description provided in [13]. Moreover, in [15], Rawlins obtains the diffraction coefficient for penetrable wedges with arbitrary angles. Both [14] and [15] require the wavenumbers inside and outside of the wedge to be of similar size. Another approach on the right-angled no-contrast wedge, that is based on physical optics approximations (also referred to as Kirchhoff approximation), is presented in [16] and [17]. These papers modify the ansatz posed in [18], which extends classical physical optics [19] from perfect to penetrable scatterers.

Recently, a correction term missing in Radlow’s work was given by the authors in [20]. This correction term includes an unknown spectral function and thus, the no-contrast right-angled penetrable wedge diffraction problem remains unsolved. The present work is part of an ongoing effort to apply multidimensional complex analysis to diffraction theory [20–26]. Another approach, also exploiting interesting ideas of multidimensional analysis in the context of wedge diffraction, is given in the monograph [27] that also contains an excellent review of wedge diffraction problems.

We first reformulate the diffraction problem as a two-complex-variable functional problem in the spirit of [21] and prove that this functional formulation is indeed equivalent to the physical problem. Therefore, solving the functional problem would directly solve the diffraction problem at hand, which immediately motivates further study of the former. Specifically, we will endeavour to study the analytical continuation of the unknown (spectral) functions of the two-complex-variable Wiener–Hopf equation (2.14). Indeed, not only is the knowledge of the spectral functions’ domains of analyticity crucial for completing the classical (one-complex-variable) Wiener–Hopf technique (cf. [28]), but by the recent work of Assier et al. [22], we know that knowledge of the spectral functions’ singularities allows for computation of the physical fields’ far-field asymptotics. Specifically, to obtain closed-form far-field asymptotics of the physical fields, which are represented as inverse double Fourier integrals as given in (2.20) and (2.21), we need to answer the following questions:

1. What are the spectral functions’ singularities in C2?

2. How can we represent the spectral functions in the vicinity of these singularities?

Addressing these questions, and thereby building the framework that allows us to make further progress, is the main endeavour of the present article. Note that, at this point, it is not clear how the two-complex-variable Wiener–Hopf equation can be solved and generalising the Wiener–Hopf technique to two or more dimensions remains a challenging practical and theoretical task. We refer to the introduction of [21] for a comprehensive overview of the Wiener–Hopf technique and the difficulties with its generalisation to two-complex-variables.

The content of the present article is organised as follows. After formulating the physical problem in section 2.1 and rewriting it as a two-complex-variable functional problem involving the unknown spectral functions ‘Ψ++’ and ‘Φ3/4’ in section 2.2, the equivalence of these two formulations is proved in Theorem 2.5. Thereafter, in section 3, we will study the analytical continuation of the spectral functions in the spirit of [21]. Using integral representation formulae given in section 3.2, we unveil the spectral functions’ singularities in C2, as well as their local behaviour near those singularities, in sections 3.4 and 3.5. Throughout sections 2–3.5, we assume positive imaginary part of the wavenumbers k1 and k2, and in section 3.6, we discuss the spectral functions’ singularities on R2 in the limit Im(k1,2)0. Finally, in section 4, we show that the novel additive crossing property (introduced in [21]) holds for the spectral function Φ3/4 at intersections of its branch sets. This property is critical to obtaining the correct far-field asymptotics (see [22]) and will lead to the final spectral reformulation of the physical problem, as given in section 4.2.

2 The functional problem for the penetrable wedge

2.1 Formulation of the physical problem

We are considering the problem of diffraction of a plane wave ϕin incident on an infinite, right angled penetrable wedge, PW, given by
see Fig. 1 (left).
Left: Illustration of the problem described by (2.1)–(2.4). Middle: Polar coordinate system and incident angle ϑ0 of ϕin. Right: Sectors Q1,Q2,Q2 and Q4 defined in section 2.2
Fig. 1

Left: Illustration of the problem described by (2.1)–(2.4). Middle: Polar coordinate system and incident angle ϑ0 of ϕin. Right: Sectors Q1,Q2,Q2 and Q4 defined in section 2.2

We assume transparency of the wedge and thus expect a scattered field ϕsc in R2PW and a transmitted field ψ in PW. Moreover, we assume time-harmonicity with the eiωt convention. Therefore, the wave-fields’ dynamics are described by two Helmholtz equations, and the incident wave (only supported within R2PW) is given by
where k1R2 is the incident wave vector and x=(x1,x2)R2 (this notation will be used throughout the article). Additionally, we are describing a no-contrast penetrable wedge, meaning that the contrast parameter λ satisfies

In the electromagnetic setting, this assumption would correspond to either μ1=μ2 (electric polarisation) or ϵ1=ϵ2 (magnetic polarisation) where μ1 and μ2 (resp. ϵ1 and ϵ2) are the magnetic permeability of the media in R2PW and PW (resp. the electric permittivities of the media in R2PW and PW). In the acoustic setting, this assumption corresponds to ρ1=ρ2, where ρ1 and ρ2 are the densities of the media (at rest) in R2PW and PW, respectively.

Let k1=|k1|=c1/ω and k2=c2/ω denote the wavenumbers inside and outside PW, respectively, where c1 and c2 are the wave speeds relative to the media in R2PW and PW, respectively. In the electromagnetic setting, cj,j=1,2 corresponds to the speed of light whereas in the acoustic setting, cj corresponds to the speed of sound. Although λ = 1, the wavenumbers are different (k1k2) since the other media properties defining the speeds of light (in the electromagnetic setting) or sound (in the acoustic setting) are different. We refer to [20], Section 2.1 for a more detailed discussion of the physical context.

Setting ϕ=ϕsc+ϕin (the total wave field in R2PW), and letting n denote the inward pointing normal on PW, the diffraction problem at hand is then described by the following equations.
(2.1)
(2.2)
(2.3)
(2.4)

In the electromagnetic setting, ϕ and ψ correspond either to the electric or magnetic field (depending on the polarisation of the incident wave, cf. [12, 13]) in R2PW and PW, respectively, whereas in the acoustic setting, ϕ and ψ represent the total pressure in R2PW and PW, respectively.

Equations (2.1) and (2.2) are the problem’s governing equations, describing the fields’ dynamics, whereas the boundary conditions (2.3)–(2.4) impose continuity of the fields and their normal derivatives at the wedge’s boundary. Introducing polar coordinates (r,ϑ) (cf. Fig. 1, middle), we rewrite the incident wave vector as k1=k1(cos(ϑ0),sin(ϑ0)), where ϑ0 is the incident angle. The incident wave can then be rewritten as
(2.5)
with
(2.6)
Henceforth, as usual when working in a Wiener–Hopf setting, we assume that the wave numbers have small positive imaginary part Im(k1)=Im(k2)>0 which, since we assumed time harmonicity with the eiωt convention, corresponds to the damping of waves. Note that the imaginary parts of k1 and k2 may be chosen independently of each other, but this does not matter in the present context. In section 3.6, we will investigate the limit Im(k1,2)0. Moreover, for technical reasons, we have to restrict the incident angle ϑ0(π,3π/2), which implies
for
(2.7)

This condition on the incident angle is rather restrictive since it says that the field cannot produce secondary reflected and transmitted waves as the incident wave is coming from the Q3-region (see Fig. 1, middle and right). However, we will work around this restriction in section 3.6 as long as ϕin is incident from within Q2Q3Q4. For an incident wave coming from within Q1=PW, the following analysis has to be repeated separately.

For the problem to be well posed, we also require the fields to satisfy the Sommerfeld radiation condition, meaning that the wave field should be outgoing in the far-field, and edge conditions called ‘Meixner conditions’, ensuring finiteness of the wave field’s energy near the tip. The radiation condition is imposed via the limiting absorption principle on the scattered and transmitted fields: For Im(k1,2)>0,ϕsc and ψ decay exponentially. The edge conditions are given by
(2.8)
(2.9)

We refer to [20] Section 2.1 for a more detailed discussion. Note that (2.8) and (2.9) are only valid when λ = 1, and we refer to [7] for the general case. Finally, we note that specifying the behaviour of the fields near the wedge’s tip and at infinity is required to guarantee unique solvability of the problem described by (2.1)–(2.4), see [29].

2.2 Formulation as functional problem

Let Qn,n=1,2,3,4 denote the nth quadrant of the (x1, x2) plane given by
see Fig. 1 (right). The one-quarter Fourier transform of a function u is given by
(2.10)
and a function’s three-quarter Fourier transform is given by
(2.11)
Here, we have α=(α1,α2)C2 and we write dx for dx1dx2. Analysis of where in C2 the variable α is permitted to go will be this article’s main endeavour. Applying F1/4 to (2.1) and F3/4 to (2.2), using the boundary conditions (2.3)–(2.4) and setting
(2.12)
(2.13)
the following Wiener–Hopf equation is derived after a lengthy but straightforward calculation (see [20] Appendix A):
(2.14)
which is valid in the product S×S of strips
(2.15)
for
(2.16)

Here, δ is as in (2.7) and since we chose Im(k1)=Im(k2), we have, in fact, ε=δ/2.

 

Remark 2.1 (Similarity to quarter-plane). The Wiener–Hopf equation (2.14) is formally the same as the Wiener–Hopf equation for the quarter-plane diffraction problem discussed in [21]. Indeed, the only difference is due to the kernel K, which for the quarter-plane is given by K=1/k2α12α22, where k is the (only) wavenumber of the quarter-plane problem (cf. [20] Remark 2.6). We will encounter this aspect throughout the remainder of the article, and, consequently, most of our formulae and results only differ from those given in [21] by K’s behaviour (its factorisation, see section 3.1, and the factorisation’s domains of analyticity; see section 3.3, for instance). Though the two problems are similar in their spectral formulation, they are very different physically. Indeed, the quarter-plane problem is inherently three-dimensional and its far-field consists of a spherical wave emanating from the corner, some primary and secondary edge diffracted waves as well as a reflected plane wave (see for example [30]), while the far-field of the two-dimensional (2D) penetrable wedge problem considered here consists of primary and secondary reflected and transmitted plane waves, some cylindrical waves emanating from the corner, as well as some lateral waves.

2.2.1 1/4-based and 3/4-based functions

The 2D Wiener–Hopf equation (2.14) contains two unknown ‘spectral’ functions, Ψ++ and Φ3/4. In the spirit of [21], our aim is to convert the physical problem discussed in section 2.1 into a formulation in 2D Fourier space, similar to the traditional Wiener–Hopf procedure. For this, the properties of the Wiener–Hopf equation’s unknowns are of fundamental importance. Following [21], we call these properties 1/4-basedness and 3/4-basedness.

 
Definition 2.2.

A function F(α) in two complex variables is called 1/4-based if there exists a function f:Q1C such that

and it is called 3/4-based, if there exists a functionf:R2Q1Csuch that
Moreover, we set for anyx0R
andUHP=UHP(0),LHP=LHP(0).

In [20], it was shown that Ψ++ is analytic in UHP(2ε)×UHP(2ε), where ε>0 is as in (2.16). This is indeed a criterion for 1/4-basedness, that is if a function is analytic in UHP×UHP, then it is 1/4-based, see [21]. However, although a function analytic in LHP×LHP is 3/4-based, the unknown function Φ3/4 is, in general, not analytic in LHP×LHP (see [21] and section 3.5) and therefore this does not seem to be a criterion useful to diffraction theory. Instead, the correct criterion for the quarter-plane involves the novel concept of additive crossing, see [21], and analysing this phenomenon for the penetrable wedge diffraction problem is one of the main endeavours of the present article.

 

Remark 2.3. Although Ψ++ is analytic within UHP(2ε)×UHP(2ε), we shall, for simplicity, henceforth just work with ε instead of 2ε. That is, we write that Ψ++ is analytic within UHP(ε)×UHP(ε), bearing in mind that this a priori domain of analyticity can be slightly extended.

2.2.2 Asymptotic behaviour of spectral functions

Before we can reformulate the physical problem of section 2.1 as a functional problem similar to the 1D Wiener–Hopf procedure, we require information about the asymptotic behaviour of the unknowns Ψ++ and Φ3/4. This will not only be crucial to recover the Meixner conditions, but it will also be of fundamental importance for all of sections 3 and 4.

In [20] Appendix B, it was shown that the spectral functions satisfy the following ‘spectral edge conditions’. For fixed α2 (resp. fixed α1) in UHP(ε) we have
(2.17)
(2.18)
and, if neither variable is fixed,
(2.19)

Similarly, the function Φ3/4 satisfies the growth estimates (2.17)–(2.19) as |α1,2| in S×S.

2.2.3 Reformulation of the physical problem

Using the results above, we can rewrite the physical problem given by (2.1)–(2.4) as the following functional problem.

 
Definition 2.4.

LetP++and K be as in (2.13). We say that two functionsΨ++andΦ3/4in the variableαC2satisfy the ‘penetrable wedge functional problem’ if

  1. K(α)Ψ++(α)=Φ3/4(α)+P++(α)for allαS×S;

  2. Ψ++is analytic inUHP(ε)×UHP(ε);

  3. Φ3/4is 3/4-based;

  4. Ψ++andΦ3/4satisfy the ‘spectral edge conditions’ given in section 2.2.2.

The importance of Definition 2.4 stems from the following theorem, which proves the equivalence of the penetrable wedge functional problem and the physical problem discussed in section 2.1.

 
Theorem 2.5.

If a pair of functionsΨ++,Φ3/4satisfies the conditions of Definition 2.4, then the functionsϕscand ψ given by

(2.20)
(2.21)

satisfy the penetrable wedge problem described by (2.1)–(2.4) for an incident wave given byϕin=exp(i(a1x1+a2x2)).

Proof. Since Ψ++ is 1/4-based, there exists a function ψ1/4:PWC with F1/4(ψ1/4)=Ψ++ and similarly, there exists a function ϕ3/4:R2PWC with Φ3/4=F3/4(ϕ3/4). If we now set ψ1/40 on R2PW and ϕ3/40 on PW we obtain Ψ++=F(ψ1/4) and Φ3/4=F(ϕ3/4) where F=F1/4+F3/4 is just the usual 2D Fourier-transform. But then, by uniqueness of the inverse Fourier-transform, we find ψ=ψ1/4 and ϕsc=ϕ3/4. In particular, ψ0 on R2PW and ϕsc0 on PW. Now, by direct calculation using (2.14), (2.20) and (2.21), we find
(2.22)
But since ψ0 on R2PW and ϕsc0 on PW, we find that (2.22) can only be satisfied if both sides of this equation vanish identically on R2. In particular,
(2.23)
(2.24)
Since the incident wave always satisfies (2.1), by setting ϕ=ϕin+ϕsc, we have recovered the Helmholtz equations (2.1) and (2.2). To recover the boundary conditions (2.3)–(2.4), write
(2.25)
By a direct computation using Green’s theorem (cf. [20]), we have
(2.26)
(2.27)
And since by (2.23)–(2.24)
we have by (2.26)–(2.27)
(2.28)
(2.29)
Therefore, the Wiener–Hopf equation (2.14) yields
(2.30)
By [20] eq. (A.5)–(A.8), we know
(2.31)
Thus, combining (2.30) and (2.31), we have
(2.32)
and the proof is complete by Theorem A.1, which implies that each integrand of the integrals in (2.32) has to be zero. Note that Theorem A.1 can be applied due to the far-field decay of the integrands (cf. [20] Section 2.3.3) and the Meixner conditions. ■
 

Remark 2.6 (Asymptotic behaviour). Again, the Sommerfeld radiation condition is satisfied due to the positive imaginary part of k1,2 and, by the Abelian theorem (cf. [31]), the Meixner conditions hold due to the assumed asymptotic behaviour of the spectral functions.

3 Analytical continuation of spectral functions

 
Theorem 2.5

gives immediate motivation for solving the penetrable wedge functional problem described in Definition 2.4. In the one-dimensional (1D) case, that is when solving a 1D functional problem by means of the Wiener–Hopf technique, the domains of analyticity of the corresponding unknowns are of fundamental importance [28]. By [22], we know that the domains of analyticity of the spectral functions Ψ++ and Φ3/4, specifically knowledge of their singularities, are of fundamental importance in the two-complex-variable setting as well. Particularly, knowledge of Ψ++ and Φ3/4’s singularity structure in C2, as well as knowledge of the spectral functions’ behaviour in the singularities’ vicinity, allows one to obtain closed-form far-field asymptotics of the scattered and transmitted fields, as defined via (2.20)–(2.21). To unveil Ψ++ and Φ3/4’s singularity structure, we follow [21], wherein the domains of analyticity of the two-complex-variable spectral functions to the quarter-plane problem are studied (which, as mentioned in Remark 2.1, is surprisingly similar to the penetrable wedge problem studied in the present article).

3.1 Some useful functions

Let z denote the square root with branch cut on the positive real axis, and with branch determined by 1=1 (that is arg(z)[0,2π)). In particular, Im(z)0 for all z and Im(z)=0 if, and only if, z(0,).

As shown in [20], the kernel K defined in (2.13) admits the following factorisation in the α1-plane
(3.1)
where
(3.2)
and the functions K+° and K° are analytic in UHP(ε)×S and LHP(ε)×S, respectively, for ε as in (2.16).1 Analogously, we may choose to factorise in the α2-plane:
(3.3)
where
(3.4)
where K°+ and K° are analytic in S×UHP(ε) and S×LHP(ε), respectively. See [20] for a visualisation of z,kj2z2,j=1,2, and K±° using phase portraits in the spirit of [32].

3.2 Primary formulae for analytical continuation

Using the kernel’s factorisation given in section 3.1, we have the following analytical continuation formulae:

 
Theorem 3.1.

ForαS×S, we have

(3.5)
(3.6)

Here, and for the remainder of the article,a1anda2are given by (2.6).

The theorem’s proof is the exact same as the proof of the analytical continuation formulae for the quarter-plane problem (cf. (33)–(34) and Appendix A in [21]) and hence omitted. Indeed, we can write Φ3/4=Φ++Φ+Φ+ for functions Φ+,Φ and Φ+ analytic in LHP(ε)×UHP(ε),LHP(ε)×LHP(ε) and UHP(ε)×LHP(ε), respectively (see [20] eq. (2.21)), and the analyticity properties of Φ+,Φ and Φ+ in these domains as well as the analyticity of Ψ++ in UHP(ε)×UHP(ε) are the only key points to finding (3.5) and (3.6), and these domains agree with those of the quarter-plane problem. The only difference of (3.5)–(3.6) and the corresponding analytical continuation formulae in the quarter-plane problem is due to the difference of the kernel K, as discussed in Remark 2.1, and its factorisation.

Observe that the variable on the LHS of (3.5)–(3.6) is αS×S. Since all terms involving α on the equations’ RHS are known explicitly, we can choose α to belong to a domain much larger than S×S, thus providing an analytical continuation of Ψ++. This procedure will be discussed in the following sections.

 

Remark 3.2. The double integrals in formulae (3.5) and (3.6) can be rewritten as one dimensional Cauchy integrals, as outlined in Appendix B. In the quarter-plane problem discussed in [21], such a simplification is not possible as the singularity of the kernel K is a branch-set, whereas in our case it is just a polar singularity. However, such simplifications of the integral formulae do not significantly simplify the analytical continuation procedure discussed in sections 3.4 and 3.5 and are hence omitted at this stage.

3.3 Domains for analytical continuation

For x0R, let us define the domains H+(x0)C and H(x0)C as H+(x0)=UHP(x0)(h1+h2+) and H(x0)=LHP(x0)(h1h2), where h1+,h2+,h1 and h2 are the curves given by

Moreover, we set H=H(0),H+=H+(0), see Fig. 2 for an illustration. By the properties of z, and due to the positive imaginary part of k1 and k2 we indeed have hj+UHP for j = 1, 2 and consequently hjLHPj=1,2; see [21]. Moreover, the following holds:

Domains H– (middle), H+ (right), and contours P1,2 (left)
Fig. 2

Domains H (middle), H+ (right), and contours P1,2 (left)

Lemma 3.3 ([21], Lemma 3.2). IfzC(h1h2h1+h2+), thenkj2z2H+for j = 1, 2.

Now, define the contours P1 and P2 as the boundaries of Ch1 and Ch2, see Fig. 2. That is, for j = 1, 2, Pj is the contour ‘starting at i’ and moving up along hj’s left side, up to kj, and then moving back towards i along hj’s right side. Intuitively, Pj is just hj but ‘keeps track’ of which side hj was approached from. Set P=P1P2.

 

Remark 3.4. Formally, all of the following analysis is a priori only valid if the contours P1 and P2 do not cross the points k1 and k2, since these are branch points of k12z2 and k22z2, so we would have to account for an arbitrarily small circle of radius b0, say, enclosing k1 and k2, respectively. However, it is straightforward to show that all formulae remain valid as b00, so we do not need to account for this technicality.

3.4 First step of analytical continuation: analyticity properties of Ψ++

Since, as already pointed out, the only difference between the present work and [21] is the structure of the kernel K and, therefore, the structure of the domains H+ and H–, most of the following discussion very closely follows [21], and we will just sketch most of the details. The reader familiar with [21] may wish to skip to Theorem 3.11.

Let us first analyse the integral term in (3.5). As in [21], by an application of Stokes’ theorem, which tells us that it is possible to deform the surface of integration continuously without changing the value of the integral as long as no singularity is hit during the deformation (cf. [23]), it is possible to show that:

 
Lemma 3.5.

For αLHP×UHP, the integral term in (3.5) given by

(3.7)
satisfies
(3.8)
Proof (Sketch of proof). For α=(α1,α2)LHP×UHP, the integrand has no singularities in the domain
as can be seen from the properties of z (cf. Lemma 3.3 and Fig. 3). Due to the asymptotic behaviour of Ψ++, the boundary terms ‘at infinity’ vanish, and therefore an application of Stokes’ theorem proves the lemma. The corresponding ‘contour deformation’ is illustrated in Fig. 3. ■
Domain {0<Im(z1)<ε}×{0<Im(z2)<ε}, and branch sets z1≡±k1, z1≡±k2, z2≡±k2, z2≡±k2, as well as polar singularities z1≡α1⋆, z2≡α2⋆ and z2≡k22−(α1⋆)2→ of the integrand in (3.7).
Fig. 3

Domain {0<Im(z1)<ε}×{0<Im(z2)<ε}, and branch sets z1±k1,z1±k2,z2±k2,z2±k2, as well as polar singularities z1α1,z2α2 and z2k22(α1)2 of the integrand in (3.7).

Henceforth, until specified otherwise, J denotes the function given by (3.8).

 
Lemma 3.6.

J is analytic inH×UHP.

Proof. For any zR2, we know that the expression
is analytic in H×UHP as a function of α since α1 and α2 are never real (by definition of UHP and H–, cf. sections 2.2.1 and 3.3), hence the polar factors pose no problem. Let us now investigate
For α1H we know (by Lemma 3.3) that k22α12R. Hence, 1/K°(α1,z2) is analytic in H×R. Let now ΔH be any triangle. Then, using Fubini’s theorem (which is possible due to the asymptotic behaviour (2.17)–(2.19)) we find
(3.9)
But since the integrand is holomorphic we know, by Cauchy’s theorem ([32] Theorem 4.2.31), that
(3.10)
and therefore, by Morera’s theorem ([32] Theorem 4.2.22), we find that J is holomorphic in the first coordinate. Similarly, we find that J is holomorphic in the second coordinate (for α2UHP) and thus, by Hartogs’ theorem ([23] Chapter 1, Section 2), we have proved analyticity in H×UHP. ■
We now want to investigate the behaviour of J on the boundary of H×UHP. As in Lemma 3.5, it can be shown that
(3.11)
and that for sufficiently small b0(0,ε), for all z(+ib0,+ib0)×R the integrand
is analytic, as a function of α, in a sufficiently small neighbourhood of any fixed (α1,α2)R×UHP. Just as in the proof of Lemma 3.6, this yields:
 
Lemma 3.7.

J can be analytically continued ontoR×UHP.

Similarly (again, see [21] for the technical details involved):

 
Lemma 3.8.

J can be analytically continued onto the other boundary componentsH×R,(P{k1,k2})×UHP, and J is continuous onP×R.

Let us discuss the remaining terms involved in (3.5) and recall that a1,2 are given by (2.6). By definition of H–, we find that the external terms 1/K°+ and 1/K°(α1,a2) are analytic in H×UHP. P++ however, has a simple pole at a1 and is therefore only analytic in H{a1}×UHP. Analyticity of these terms on the boundary elements R×UHP,H{a1}×R,P{k1,k2}×UHP,(P{k1,k2}×R){(α1,k22α12)|α1P2} follows by definition of these sets and the properties of z. Observe that we have to exclude {(α1,k22α12)|α1P2} from P{k1,k2}×R since it is a polar singularity of the external factor 1/K°+. This is different from the quarter-plane problem. To summarise:

Corollary 3.9. The 1/4-based spectral functionΨ++satisfying the penetrable wedge functional problem 2.4 can be analytically continued ontoH{a1}×UHP. It can moreover be analytically continued onto the boundary elementsR×UHP,H{a1}×R,P{k1,k2}×UHP, and continuously continued onto(P×R){(α1,k22α12)|α1P2}.

Repeating the above procedure but using (3.6) instead (again, see [21] for the technical details involved), we obtain:

Corollary 3.10. Ψ++can be analytically continued ontoUHP×H{a2}and onto the boundary elementsUHP×R,R×H{a2},UHP×P{k1,k2}, and continuously continued onto(R×P){(k22α22,α2)|α2P2}.

Therefore:

 
Theorem 3.11.
Ψ++can be analytically continued onto
as shown in Fig. 4, andΨ++is analytic on this domain’s boundary except on the distinct boundary(P×R)(R×P)on whichΨ++is continuous everywhere except on the curves given by{(α1,k22α12)|α1P2}and{(k22α22,α2)|α2P2}which yield polar singularities.
Domain of analyticity of Ψ++, polar singularities α2≡a2, α1≡a1, branch sets α2≡−k1,2, α1≡−k1,2, and respective branch ‘lines’ h1− and h2−.
Fig. 4

Domain of analyticity of Ψ++, polar singularities α2a2,α1a1, branch sets α2k1,2,α1k1,2, and respective branch ‘lines’ h1 and h2.

Naturally, we ask whether a formula can be found for Ψ++ in the ‘missing’ parts of Fig. 4 that is, whether we can find a formula for Ψ++ in LHP×LHP. Moreover, from [21], we anticipate that the study of Ψ++ in LHP×LHP is directly linked to finding a criterion for 3/4-basedness of Φ3/4. This will be the topic of the following sections.

3.5 Second step of analytical continuation: analyticity properties of Φ3/4

Lemma 3.12. Letε>b0>0, for ε as in (2.16). Then,Ψ++satisfies
(3.12)
where the RHS of (3.12) is defined on(H(b0){a1})×UHP.

Our proof is slightly different from [21], as the integral in (3.12) is not improper.

Proof. Again, we first focus on
Change the z1 contour from R to Rib0, which will not hit any singularities of the integrand and therefore
(3.13)
Now, change the z2 contour from R to P. This will only hit the singularity of the integrand at z2=a2 and therefore, this picks up a residue of the integrand at z2=a2 (relative to clockwise orientation). Indeed, KΨ++ has no other singularities on (Rib0)×H and no singularities on (Rib0)×P, as can be seen from formula (3.6). Therefore, we obtain
(3.14)

The remainder of the proof is identical to [21]; that is, compute the residue using formula (3.6) where only the external additive term in (3.6) contributes to the residue, and identify it as the minus-part of a Cauchy sum-split which can be explicitly computed by pole removal. Use the resulting formula for J in (3.5) to obtain (3.12). ■

Similarly, changing the roles of (3.5) and (3.6) in the previous proof, we find:

 
Lemma 3.13.
Letε>b0>0. ThenΨ++satisfies
(3.15)

where the RHS of (3.15) is defined forαUHP×(H(b0){a2}).

We are now ready to prove this section’s main result.

 
Theorem 3.14.

The functionΦ=KΨ++can be analytically continued onto(H(ε){a1})×(H(ε){a2}), fora1,2given by (2.6) and ε as in (2.16), andΦis continuous on P × P. The residues ofΦnear the polar singularitiesα1a1andα2a2are given by

(3.16)
(3.17)
Proof. Due to (3.12) we can, for α(H(b0){a1})×S, write
(3.18)
As before, using Hartogs’ and Morera’s theorems we find that Φ is analytic in (H(b0){a1})×(H(ε){a2}). Similarly, using (3.15), we find analyticity of Φ in (H(ε){a1})×(H(b0){a2}). As Ψ++ and K are analytic in S×S so is Φ, and therefore we find analyticity of Φ in (H(ε){a1})×(H(ε){a2}). It remains to discuss continuity of Φ on P × P. Due to the properties of z, continuity on this set is clear for all terms in (3.18) except for the integral expression
where the polar factor (z2α2) is problematic. But for α2 close to P, we can change the contour from P to P which encloses α2 and h1h2, see Fig. 5. This picks up a residue of the integrand at z2=α2 which is given by
Visualisation of the change of contour performed in Theorem 3.14’s proof. For better visualisation, we only show the change locally about h1−. After the residue is ‘picked up’ in Step 2, we can safely let α2→α2⋆∈h1− in Step 3 since the singularities of the integrand now lie completely on the contour P′ and the additional residue term poses no problems
Fig. 5

Visualisation of the change of contour performed in Theorem 3.14’s proof. For better visualisation, we only show the change locally about h1. After the residue is ‘picked up’ in Step 2, we can safely let α2α2h1 in Step 3 since the singularities of the integrand now lie completely on the contour P and the additional residue term poses no problems

This residue has the required continuity as can be seen from (3.6), so we can safely let α2α2 for any α2h1h2, which gives the sought continuation. The residue of Φ at the pole α1=a1 can be computed explicitly from (3.18) since only the external additive term is singular at α1=a1. Similarly, the residue of Φ at α2=a2 is computed. ■

The domain of analyticity of Φ is shown in Fig. 6 below. Recall that, by the Wiener–Hopf equation (2.14), we have
so the analyticity properties of Φ hold for Φ3/4 as well. That is, Φ3/4 is analytic within the domain shown in Fig. 6.
Domain of analyticity of Φ=KΨ++ and Φ3/4, polar singularities α1≡a1, α2≡a2, branch sets α1≡−k1,2, α2≡−k1,2, and respective branch ‘lines’ h1− and h2−.
Fig. 6

Domain of analyticity of Φ=KΨ++ and Φ3/4, polar singularities α1a1,α2a2, branch sets α1k1,2,α2k1,2, and respective branch ‘lines’ h1 and h2.

3.6 Singularities of spectral functions

Since we ultimately wish to let Im(k1)0 and Im(k2)0, let us investigate which singularities we would expect on R2, the surface of integration in
(3.19)
(3.20)
This set, that is the intersection of singularities of Ψ++ and Φ3/4 with R2, is henceforth referred to as the ‘real trace’ of the singularities. By [22], knowledge of the real trace of the singularities is crucial to compute far-field asymptotics of ϕsc and ψ. According to our previous analysis, assuming that our formulae hold in the limit Im(k1)0 and Im(k2)0, we find
(3.21)
(3.22)
However, note that as Im(k2)0 we also expect parts of the (complexified) circle defined by α12+α22=k22 to become singular points of Ψ++: From the analytical continuation procedure, we know that such singularities can only ‘come from’ H{a1}×H{a2}. However, we know how, exactly, Ψ++ can be represented in H{a1}×H{a2}, namely by (3.12). Therefore, to unveil Ψ++’s singularities in H{a1}×H{a2}, we just need to analyse the external term in (3.12), since the integral term is by construction analytic in H×H. Now, in H{a1}×H{a2}, the external factor is only singular for
(3.23)
that is whenever
(3.24)
since by definition of H{aj},j=1,2, the singularity sets given in (3.21) and (3.22) do not belong to H{aj},j=1,2. As the branch of the square root is chosen such that k22=k2, we find that if Re(α1)=0, we must have Re(α2)=k2, giving the first real singular point of (3.24). Now, by continuity, we find that Re(α2)0 for all Re(α2) satisfying (3.24). However, Re(α1) can take all values between k2 and k2.
Similarly, from (3.15), we find that Ψ++ is singular in H{a1}×H{a2} when
(3.25)
that is whenever
(3.26)

Then, just as before we find that (3.26) is satisfied for all Re(α2)[k2,k2] and Re(α1)0.

Therefore, the real trace of the complexified circle {αC2|α12+α22=k22} that is a singularity of Ψ++ can only be the intersection of the sets of solutions to (3.24) and (3.26), that is the set
Similarly, using Φ=KΨ++ to analyse the behaviour of Φ in
we find that the part of the circle’s real trace on which we expect Φ3/4 to be singular is given by

The real traces of the singularities are shown in Fig. 7.

Real trace of the singularities of Ψ++ and Φ3/4. The ‘additive’ crossing of branch sets refers to the additive crossing property discussed in section 4
Fig. 7

Real trace of the singularities of Ψ++ and Φ3/4. The ‘additive’ crossing of branch sets refers to the additive crossing property discussed in section 4

Change of incident angle. Let us now consider the case ϑ0(π/2,π). Due to symmetry, the case ϑ0(3π/2,2π) can be dealt with similarly. We now treat ϑ0 as a parameter within the formulae for analytic continuation (3.5), (3.6), (3.12) and (3.15) of Ψ++. This yields formulae for Ψ++ when ϑ0(π/2,π). We then obtain new singularities within these formulae for analytic continuation. Namely, the external additive term in (3.5) becomes singular at {α1k22a22}. This procedure therefore yields a new singularity of Ψ++ and Φ3/4 within LHP×C. The real traces of the spectral functions’ singularities in this case are shown in Fig. 8. Note that we may not allow ϑ0(0,π/2). This is because such change of incident angle changes the incident wave’s wavenumber from k1 to k2, and therefore such change cannot be assumed to be continuous.

Real traces of Ψ++ and Φ3/4’s singularities in the case ϑ0∈(π/2,π). The branch sets at α1,2≡−k1 and α1,2≡−k2, and the polar set on part of the circle are plotted as in Fig. 7. The main difference with Fig. 7 is the appearance of a new singularity at α1≡−k22−a22→ and the fact that the singularity at α2≡a2 has changed half-plane
Fig. 8

Real traces of Ψ++ and Φ3/4’s singularities in the case ϑ0(π/2,π). The branch sets at α1,2k1 and α1,2k2, and the polar set on part of the circle are plotted as in Fig. 7. The main difference with Fig. 7 is the appearance of a new singularity at α1k22a22 and the fact that the singularity at α2a2 has changed half-plane

 

Remark 3.15 (Failure of limiting absorption principle). In the case of ϑ0(π/2,π), we cannot directly impose the radiation condition on the scattered and transmitted fields via the limiting absorption principle, although, of course, a radiation condition still needs to be imposed. The failure of defining the radiation condition via the absorption principle is due to the fact that for positive imaginary part ϰ>0 of k1 and k2, such incident angle changes the sign of a2: Whereas for ϑ0(π,3π/2) we are guaranteed Im(a1),Im(a2)<0 whenever ϰ>0 we now have Im(a1)<0, and Im(a2)>0 whenever ϰ>0. Thus, when ϑ0(π/2,π), one has to carefully choose the ‘indentation’ of R2 around the real traces of the singularities such that the radiation condition remains valid. Here, ‘indentation’ refers to the novel concept of ‘bridge and arrow configuration’ which is extensively discussed in [22]. We plan to address this difficulty in future work.

4 The additive crossing property

We want to investigate the behaviour of Φ3/4 on P × P. In particular, we wish to investigate whether the additive crossing property introduced in [21] is satisfied with respect to the points (k1,k1),(k2,k2),(k1,k2) and (k2,k1) which are the points at which the branch sets are ‘crossing’, see Fig. 7. Other than yielding a criterion for 3/4-basedness in the quarter-plane problem (cf. [21]), this property was also crucial to solving the simplified quarter-plane functional problem corresponding to having a source located at the quarter-plane’s tip, see [24]. It also emerged in the different context of analytical continuation of real wave fields defined on a Sommerfeld surface, see [25]. Therefore, it seems that the property of additive crossing is strongly related to the physical behaviour of the corresponding wave fields. Indeed, the additive crossing property is crucial to obtaining the correct far-field asymptotics as it prohibits the existence of unphysical waves, as shown in [22].

We begin by studying
(4.1)

Let us investigate what happens when we change the domain of integration from R×R to P × P in (4.1). Due to the asymptotic behaviour of Φ3/4 (cf. section 2.2.2), we will not obtain any ‘boundary terms at infinity’.

However, we have to account for the polar sets α1a1 and α2a2. As in [21], this change of contour yields
(4.2)
But using (3.16)–(3.17) and the fact that Φ3/4=ΦP++, we find that
are continuous at h1h2, so their integral over P vanishes. Moreover, using (3.16) and Φ3/4=ΦP++, we find that the double residue in (4.2) vanishes. Therefore, we find:
 
Lemma 4.1.
The scattered fieldϕscsatisfies
(4.3)
In particular, since, by Theorem 2.5, ϕsc(x)=0 in Q1, we have
(4.4)

4.1 Three quarter-basedness and additive crossing

Recall that Φ3/4 is defined on P by continuity. We can therefore define values of Φ3/4 on h1,2 depending on whether αh1,2C is approached from the left, or the right, see Fig. 9. Let α1,2l,r denote the values on the left (resp. right) side of h1 and h2, respectively, and define
Visualisation of ‘left and right side’ of the cuts h1,2−
Fig. 9

Visualisation of ‘left and right side’ of the cuts h1,2

(a) On the top left, shows the curves γ1 and γ2, and (b), on the top right, shows how the curves are connected with the origin; (c) shows how the left and right side of the curves are defined, and (d) shows the line L on which (A.7) is satisfied
Fig. A.1

(a) On the top left, shows the curves γ1 and γ2, and (b), on the top right, shows how the curves are connected with the origin; (c) shows how the left and right side of the curves are defined, and (d) shows the line L on which (A.7) is satisfied

Contours Γ1,2,c
Fig. A.2

Contours Γ1,2,c

Using the analyticity properties as well as the asymptotic behaviour (2.17)–(2.19) of Φ3/4, it can be shown that ΦAC is Lipschitz continuous on h1h2. We now rewrite (4.4) as
(4.5)
The equality (4.5) is always satisfied if ΦAC=0 on (h1h2)×(h1h2). But in fact, since ΦAC is Lipschitz continuous, we can apply Corollary A.3 and we find that (4.5) is equivalent to
(4.6)
that is (4.5) is equivalent to the fact that Φ3/4 satisfies
(4.7)
for all (α1,α2)(h1h2)×(h1h2). Note that the Corollary can be applied due to the minus in front of the exponential in (4.5), so in the setting of Corollary A.3 we choose the lines {x10,x2=0} and {x1=0,x20}. Although (4.6) and (4.7) depend on the choice of branch cuts h1 and h2, it can be shown that if (4.7) holds for one choice of branch cuts, it holds for every choice. Therefore, it makes sense to say that the equality (4.7) holds with respect to the points (kj,kl),j,l=1,2 that is with respect to the points of crossing of branch sets, as illustrated in Fig. 7. Moreover, since Φ3/4 is bounded near its branch sets, (4.7) is sufficient to prove that Φ3/4 satisfies the following additive crossing property: There exists some neighbourhood Uj,lC2 of (kj,kl),j,l=1,2, such that
(4.8)
where F1j(α) is regular at α1kj, and F2l is regular at α2kl. The proof is identical to the corresponding proof of the additive crossing property satisfied by the spectral function of the quarter-plane problem (see [21] Section 4), and hence omitted. As mentioned at the beginning of section 4, the additive crossing property is directly linked to the far-field behaviour of the scattered and transmitted fields.

4.2 Reformulation of the functional problem

Finally, we obtain the following reformulation of Theorem 2.5.

Theorem 4.2. Let P++ and K be as in (2.13). Let Ψ++ satisfy the following properties:

  1. Ψ++is analytic in

(UHP×C(h1h2{a2}))(C(h1h2{a1})×UHP),

  1. There exists anε>0such that the functionΦ3/4defined byΦ3/4=KΨ++P++is analytic in

(H(ε){a1})×(H(ε){a2})

with simple poles atα1=a1andα2=a2,

  1. The residues ofΦ3/4P++at the polesα1=a1andα2=a2are given by (3.16) and (3.17),

  2. Φ3/4is continuous on P × P and satisfies the additive crossing property for each of the following points:(k1,k1),(k1,k2),(k2,k2)and(k2,k2),

  3. The functionsΨ++andΦ3/4have the asymptotic behaviour (2.17)–(2.19).

Then, the fieldsϕscand ψ defined by
(4.9)
satisfy the penetrable wedge problem defined by (2.1)–(2.4) with respect to the incident waveϕin(x)=exp(i(a1x1+a2x2)). Moreover, they satisfy the Meixner conditions (2.8)–(2.9) as well as the Sommerfeld radiation condition.

The theorem’s proof is immediate since, according to sections 3–4, the conditions 1–5 of Theorem 4.2 imply that Ψ++ and Φ3/4 satisfy the penetrable wedge functional problem and therefore Theorem 2.5 holds for ϕsc and ψ.

5 Concluding remarks

We have shown that the novel additive crossing property, which was introduced in [21] in the context of diffraction by a quarter-plane, holds for the problem of diffraction by a penetrable wedge. Indeed, in similarity to the 1D Wiener–Hopf technique, the spectral functions’ singularities within C2 solely depend on the kernel K and the forcing P++, and therefore the techniques developed by Assier and Shanin in [21] could be adapted to the penetrable wedge diffraction problem, once equivalence of the penetrable wedge functional problem and the physical problem was shown in section 2.2.3. However, as in [21], we cannot apply Liouville’s theorem since, according to Theorem 4.2, the domains of analyticity of the unknowns Ψ++ and Φ3/4 span all of C2minus some set of singularities.

Nonetheless, using the in section 3.6 established real traces of the spectral functions’ singularities, we expect to be able to obtain far-field asymptotics of the physical fields using the framework developed in [22]. In particular, as in [26], we expect the diffraction coefficient in R2PW (resp. PW) to be proportional to Ψ++ (resp. Φ) evaluated at a given point. Moreover, we expect that a similar phenomenon holds for the lateral waves. That is, we expect that the results of the present article and [22] allow us to represent the lateral waves such that their decay and phase are explicitly known, whereas their coefficients are proportional to, say, Ψ++, evaluated at a given point. Thus, we expect to be able to use the results of [20] to accurately approximate the far field in the spirit of [33]. We moreover plan to test far-field accuracy of Radlow’s erroneous ansatz (which was given in [12]).

Finally, we note that Liouville’s theorem is not only applicable to functions in C2 but also to functions defined on suitably ‘nice’ complex manifolds, see [34, 35]. Therefore, gaining a better understanding of the complex manifold on which Ψ++ and Φ3/4 are defined could be crucial to completing the 2D Wiener–Hopf technique. Note that this final step is presumably easier for the penetrable wedge than for the quarter-plane since in the latter, the real trace of the complexified circle is a branch set (see [21]) which could drastically change the topology of the sought complex manifold.

Footnotes

1

In [20], it was proved that K°, say, is analytic in LHP(ε˜)×S, where ε˜=min{ε,minαk12α2} but it can be shown that ε˜ε for ε given by (2.16).

A Uniqueness theorems

 
Theorem

A.1. Forj=1,2,3,4, letfj:[0,)Cbe integrable and such thatfj(x)=O(xν)for someν>1asx0. Assume that for allα1,α2R, we have

(A.1)

Thenf1=f2=f3=f40.

Proof. For simplicity, let us set
Therefore, (A.1) can be rewritten as
(A.2)

Now, since fj(x)=O(xν), by the Abelian theorem (cf. [31]), we find that for every j=1,2,3,4 Fj(α)=O(1/αν+1) as |α| in UHP(0). In particular, it implies Fj(α)0 as |α| in UHP(0).

Step 1. Let α20 in (A.2) to obtain
(A.3)

Since F2(α1)0 as |α1|, we find F1(0)=F3(0)=0 and therefore F2(α1)0.

Step 2. Let α10 in (A.2) and use the result of the first step to obtain
(A.4)

Again, since F1(α2)0 as |α2| we find F4(0)=0 and therefore F1(α2)0.

Step 3. Equation (A.2) now becomes
(A.5)
Fix α1α10. Thus
(A.6)

As before, since F30 as |α2|, we find F4(α1)=0 and therefore F3(α2)0. Similarly, we find F4(α1)0. By inverse Laplace transform, we find f1=f2=f3=f40. ■

The following is a direct generalisation of [21] Theorem C.1 (and the techniques used for its proof are almost identical).

 
Theorem

A.2 (1D Uniqueness Theorem). Letγ1:[0,)Candγ2:[0,)Cbe piecewise smooth non-(self)intersecting curves lying completely in the sectorφ2<arg(z)<φ1, whereφ1φ2<π, such that|γ1(t)|,|γ2(t)|ast, see Fig. A.1 top left. Let γ1 (resp. γ2) be ‘finite’, in the sense that the length of their segments within the disk{zC|0|z|r}is finite for all0<r<. Letf:γ1γ2Csatisfyf(z)=O(1/|z|β),β>0, as|z|on γ1 (resp. γ2) and let f be Lipschitz continuous alongγ1γ2. If there exists a lineLCof constant argument ‘arg(s)’ such thatφ2<arg(s)<πφ1(cf. Fig. A.1 bottom right), and if

(A.7)

thenf0onγ1γ2.

Proof.

Consider the functions
We know that y1 (resp. y2) is analytic in Cγ1 (resp. Cγ2) and, due to the Plemelj–Sokhotzki formula (applicable since f is Lipschitz continuous on γ1γ2, see [36]),
(A.8)
(A.9)

Here, for j = 1, 2, yj(τr) (resp. yj(τl)) refers to the limiting value of yj(τ) as τ approaches γj from the right (resp. left), as illustrated in Fig. A.1. We now show that y1 and y2 are in fact continuous everywhere in C thus proving the theorem. Continue γ1 (resp. γ2) towards 0 via curves s1 (resp. s2) and set f0 on s1 (resp. s2), cf.Fig. A.1 top right. As γ1 and γ2 are completely within the sector φ2<arg(z)<φ1 (and because they have finite length within each finite disk), these curves can be chosen to lie completely within this sector as well. Denote the curve γ1·s1 (resp. γ2·s2) by γ˜1 (resp. γ˜2).

Then, all previously formulated formulae still hold for our new γ˜1 and γ˜2, that is, upon defining
we obtain
(A.10)
(A.11)
since, for j = 1, 2, we have yj(τ)=y˜j(τ) for τγj and y˜j(τ) is continuous on sj. Now, define
These functions are, due to exponential decay, analytic in the sectors φ1<arg(s)<πφ1 (for Y1,2l) and φ2<arg(s)<πφ2 (for Y1,2r), respectively, and have thus the common domain φ2<arg(s)<πφ1. By Cauchy’s theorem, we first find:
(A.12)
(A.13)
(A.14)
(A.15)
Then, by (A.7), we have:
(A.16)
Since two analytic functions coinciding on a line coincide on the entirety of their common domain, we can continue Yr=Y1r+Y2r and Yl=Y1l+Y2l to a function Y analytic in the sector φ1<arg(s)<πφ2. The remainder of the proof is identical to [21]. That is, introduce the contours Γ1,Γ2 and Γc as shown in Fig. A.2, and obtain y˜1(τeiφ1)+y˜2(τeiφ1) and y˜1(τeiφ2)+y˜2(τeiφ2) by inverse Mellin transform:
(A.17)
Due to the just established analyticity properties, Cauchy’s theorem and exponential decay, we find
(A.18)
As in [21], this yields the analytic continuation of y˜1+y˜2 since the right hand side in (A.18) is analytic in the sector φ2<arg(φ)<φ1 showing
(A.19)
But since y˜1 (resp. y˜2) is analytic on γ˜2 (resp. γ˜1), we find
(A.20)
(A.21)
giving f0. ■

Then, using Theorem A.2, we find:

Corollary A.3 (2D Uniqueness Theorem). Letγ=γ1γ2andL=Lj,j=1,2be as in Theorem A.2. Letf:γ×γCbe Lipschitz continuous alongγ×γand let f satisfyf(z1,z2)=O(1/|z1|β1|z2|β2),β1,2>0, as|z1|and/or|z2|. If
(A.22)
then
(A.23)

The proof is identical to [21], and omitted for brevity. Moreover, these results can be directly generalised to the case of nN curves γ1γn by following the construction given in Theorem A.2’s proof.

B Single integral analytical continuation formulae

Here, we show how (3.5) and (3.6) can be simplified, as mentioned in Remark 3.2. Thereafter, we give analogous simplifications of formulae (3.12) and (3.15), thereby simplifying all formulae for analytic continuation derived in the present article. We discuss this for rewriting (3.5) only, as the procedure for rewriting (3.6), (3.12) and (3.15) is analogous.

For simplifying (3.5), it is sufficient to focus on the double integral
(B.1)
which is the integral term in (3.5). Fix z2=z2 and focus only on the z1 integral
Now, since Ψ++(z1,z2) is analytic within UHP(2ε)×UHP(2ε), we know that Ψ++(z1,z2) is analytic for z1UHP and therefore, the integrand
has only one pole in the z1 upper half plane, given by
(B.2)
This is a first order pole of K(z1,z2). Therefore, after a straightforward calculation, the residue theorem yields
(B.3)
and thus (3.5) can be rewritten as
(B.4)
Similarly, (3.6) can be rewritten as
(B.5)

Again, these formulae are valid for αS×S, but can be used for analytical continuation similar to the procedure outlined in section 3. Specifically, following the discussion of section 3.4, we find that (B.4) yields analyticity of Ψ++ within (H{a1})×UHP whereas (B.5) yields analyticity of Ψ++ within UHP×(H{a2}).

Formulae (3.12) and (3.15) can be rewritten similarly. That is, we may either use the residue theorem in formulae (3.12) and (3.15), respectively, or we may change the contour of integration in formulae (B.4) and (B.5), respectively, from (iε,iε) to P. After a lengthy but straightforward calculation, this yields
(B.6)
(B.7)
and these formulae can be used for analytic continuation of Φ3/4 within (H{a1})×(H{a2}).

Acknowledgements

The authors would like to acknowledge funding by EPSRC (EP/W018381/1 and EP/N013719/1) for R. C. Assier and a University of Manchester Dean’s scholarship award for V. D. Kunz.

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