MATH4525 Spring 2015

Homework 5 Solutions

Mar 20, 2015

1. Problem 8c (Poincare-Lindstedt method)

Solution: To apply the P-L method, we introduce a rescaled variable , related to

time t by
= t
,
= 0 + 1 + 2 2 + .
The leading term 0 is decided by the basic frequency of the order-zero solution to
the equation which will be
d2 y 0
+ y0 = 0
dt2
which has general solution A sin(t) + B cos(t) with unit frequency. Thus 0 = 1.
Also,
d d
d
d
=
= .
dt
dt d
d
The ODE becomes

d2 y
dy 
2 2 + y = y 1 2 ( )2 ,
d
d
dy
(0) = 0.
y(0) = 1,
d
Also we assume
y( ) = y0 ( ) + y1 ( ) + 2 y2 ( ) + .
Substituting everything in the ODE, we get
(1 + 1 + 2 2 + )2 (
y0 ( ) + 
y1 ( ) + 2 y2 ( ) + ) + (y0 ( ) + y1 ( ) + 2 y2 ( ) + )
h
= (y0 ( )+y1 ( )+2 y2 ( )+ ) 1(1+1 +2 2 + )2 (y 0 ( )+y 1 ( )+2 y 2 ( )+ )2 .
At order zero in , we get
y0 + y0 = 0,
y(0) = 1, y 0 (0) = 0.
. This gives
y0 ( ) = cos( ).
At first order in ,
y1 + y1 = y0 (1 y 02 ) 21 y0 ,
y1 (0) = y1 (0) = 0.
Substitute for y0 using the above solution and this gives
y1 + y1 = cos( )(1 sin2 ( )) + 21 cos( ) = cos3 ( ) + 21 cos( )

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To solve the nonhomogeneous part we need the identity

1
cos3 ( ) = [cos(3 ) + 3 cos( )],
4
and the ODE becomes
y1 + y1 =

3

1
cos(3 ) +
+ 21 cos( ).
4
4

The particular solution to this equation will have a solution of the form
yp ( ) = a cos(3 ) + b cos( ) + c sin( )
for some constants a, b and c. The cos( ) and sin( ) terms are the secular terms
whose amplitude is unbounded as t . We choose 1 so that the secular terms
wont appear. For this,
3
3
+ 21 = 0 = 1 = .
4
8
For our choice of particular solution,
yp = 9a cos(3 ) + (2c b ) cos( ) (2b + c ) sin( ).
Hence
yp + yp = 8a cos(3 ) + 2c cos( ) 2b sin( ) =


3
1
cos(3 ) +
+ 21 cos( ).
4
4

We get
a=

1
,
32

b = 0,

c=

3
+ 1 = 0
8

and so

1
cos(3 ).
32
The general solution is (including the homogeneous and nonhomogeneous parts)
yp ( ) =

y1 = A cos( ) + B sin( ) + yp = A cos( ) + B sin( )

Since y1 (0) = 0, we get A =

1
32

1
cos(3 ).
32

and since y 1 (0) = 0, we get B = 0. So

y1 ( ) =

1
[cos( ) cos(3 )].
32

The two term perturbative approximation to the solution of the nonlinear oscillator
equation is
1
y( ) = cos( ) + [cos( ) cos(3 )] + O(2 ),
32
h
i
3
2
= 1  + O( t
8

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2. Order Verification Problems

(a) Solution: To verify the order relation in (a.), we need to check whether the
following limit exists.
 t2 tanh(t) 


lim 
 = M < .
2
x
t


 t2 tanh(t) 




lim 
 = lim  tanh(t)
2
x
x
t
 et et 
 et 


 
= lim  t
=
lim

  = 1.
t
x e + e
x et

(b) Solution: To verify the order relation in (c.), we need to check whether the
following limit exists and is finite.

 p(1 ) 
p





lim+ 
 = lim+  (1 ) = 1.
0
0


(c) Solution: To verify the order relation in (d.), consider the limit






2
 (1cos()) 


lim+  3/2  = lim+ 
 = 1.
0
0

1 cos()

Use lHopitals rule twice, we obtain



lim+ 

0


 2 
 2 
2





 = lim+ 
 = lim+ 
 = 2.
0
0
1 cos()
sin()
cos()

(d) Solution: To verify the order relation in (g.), note that f () = O(g()) as
 0+ means that there is a constant M such that
|f ()| M |g()|
for all sufficiently small . Here we note that for all x 0
2

ex 1
. Thus

Z 
 Z 


x2
e dx
1.dx = .

0

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which is a bound of the form we are looking for. Note that we can obtain a
more precise estimate by using the Taylor series of the exponential.

(e) Solution: To verify the order relation in (j.), for each p > 0 we consider the
limit and use lHopitals rule.
 ln  
 1/ 
 p 




 
lim+  p  = lim+  p1  = lim+   = 0.
0
0
0

p
p

3. Dominant Balance method for singular algebraic equations.

(a)
x4 + x3 x2 + 2x 1 = 0.

Solution: To find the leading order behavior of the regular roots, we set  = 0
and solve
x20 2x0 + 1 = (x0 1)2 = 0 = x0 = 1
with algebraic multiplicity 2. We assume a general series expansion
x = 1 +  x1 + 2 x2 + ,

>0

and rewrite the given equation as

x4 + x3 (x 1)2 = 0.
Substituting the series expansion in the equation gives
(1 + 4 x1 + ) + (1 + 3 x1 + ) 2 (x1 +  x2 + )2 = 0.
To obtain a consistent equation for x1 , we set = 12 and then x1 satisfies

2 x21 = 0 = x1 = 2. The perturbative series for each regular root is given

by

x = 1 21/2 + .
The other two roots are singular. To apply the method of dominant balance,
we introduce a rescaled variable z related to x given by
x =  z
and the equation becomes
14 z 4 + 13 z 3 2 z 2 + 2 z 1 = 0.

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We try to balance the terms proportional to z 4 and z 3 , for which we require

1 4 = 1 3 = = 0.
The equation becomes
z 4 + z 3 z 2 + 2z 1 = 0.
The terms proportional to z 4 and z 3 with coefficients of the order  are NOT
dominant to the other three terms with coefficient equal to 1. So = 0 is not
a dominant balance.
We try to balance the terms proportional to z 4 and z 2 , for which we require
1
1 4 = 2 = = .
2
The equation becomes
1 z 4 + 1/2 z 3 1 z 2 + 21/2 z 1 = 0.
The terms proportional to z 4 and z 2 with coefficients of the order 1 are dominant to the other three terms with coefficient equal to 1/2 and order one.
Multiply by  and we get
z 4 + 1/2 z 3 z 2 + 21/2 z  = 0.
To solve for the leading order behavior of z, we set  = 0 to obtain
z04 z02 = 0 = z0 = 0, 0, 1, 1.
Here z0 = 0 corresponds to the regular roots we obtained earlier. Since 1/2
appears explicitly in the rescaled equation after dominant balance, the perturbative expansion for z takes the form
z = z0 + 1/2 z1 + = 1 + 1/2 z1 +
Finally since x = 1/2 z, and z0 = 1, the two singular roots behave as
x = 1/2 + O(1).
(b)
x3 + x 2 = 0.
Solution:

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To find the leading order behavior of the regular roots, we set  = 0 and solve
x0 2 = 0 = x0 = 2.
The regular root to leading order is
x = 2 + O().
The other two roots are singular. To apply the method of dominant balance,
we introduce a rescaled variable z related to x given by
x =  z
and the equation becomes
13 z 3 +  z 2 = 0.
We try to balance the terms proportional to z 3 and z, for which we require
1
1 3 = = = .
2
The equation becomes
1/2 z 3 + 1/2 z 1 z 2 2 = 0.
The terms proportional to z 3 and z with coefficients of the order 1/2 are
dominant to the constant term. Multiply by 1/2 and we get
z 3 + z 21/2 = 0.
To solve for the leading order behavior of z, we set  = 0 to obtain
z03 + z0 = 0 = z0 = 0, i.
Here z0 = 0 corresponds to the regular roots we obtained earlier. Since 1/2
appears explicitly in the rescaled equation after dominant balance, the perturbative expansion for z takes the form
z = z0 + 1/2 z1 + = i + 1/2 z1 +
Finally since x = 1/2 z, and z0 = 1, the two singular roots behave as
x = i1/2 + O(1).
4. For above problem we will try to find the next term (for both regular and singular roots).

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Solution:
We already obtained the regular root as
x = 2 + O().
and the two singular roots as
x = i1/2 + O(1).
To determine the next order corrections to the regular root, assume the regular
perturbative expansion
x = x0 + x1 + 2 x2 + = 2 + x1 + 2 x2 + .
Substituting this into the cubic equation gives
(8 + 12x1 + ) + (2 + x1 + ) 2 = 0,
= (8 + x1 ) + O(2 ) = 0
and so
x1 = 8.
Thus the regular root is given by
x = 2 8 + O(2 ).
For the singular roots, we return to the rescaled equation
z 3 + z 21/2 = 0
and assume a general expansion of the form
z = z0 + 1/2 z1 + z2 +
which gives

 

3
1/2 2
2
1/2
z0 + 3 z0 z1 + 3z0 z1 + + z0 +  z1 + z2 + 21/2 = 0.
We get
3z02 z1 + z1 2 = 0
and since z0 = i we get z1 = 1. So
z = i 1/2 + O()
and then
x = i1/2 1 + O(1/2 ).

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5.
x3 + x + 22 = 0
. We are interested in up to two terms.
Solution:
The regular roots are given by (when =0)
x30 = 0 = x0 = 0, 0, 0.
All three roots are regular, no singular roots for this problem.
We assume a series solution for each root of the form
x =  x1 + 2 x2 + .
We can write
x =  z, z = z0 +  z1 +
The cubic equation becomes
3 z 3 + 1+ z + 22 = 0.
Use dominant balance to find .
(8 + 12x1 + ) + (2 + x1 + ) 2 = 0,
= (8 + x1 ) + O(2 ) = 0
and so
x1 = 8.
Thus the regular root is given by
x = 2 8 + O(2 ).
For the singular roots, we return to the rescaled equation
z 3 + z 21/2 = 0
and assume a general expansion of the form
z = z0 + 1/2 z1 + z2 +
which gives
 


3
1/2 2
2
1/2
z0 + 3 z0 z1 + 3z0 z1 + + z0 +  z1 + z2 + 21/2 = 0.

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We get
3z02 z1 + z1 2 = 0
and since z0 = i we get z1 = 1. So
z = i 1/2 + O()
and then
x = i1/2 1 + O(1/2 ).
We try to balance the terms proportional to z 3 and z, for which we require
1
3 = 1 + = = .
2
The equation becomes
3/2 z 3 + 3/2 z + 22 = 0.
Since 3/2 dominates 2 when  is small, = 1/2 leads to a valid dominant balance.
We try to balance the terms proportional to z 3 and 22 , for which we require
2
3 = 2 = = .
3
The equation becomes
2 z 3 + 5/3 z + 22 = 0.
Since 2 is less than 5/3 when  is small, = 2/3 DOES NOT give a valid dominant
balance.
Finally, we try to balance the terms proportional to z and 22 , for which we require
2 = 1 + = = 1.
The equation becomes
3 z 3 + 2 z + 22 = 0.
Since 2 dominates 3 when  is small, = 1 leads to a valid dominant balance.
The cubic equation admits two dominant balances with either = 21 or = 1. This
is because the three roots behave differently as  0. For the case with = 1,
divide throughout by 2 and the cubic equation becomes
z 3 + z + 2 = 0
with a series for z given by
z = z0 + z1 +

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and we obtain
(z03 + 3z02 z1 + ) + (z0 + z1 + ) + 2 = 0.
At leading order, z0 = 2 and at the next order
z03 + z1 = 0 = z1 = 8.
For one of the roots of the cubic,
z = 2 + 8 + O(2 ).
So
x = z = 2 + 82 + O(3 ).
We now find the solution(s) corresponding to = 1/2. Divide by 3/2 and the
equation becomes
z 3 + z + 21/2 = 0.
When = 1/2 the perturbation for z will be
z = z0 + 1/2 z1 +
and the equation gives

 

3
1/2 2
1/2
z0 + 3 z0 z1 + + z0 +  z1 + + 21/2 = 0
The leading order terms give
z03 + z0 = 0 = z0 = 0, i
The trivial solution z0 = 0 corresponds to the regular root with = 1. The nontrivial solutions z0 = i give two new roots to the cubic equation. The next order
gives
3z02 + z1 + 2 = 0
and since z02 = 1 for z0 = i,
2z1 + 2 = 0 = z1 = 1
Thus with z0 = i and z1 = 1,
z = i + 1/2 + O()
and thus
x = 1/2 z = i1/2 +  + O(3/2 )