Homework 5: Multiple-scale Analysis

David Sirajuddin
NEEP 548 - Engineering Analysis II
University of Wisconsin - Madison, Professor Leslie Smith
April 7, 2011
First order multiple-scale analysis [1]
Multiple-scale analysis involves perturbation techniques that facilitates the elimination of artificial resonances that may
develop by consequence of solutions obtained using less careful approximation schemes (WKB, and boundary-layer
theory) to particular differential equations involving a small parameter ε. Given a general differential equation in the
function y = y(t) that depends on the variable t, a solution is furnished by seeking a perturbation expansion in the
solution as
y(t) = y
0
(t, τ) + εy
1
(t, τ) + . . . (1)
where τ = εt is identified as a characteristic long-time scale (τ = O(1) for t = O(ε
−1
), ε 1) that is manifest in a special
set of this class of differential equations that is applicable to the problems that follow. Given two distinct time scales, the
method pursues solutions in y(t, τ) by treating both the parameters t and τ as independent. Upon making this distinction
between time-scales, multiple-scale analysis proceeds similar to WKB and boundary-layer analysis. The expansion (1) is
inserted directly into a differential equation, and the corrections in y are extracted from balance statements assembled
for each order O(ε
n
) (n ∈ Q). The presumed independence of the two time variables allows the separation of t and τ
dependent terms in the solution y. Multiple-scale analysis proceeds by choosing the τ-dependent terms such that any
artificial resonances in higher orders vanish, allowing for a uniformly valid solution to the differential equation. It is
noted that positing the independence of the variables t and τ is but a contrivance used for convenience in removing
secularities, and ultimately the dependence τ = εt will be recognized. Further, it is emphasized that the supposition
τ = εt only allows solutions to a special set of these differential equations. For other equations (e.g. Mathieu equation),
different dependences must be established for solutions to be obtained.
For the special case of τ = εt, successive derivatives may be calculated of the function y(t, τ). Beginning by translating
total differential operators:
d
dt
=

∂t
+
∂τ
∂t
.¸¸.


∂τ
=

∂t
+ ε

∂τ
d
2
dt
2
=
d
dt
_
d
dt
_
=
_

∂t
+ ε

∂τ
__

∂t
+ ε

∂τ
_
=

2
∂t
2
+ 2ε

2
∂t∂τ
+ ε
2

2
∂τ
2
Applying these operators to the expansion y(t) = y
0
+ εy
1
+ . . . gives the first and second derivatives:
dy
dt
=
d
dt
y
0
+ ε
d
dt
y
1
+ . . .
=
_

∂t
+ ε

∂τ
_
y
0
+ ε
_

∂t
+ ε

∂τ
_
y
1
+ . . .

dy
dt
=
∂y
0
∂t
+ ε
_
∂y
0
∂τ
+
∂y
1
∂t
_
+O(ε
2
) (2)
and,
1
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
d
2
y
dt
2
=
d
2
dt
2
y
0
+ ε
d
2
dt
2
y
1
+ . . .
=
_

2
∂t
2
+ 2ε

2
∂t∂τ
+ ε
2

2
∂τ
2
_
y
0
+ ε
_

2
∂t
2
+ 2ε

2
∂t∂τ
+ ε
2

2
∂τ
2
_
y
1

d
2
y
dt
2
=

2
y
0
∂t
2
+ ε
_
2

2
y
0
∂t∂τ
+

2
y
1
∂t
2
_
+O(ε
2
) (3)
These derivatives will be used throughout the subsequent problem solutions.
Problems and solutions
1. (Bender and Orszag Problem 11.11)
The Van der Pol equation is given by d
2
y/dt
2
+y −ε(1−y
2
)dy/dt = 0. For arbitrary initial conditions the solution
to this equation approaches a limit cycle. Find the approach to this limit cycle using multiple-scale perturbation
theory.
The Van der Pol equation may be rewritten as:
0 =
d
2
y
dt
2
+ y −ε(1 −y
2
)
dy
dt
0 =
d
2
y
dt
2
+ y −ε
dy
dt
+ εy
2
dy
dt
Inserting the expansion y(t) = y
0
+ εy
1
+ . . . and the calculated derivatives (2) and (3) above provides
0 =

2
y
0
∂t
2
+ ε
_
2

2
y
0
∂t∂τ
+

2
y
1
∂t
2
_
+ y
0
+ εy
1
−ε
_
∂y
0
∂t
+ ε
_
∂y
0
∂τ
+
∂y
1
∂t
__
+ ε (y
0
+ εy
1
)
2
. ¸¸ .
=(y
2
0
+2εy0y1+ε
2
y
2
1
)
_
∂y
0
∂t
+ ε
_
∂y
0
∂τ
+
∂y
1
∂t
__
0 =

2
y
0
∂t
2
+ ε
_
2

2
y
0
∂t∂τ
+

2
y
1
∂t
2
_
+ y
0
+ εy
1
−ε
_
∂y
0
∂t
+ ε
_
∂y
0
∂τ
+
∂y
1
∂t
__
+ ε(y
2
0
+ 2εy
0
y
1
+ ε
2
y
2
1
)
_
∂y
0
∂t
+ ε
_
∂y
0
∂τ
+
∂y
1
∂t
__
Collecting terms in order O(ε
n
) , for n ∈ N
0
:
O(1) :

2
y0
∂t
2
+ y
0
= 0 (4)
and
O(ε) : 2

2
y0
∂t∂τ
+

2
y1
∂t
2
+ y
1

∂y0
∂t
+ y
2
0
∂y0
∂t
= 0
⇒O(ε) :

2
y1
∂t
2
+ y
1
=
∂y
0
∂t
−2

2
y
0
∂t∂τ
−y
2
0
∂y
0
∂t
(5)
Solving the order O(1) balance, a solution is seeked of the form y
0
∼ e
λt
, where it is found that solutions exist for
λ = ±i, implying solutions of the form
y
0
(t, τ) = A(τ)e
it
+ B(τ)e
−it
The coefficient functions A(τ) and B(τ) may be shown to be complex conjugates of each other by writing [2]:
2
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
A(τ) = a
R
+ ia
I
B(τ) = b
R
+ ib
I
Invoking Euler’s formula allows the solution y
0
to be stated as:
y
0
= (a
R
+ ia
I
)(cos t + i sin t) + (b
R
+ ib
I
)(cos t −i sin t)
Enforcing real solutions implies the imaginary part of the above must independently vanish:
Im[y
0
] = 0 = a
I
cos t + a
R
sin t + b
I
cos t −b
R
sin t
0 = (a
I
+ b
I
) cos t + (a
R
−b
R
) sin t
Given that the functions cos t and sin t are linearly independent, the above statement can only be true if their
coefficients vanish. That is, if
a
R
= b
R
, a
I
= −b
I
, ⇒ B(τ) = A

(τ)
where A

(τ) is the complex conjugate of A. Thus, the most general form of the solution y may be expressed as
y
0
(t, τ) = A(τ)e
it
+ A

(τ)e
−it
The coefficient A(τ) is chosen such that no secularities are present in the order O(ε) equation. Computing terms
on the right-hand side of Eqn. (5):
y
0
= A(τ)e
it
+ A

(τ)e
−it
(6)
∂y
0
∂t
= i
_
A(τ)e
it
−A

e
−it
_
(7)

2
y
0
∂t∂τ
=

2
y
0
∂τ∂t
= i
_
∂A
∂τ
e
it

∂A

∂τ
e
−it
_
(8)
So that the order O(ε) balance yields
3
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
O(ε) :

2
y
1
∂t
2
+ y
1
=
∂y
0
∂t
−2

2
y
0
∂t∂τ
−y
2
0
∂y
0
∂t
= i
_
A(τ)e
it
−A

(τ)e
−it
_
−2i
_
∂A
∂τ
e
it

∂A

∂τ
e
−it
_

_
A(τ)e
it
+ A

(τ)e
−it
_
2
. ¸¸ .
=A
2
e
2it
+2AA

+(A

)
2
e
−2it
i
_
A(τ)e
it
−A

e
−it
_
=
£
i
_
A(τ)e
it
−A

(τ)e
−it
_
−2
£
i
_
∂A
∂τ
e
it

∂A

∂τ
e
−it
_

£
i(A
2
e
2it
+ 2AA

+ (A

)
2
e
−2it
)
_
A(τ)e
it
−A

e
−it
_
=
_
Ae
it
−A

e
−it
_
−2
_
∂A
∂τ
e
it

∂A

∂τ
e
−it
_
−(A
2
e
2it
+ 2AA

+ (A

)
2
e
−2it
)
_
Ae
it
−A

e
−it
_
= Ae
it
−A

e
−it
−2
∂A
∂τ
e
it
+ 2
∂A

∂τ
e
−it
−A
3
e
3it
+ A
2
A

e
it
−2A
2
A

e
it
. ¸¸ .
=−A
2
A

e
it
+2A(A

)
2
e
−it
−A(A

)
2
e
−it
. ¸¸ .
=A(A

)
2
e
−it
+(A

)
3
e
−3it
= Ae
it
−A

e
−it
−2
∂A
∂τ
e
it
+ 2
∂A

∂τ
e
−it
−A
3
e
3it
−A
2
A

e
it
+ A(A

)
2
e
−it
+ (A

)
3
e
−3it

2
y
1
∂t
2
+ y
1
= (A

)
3
e
−3it
−A
3
e
3it
+
_
A−2
∂A
∂τ
−A
2
A

_
e
it
+
_
−A

+ 2
∂A

∂τ
+ A(A

)
2
_
e
−it
Noting that the homogeneous solution to this equation is y
1
∼ e
±it
, implies resonances are present in the above
differential equation. As per the procedure of multiple-scale analysis, the coefficient A may be chosen such that
these secularities vanish. The two homogeneous solutions y ∼ e
±it
provide two constraints:
0 = A−2
∂A
∂τ
−A
2
A

0 = −A

+ 2
∂A

∂τ
+ A(A

)
2
However, these two equations are seen to redundant in that it may be shown upon multiplication of both equations
by the imaginary number i that the two equations are complex conjugates of each other. Thus, either equation
may be worked with to determine the coefficient function A(τ). Using the first equation, and expressing the
complex-valued function A(τ) = R(τ)e
iθ(τ)
,
4
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
0 = R(τ)e
iθ(τ)
−2

∂τ
_
R(τ)e
iθ(τ)
_

_
R(τ)e
iθ(τ)
_
2
_
R(τ)e
iθ(τ)
_

= Re

−2
_
dR

+ iR


_
e


_
R
2
e
2iθ
_ _
R

e
−iθ
_
= Re

−2
_
dR

+ iR


_
e

−R
3
e

, (R

= R, R ∈ R)
0 =
_
R −2
_
dR

+ iR


_
−R
3
_
e

⇒0 = R −2
_
dR

+ iR


_
−R
3
, (e

= 0)
⇒0 =
_
R −2
dR

−R
3
_
−2iR


Where in the second step, it is noted that the partial differential operators have been interchanged with ordinary
operators in recognition that the functions R and θ are solely a function of the independent variable τ. The real
and imaginary parts must vanish independently, giving two governing differential equations for the quantities R
and θ:
R −2
dR

−R
3
= 0 (9)
−2R


= 0 (10)
For the arbitrary initial condition θ(0) = θ
0
, Eqn. (10) is solved,
−2R


= 0


= 0, R = 0
⇒θ(τ) = θ
0
The differential equation for R implies:
R −2
dR

−R
3
= 0
2
dR

= R −R
3
= R(1 −R
2
)
dR
R(1 −R
2
)
=
1
2

dR
_
C
R
+
DR + E
1 −R
2
_
=
1
2
dτ (11)
Where in the final step, a partial fractions decomposition is seeked in the to be determined coefficients C, D, and
E,
5
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
1
R(1 −R
2
)
=
C
R
+
DR + E
1 −R
2
1 = C(1 −R
2
) + (DR + E)R
1 = C −CR
2
+ DR
2
+ ER
1 = C + ER + (D −C)R
2
Constructing coefficient equations:
O(1) : 1 = C
O(R) : 0 = E
O(R
2
) : 0 = D −C ⇒D = C = 1
So that
1
R(1 −R
2
)
=
1
R
+
R
1 −R
2
Then, Eqn. (11) admits
dR
_
C
R
+
DR + E
1 −R
2
_
=
1
2

dR
R
+
dRR
1 −R
2
=
1
2

d ln R −
1
2
ln(1 −R
2
) =
1
2

ln R −
1
2
ln(1 −R
2
) =
1
2
τ + F, F = constant
ln
R

1 −R
2
=
1
2
τ + F
R

1 −R
2
= Ge
τ/2
, G = e
F
= constant
Letting τ = 0 gives the value of G in terms of the function value R(0) = R
0
:
G =
R
0
_
1 −R
2
0
Further, the function R(τ) may be obtained
6
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
R

1 −R
2
= Ge
τ/2
R
2
1 −R
2
= G
2
e
τ
R
2
= G
2
e
τ
(1 −R
2
)
R
2
(1 + G
2
e
τ
) = G
2
e
τ
⇒R
2
=
G
2
e
τ
1 + G
2
e
τ
=
1
e
−τ
/G
2
+ 1
=
1
e
−τ
1−R
2
0
R
2
0
+ 1
,
1
G
2
=
1 −R
2
0
R
2
0
=
R
2
0
e
−τ
(1 −R
2
0
) + R
2
0
R
2
=
R
2
0
e
−τ
+ (1 −e
−τ
)R
2
0
⇒R(τ) =
R
0
_
e
−τ
+ (1 −e
−τ
)R
2
0
Where the positive sign of the square root has been chosen in recognition that in the complex representation
A = Re

, the radius R is strictly positive. Thus, the coefficient function
A(τ) = Re

=
R
0
_
e
−τ
+ (1 −e
−τ
)R
2
0
e
iθ0
which allows the solution y(t) to be constructed:
y
0
(t, τ) = A(τ)e
it
+ A

(τ)e
−it
=
R
0
_
e
−τ
+ (1 −e
−τ
)R
2
0
_
e
i(θ0+t)
+ e
−i(θ0+t)
_
. ¸¸ .
=2 cos(θ0+t)
y
0
(t, τ) =
2R
0
cos(θ
0
+ t)
_
e
−τ
+ (1 −e
−τ
)R
2
0
Recalling that τ = εt, and that y(t) = y
0
+ εy
1
+ . . ., the full solution may be written down
y(t) =
2R
0
cos(θ
0
+ t)
_
e
−εt
+ (1 −e
−εt
)R
2
0
+O(ε)
Where R
0
and θ
0
are constants which may be determined from initial conditions on the solution y(t) and its
derivative.
Noting that e
−εt
→0 as t →∞, while cos(θ
0
+t) is oscillates between ±1, it is seen that the solution y approaches
a limit cycle
7
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
y
0
(t →∞) = lim
t→∞
2R
0
cos(θ
0
+ t)
_
e
−εt
+ (1 −e
−εt
)R
2
0
=
2R
0
cos(θ
0
+ t)
_
R
2
0
=
2
&
& R
0
cos(θ
0
+ t)
&
& R
0
y
0
= 2 cos(θ
0
+ t)
So that the limit cycle approached is seen to be
y(t →∞) = 2 cos(θ
0
+ t) +O(ε)
The limit cycle may be visualized in the phase plane of y and y

.
2. (Bender and Orszag Problem 11.14)
Use multiple-scale perturbation theory to find a leading-order approximation to ¨ y + y + ε ˙ yy
2
= 0 [y(0) = 1, ˙ y(0) =
0, ε > 0]
The leading-order behavior corresponds to the solution y
0
in the expansion y(t) = y
0
+ εy
1
+ . . .. Inserting this
expansion, as well as the general derivatives (2) and (3) into the differential equation gives
0 = ¨ y + y + ε ˙ yy
2
=

2
y
0
∂t
2
+ ε
_
2

2
y
0
∂τ∂t
+

2
y
1
∂t
2
_
+ y
0
+ εy
1
+ ε
_
∂y
0
∂t
+ ε
_
∂y
0
∂τ
+
∂y
1
∂t
__
(y
0
+ εy
1
)
2
=

2
y
0
∂t
2
+ ε
_
2

2
y
0
∂τ∂t
+

2
y
1
∂t
2
_
+ y
0
+ εy
1
+ ε
_
∂y
0
∂t
+ ε
_
∂y
0
∂τ
+
∂y
1
∂t
__
(y
2
0
+ 2εy
0
y
1
+ ε
2
y
2
1
)
Balancing terms in order O(ε
n
) for n = {0, 1}:
O(1) :

2
y0
∂t
2
+ y
0
= 0 (12)
O(ε) : 2

2
y0
∂τ∂t
+

2
y1
∂t
2
+ y
1
+
∂y0
∂t
y
2
0
= 0
⇒O(ε) :

2
y1
∂t
2
+ y
1
= −2

2
y
0
∂τ∂t

∂y
0
∂t
y
2
0
(13)
Solving Eqn. (12) by seeking exponential solutions y
0
∼ e
λt
⇒λ = ±i admits the solutions
y
0
(t, τ) = A(τ)e
it
+ B(τ)e
−it
where, as before, the coefficient functions A and B may be shown to be complex conjugates of each other, allowing
y
0
(t, τ) = A(τ)e
it
+ A

(τ)e
−it
where A

is the complex conjugate of the coefficient A. The solution of y
0
is of the same general form as in problem
11.11, where the derivatives on the right-hand side of the order O(ε) balance were calculated as per Eqns. (6),
(7), and (8), and are repeated here for convenience:
8
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
y
0
= A(τ)e
it
+ A

(τ)e
−it
∂y
0
∂t
= i
_
A(τ)e
it
−A

(τ)e
−it
_

2
y
0
∂t∂τ
=

2
y
0
∂τ∂t
= i
_
∂A
∂τ
e
it

∂A

∂τ
e
−it
_
Inputing these terms into Eqn. (13) then yields,

2
y
1
∂t
2
+ y
1
= −2

2
y
0
∂τ∂t

∂y
0
∂t
y
2
0
= −2i
_
∂A
∂τ
e
it

∂A

∂τ
e
−it
_
−i
_
Ae
it
−A

e
−it
_
(Ae
it
+ A

e
−it
)
2
= −2
£
i
_
∂A
∂τ
e
it

∂A

∂τ
e
−it
_

£
i
_
Ae
it
−A

e
−it
_
(A
2
e
it
+ 2AA

+ (A

)
2
e
−2it
)
= −2
_
∂A
∂τ
e
it

∂A

∂τ
e
−it
_

_
Ae
it
−A

e
−it
_
(A
2
e
2it
+ 2AA

+ (A

)
2
e
−2it
)
= −2
∂A
∂τ
e
it
+ 2
∂A

∂τ
e
−it
−A
3
e
3it
−2A
2
A

e
it
−A(A

)
2
e
−it
+ A
2
A

e
it
+ 2A(A

)
2
e
−it
+ (A

)
3
e
−3it
= (A

)
3
e
−3it
−A
3
e
3it
+
_
−2
∂A
∂τ
−2A
2
A

+ A
2
A

_
e
it
+
_
2
∂A

∂τ
+ 2A(A

)
2
−A(A

)
2
_
e
−it
= (A

)
3
e
−3it
−A
3
e
3it
+
_
−2
∂A
∂τ
−A
2
A

_
e
it
+
_
2
∂A

∂τ
+ A(A

)
2
_
e
−it

2
y
1
∂t
2
+ y
1
= (A

)
3
e
−3it
−A
3
e
3it

_
2
∂A
∂τ
+ A
2
A

_
e
it
+
_
2
∂A

∂τ
+ A(A

)
2
_
e
−it
Noting that the homogeneous solution to this equation y
1
∼ e
±it
, the corresponding terms on the right-hand side
of the above differential equation present artificial resonances (secularities). The coefficient A may be chosen to
make these terms vanish by enforcing that the coefficients of these two solutions must vanish independently,
0 = 2
∂A
∂τ
+ A
2
A

0 = 2
∂A

∂τ
+ A(A

)
2
The two equations are seen to be redundant in that they are complex conjugates of each other. This may be seen
more transparently by multiplying both equations by the imaginary number i followed by multiplying one of the
equations by (−1). Thus, either equation may be used to find the function A. Representing A as A = R(τ)e
iθ(τ)
,
the first equation becomes
9
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
0 = 2
∂A
∂τ
+ A
2
A

= 2

∂τ
_
R(τ)e
iθ(τ)
_
+
_
R(τ)e
iθ(τ)
_
2
_
R(τ)e
iθ(τ)
_

= 2
_
dR

+ iR


_
e

+ (R
2
e
2iθ
)R

e
−iθ
= 2
_
dR

+ iR


_
e

+ R
3
e

, R

= R
=
_
2
_
dR

+ iR


_
+ R
3
_
e

= 2
_
dR

+ iR


_
+ R
3
, e

= 0
0 =
_
2
dR

+ R
3
_
+ 2iR


The above statement is only true if both the real and imaginary parts vanish independently. These conditions give
two equations that may be used to determine the parameters R and θ:
0 = 2
dR

+ R
3
0 = 2iR


The second equation gives:
2iR


= 0


= 0, R = 0
⇒θ(τ) = θ
0
= constant
The remaining equation admits the solution for the radius R:
2
dR

+ R
3
= 0
dR
R
3
= −
1
2

⇒−
1
2R
2
= −
1
2
τ + H, H = constant
1
R
2
= τ + I, I = −2H
The constant I may be determined in terms of an arbitrary initial function value R(τ = 0) = R
0
. Letting τ = 0
above implies
I = R
−2
0

1
R
2
= τ +
1
R
2
0
=
R
2
0
τ + 1
R
2
0
⇒ R
2
=
R
2
0
R
2
0
τ + 1
⇒ R(τ) =
R
0
_
1 + R
2
0
τ
10
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
Where the positive sign of the square root has been chosen as the radius R in the representation A(τ) = R(τe
iθ(τ)
must be strictly positive. The coefficient function A may be then written as:
A(τ) = R(τ)e
iθ(τ)
=
R
0
_
1 + R
2
0
τ
e
iθ0
And, the solution y
0
(t, τ) is found to be
y
0
(t, τ) = A(τ)e
it
+ A∗
(
τ)e
−it
=
R
0
_
1 + R
2
0
τ
_
e
i(θ0+t)
+ e
−i(θ0+t)
_
. ¸¸ .
=2 cos(θ0+t)
y
0
(t, τ) =
2R
0
cos(θ
0
+ t)
_
1 + R
2
0
τ
Recalling τ = εt, it is noted that t = 0 ⇒ τ = εt = 0. The solution obtained corresponds to the leading-order
y
0
(t, τ). The initial conditions are applied in full to the leading order approximation y
0
while homogeneous initial
conditions are enforced for higher order corrections. The initial conditions may be translated from y(t) to y
0
(t, τ)
by truncating at order O(ε). Beginning with the initial condition on the time derivative:
˙ y(0) ≡
dy
dt
¸
¸
¸
¸
(t,τ)=(0,0)
= 0 =
∂y
0
∂t
(0, 0) +
∂τ
∂t
.¸¸.

∂y
0
∂t
(0, 0) =
∂y
0
∂t
(0, 0) +
¨
¨
¨
¨
¨
ε
∂y
0
∂t
(0, 0)
=0, truncate at order O(ε)
=
∂y
0
∂t
(0, 0) +O(ε)
Where the notation above means evaluating the derivatives at (t, τ) = (0, 0). The initial condition on the leading
order y
0
(t, τ) function directly translates by the prescription above. The two initial conditions may be summarized
as
y
0
(0, 0) = 1
∂y
0
∂t
(0, 0) = 0
The first condition yields
y
0
(0, 0) = 1 = 2R
0
cos θ
0
⇒ R
0
cos θ
0
=
1
2
While the second condition gives
∂y
0
∂t
= 0 =

∂t
2R
0
cos(θ
0
+ t)
_
1 + R
2
0
τ
∂y
0
∂t
= −
2R
0
sin(θ
0
+ t)
_
1 + R
2
0
τ

∂y
0
∂t
(0, 0) = −
2R
0
sin θ
0

1
0 = −2R
0
sin θ
0
⇒R
0
sin θ
0
= 0
Thus, the parameters R
0
and θ
0
are determined by solving the set of simultaneous equations
11
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
R
0
cos θ
0
=
1
2
R
0
sin θ
0
= 0
Diving the second equation by the first admits
R
0
sin θ
0
R
0
cos θ
0
=
0
1/2
= 0
tan θ
0
= 0
⇒θ
0
= nπ, n ∈ Z
Inputting this value of θ
0
into the first equation yields the value of R
0
R
0
cos θ
0
=
1
2
=
1
2 cos θ
0
=
1
2 cos nπ
= (−1)
n
1
2
⇒R
0
=
1
2
where in the final step, the positivity of the radius R
0
gives a further restriction: θ
0
= nπ, n ∈ 2Z, the value of
n must be an even integer. Given that the angle θ
0
is present only in the argument of the complex exponential
in the solution y(t), and that its value must be an even multiple of π, the presence of the value θ
0
= 2nπ in the
solution produces no effective phase shift. Thus, no consequence is admitted by choosing θ
0
= 0. With the values
for R
0
= 1/2 and θ
0
= 0, the full solution y(t) may be expressed
y
0
(t, τ) =
2R
0
cos(θ
0
+ t)
_
1 + R
2
0
τ
=
2
_
1
2
_
cos t
_
1 +
_
1
2
_
2
τ
=
cos t
_
1 + τ/4
⇒y
0
(t, τ) =
2 cos t

4 + τ
Recalling the time τ = εt gives
y(t) =
2 cos t

4 + εt
+O(ε)
12
Sirajuddin, David Homework 5 – NEEP 548, Spring 2011
References
[1] Bender, Carl M., and Orszag Advanced Mathematical Methods for Scientists and Engineers: Asymptotic Methods
and Perturbation Theory (v.1). New York: Springer 1999. Print.
[2] Smith, Leslie. Multiple-scale Analysis. Lecture. NEEP 548: Engineering Analysis II. University of Wisconsin, Madi-
son. 29 Mar. 2011 and 31 Mar. 2011.
13

and the calculated derivatives (2) and (3) above provides ∂ 2 y0 ∂ 2 y0 ∂ 2 y1 +ε 2 + 2 ∂t ∂t∂τ ∂t2 ∂ y0 ∂ y0 ∂ y1 +ε 2 + ∂t2 ∂t∂τ ∂t2 2 2 2 0 = + y0 + εy1 − ε ∂y0 +ε ∂t ∂y0 +ε ∂t ∂y0 ∂y1 + ∂τ ∂t ∂y0 ∂y1 + ∂τ ∂t +ε (y0 + εy1 )2 2 2 = (y0 +2εy0 y1 +ε2 y1 ) ∂y0 +ε ∂t ∂y0 ∂y1 + ∂τ ∂t ∂y0 ∂y1 + ∂τ ∂t 0 = + y0 + εy1 − ε 2 2 + ε(y0 + 2εy0 y1 + ε2 y1 ) ∂y0 +ε ∂t Collecting terms in order O(εn ) . Spring 2011 d2 y dt2 = = d2 d2 y + ε 2 y1 + . τ ) = A(τ )eit + B(τ )e−it The coefficient functions A(τ ) and B(τ ) may be shown to be complex conjugates of each other by writing [2]: 2 .Sirajuddin.11 ) The Van der Pol equation is given by d2 y/dt2 + y − ε(1 − y 2 )dy/dt = 0. The Van der Pol equation may be rewritten as: dy d2 y + y − ε(1 − y 2 ) dt2 dt d2 y dy dy + εy 2 +y−ε 2 dt dt dt 0 0 = = Inserting the expansion y(t) = y0 + εy1 + . For arbitrary initial conditions the solution to this equation approaches a limit cycle. David Homework 5 – NEEP 548. 2 0 dt dt ∂2 ∂2 ∂2 + 2ε + ε2 2 ∂t2 ∂t∂τ ∂τ ∂ 2 y0 ∂ 2 y0 ∂ 2 y1 +ε 2 + ∂t2 ∂t∂τ ∂t2 y0 + ε ∂2 ∂2 ∂2 + 2ε + ε2 2 ∂t2 ∂t∂τ ∂τ y1 (3) ⇒ d2 y dt2 = + O(ε2 ) These derivatives will be used throughout the subsequent problem solutions. . for n ∈ N0 : ∂ 2 y0 ∂t2 O(1) : + y0 =0 (4) and O(ε) ⇒ O(ε) : : ∂ y0 2 ∂t∂τ + 2 ∂ 2 y1 ∂t2 + y1 − 2 ∂y0 ∂t 2 + y0 ∂y0 ∂t =0 = ∂y0 ∂ 2 y0 2 ∂y0 −2 − y0 ∂t ∂t∂τ ∂t (5) ∂ y1 ∂t2 + y1 Solving the order O(1) balance. . implying solutions of the form y0 (t. Problems and solutions 1. . a solution is seeked of the form y0 ∼ eλt . where it is found that solutions exist for λ = ±i. (Bender and Orszag Problem 11. Find the approach to this limit cycle using multiple-scale perturbation theory. .

if aR = bR . David Homework 5 – NEEP 548. (5): y0 ∂y0 ∂t ∂ 2 y0 ∂ 2 y0 = ∂t∂τ ∂τ ∂t So that the order O(ε) balance yields = A(τ )eit + A∗ (τ )e−it = i A(τ )eit − A∗ e−it = i ∂A it ∂A∗ −it e − e ∂τ ∂τ (6) (7) (8) 3 . That is. the most general form of the solution y may be expressed as y0 (t. Thus. Computing terms on the right-hand side of Eqn.Sirajuddin. τ ) = A(τ )eit + A∗ (τ )e−it The coefficient A(τ ) is chosen such that no secularities are present in the order O(ε) equation. ⇒ B(τ ) = A∗ (τ ) where A∗ (τ ) is the complex conjugate of A. the above statement can only be true if their coefficients vanish. Spring 2011 A(τ ) B(τ ) = = aR + iaI bR + ibI Invoking Euler’s formula allows the solution y0 to be stated as: y0 = (aR + iaI )(cos t + i sin t) + (bR + ibI )(cos t − i sin t) Enforcing real solutions implies the imaginary part of the above must independently vanish: Im [y0 ] = 0 0 = aI cos t + aR sin t + bI cos t − bR sin t = (aI + bI ) cos t + (aR − bR ) sin t Given that the functions cos t and sin t are linearly independent. aI = −bI .

and expressing the complex-valued function A(τ ) = R(τ )eiθ(τ ) . Spring 2011 O(ε) : ∂ 2 y1 + y1 ∂t2 = ∂y0 ∂ 2 y0 2 ∂y0 −2 − y0 ∂t ∂t∂τ ∂t ∂A it ∂A∗ −it e − e ∂τ ∂τ = i A(τ )eit − A∗ (τ )e−it − 2i − A(τ )eit + A∗ (τ )e−it 2 i A(τ )eit − A∗ e−it ∂A it ∂A∗ −it e − e ∂τ ∂τ = A2 e2it +2AA∗ +(A∗ )2 e−2it = i A(τ )eit − A∗ (τ )e−it − 2i £ £ −i(A2 e2it + 2AA∗ + (A∗ )2 e−2it ) A(τ )eit − A∗ e−it £ = Aeit − A∗ e−it − 2 ∂A it ∂A∗ −it e − e ∂τ ∂τ −(A2 e2it + 2AA∗ + (A∗ )2 e−2it ) Aeit − A∗ e−it = Aeit − A∗ e−it − 2 ∂A∗ −it ∂A it e +2 e ∂τ ∂τ −A3 e3it + A2 A∗ eit − 2A2 A∗ eit + 2A(A∗ )2 e−it − A(A∗ )2 e−it +(A∗ )3 e−3it = −A2 A∗ eit = A(A∗ )2 e−it = Aeit − A∗ e−it − 2 ∂ 2 y1 + y1 ∂t2 ∂A it ∂A∗ −it e +2 e − A3 e3it − A2 A∗ eit + A(A∗ )2 e−it + (A∗ )3 e−3it ∂τ ∂τ ∂A ∂A∗ − A2 A∗ eit + −A∗ + 2 + A(A∗ )2 e−it ∂τ ∂τ = (A∗ )3 e−3it − A3 e3it + A − 2 Noting that the homogeneous solution to this equation is y1 ∼ e±it . implies resonances are present in the above differential equation. these two equations are seen to redundant in that it may be shown upon multiplication of both equations by the imaginary number i that the two equations are complex conjugates of each other. Using the first equation.Sirajuddin. Thus. the coefficient A may be chosen such that these secularities vanish. The two homogeneous solutions y ∼ e±it provide two constraints: 0 0 = A−2 ∂A − A2 A∗ ∂τ ∂A∗ = −A∗ + 2 + A(A∗ )2 ∂τ However. either equation may be worked with to determine the coefficient function A(τ ). As per the procedure of multiple-scale analysis. David Homework 5 – NEEP 548. 4 .

5 . D. and E. David Homework 5 – NEEP 548. it is noted that the partial differential operators have been interchanged with ordinary operators in recognition that the functions R and θ are solely a function of the independent variable τ . giving two governing differential equations for the quantities R and θ: R−2 dR − R3 dτ dθ −2R dτ = = 0 0 (9) (10) For the arbitrary initial condition θ(0) = θ0 . dθ = 0 dτ dθ = 0. dτ ⇒ θ(τ ) = θ0 −2R R=0 The differential equation for R implies: dR dR − R3 dτ dR 2 dτ dR R(1 − R2 ) C DR + E + R 1 − R2 R−2 = = = = 0 R − R3 = R(1 − R2 ) 1 dτ 2 1 dτ 2 (11) Where in the final step. Spring 2011 0 = = = R(τ )eiθ(τ ) − 2 Reiθ − 2 Reiθ − 2 R−2 R−2 R−2 ∂ R(τ )eiθ(τ ) − R(τ )eiθ(τ ) ∂τ eiθ − R2 e2iθ eiθ − R3 eiθ . R ∈ R) 0 ⇒0 ⇒0 = = = dθ dR + iR dτ dτ dR − R3 dτ − 2iR Where in the second step. − R3 eiθ − R3 . (10) is solved. Eqn. a partial fractions decomposition is seeked in the to be determined coefficients C. The real and imaginary parts must vanish independently. dθ dτ (eiθ = 0) 2 R(τ )eiθ(τ ) ∗ dR dθ + iR dτ dτ dR dθ + iR dτ dτ dR dθ + iR dτ dτ R∗ e−iθ (R∗ = R.Sirajuddin.

F = constant G = eF = constant Letting τ = 0 gives the value of G in terms of the function value R(0) = R0 : G= Further. Eqn. 2 1 τ +F 2 Geτ /2 . (11) admits = 1 R + R 1 − R2 C DR + E + R 1 − R2 dR dR R + R 1 − R2 1 d ln R − ln(1 − R2 ) 2 1 ln R − ln(1 − R2 ) 2 R ln √ 1 − R2 R √ 1 − R2 dR = = = = = = 1 dτ 2 1 dτ 2 1 dτ 2 1 τ + F. Spring 2011 1 R(1 − R2 ) 1 1 1 Constructing coefficient equations: = C DR + E + R 1 − R2 = C(1 − R2 ) + (DR + E)R = C − CR2 + DR2 + ER = C + ER + (D − C)R2 O(1) O(R) O(R2 ) So that : : : 1 0 0 = C = E = D−C ⇒D =C =1 1 R(1 − R2 ) Then.Sirajuddin. the function R(τ ) may be obtained R0 2 1 − R0 6 . David Homework 5 – NEEP 548.

τ ) = 2R0 cos(θ0 + t) 2 e−τ + (1 − e−τ )R0 Recalling that τ = εt. . and that y(t) = y0 + εy1 + . while cos(θ0 + t) is oscillates between ±1. 2 −τ 1−R0 + 1 e R2 0 R2 (1 + G2 eτ ) ⇒ R2 2 1 − R0 1 = 2 G2 R0 = R2 ⇒ R(τ ) = = e−τ (1 e−τ 2 R0 2 2 − R0 ) + R0 2 R0 2 + (1 − e−τ )R0 R0 2 e−τ + (1 − e−τ )R0 Where the positive sign of the square root has been chosen in recognition that in the complex representation A = Reiθ . the full solution may be written down y(t) = 2R0 cos(θ0 + t) e−εt 2 + (1 − e−εt )R0 + O(ε) Where R0 and θ0 are constants which may be determined from initial conditions on the solution y(t) and its derivative. David Homework 5 – NEEP 548. it is seen that the solution y approaches a limit cycle 7 . Noting that e−εt → 0 as t → ∞. . the radius R is strictly positive..Sirajuddin. Thus. Spring 2011 √ R 1 − R2 R2 1 − R2 R2 = Geτ /2 = G2 eτ = G2 eτ (1 − R2 ) = G2 eτ G2 eτ = 1 + G2 eτ 1 = e−τ /G2 + 1 1 = . τ ) = = A(τ )eit + A∗ (τ )e−it R0 2 e−τ + (1 − e−τ )R0 ei(θ0 +t) + e−i(θ0 +t) = 2 cos(θ0 +t) y0 (t. the coefficient function A(τ ) = Reiθ = which allows the solution y(t) to be constructed: R0 e−τ 2 + (1 − e−τ )R0 eiθ0 y0 (t.

and are repeated here for convenience: 8 . . ε > 0] The leading-order behavior corresponds to the solution y0 in the expansion y(t) = y0 + εy1 + . (Bender and Orszag Problem 11. The solution of y0 is of the same general form as in problem 11.11. τ ) = A(τ )eit + A∗ (τ )e−it where A∗ is the complex conjugate of the coefficient A. (6). 1}: ∂ 2 y0 ∂t2 ∂ 2 y1 ∂t2 ∂ y1 ∂t2 2 O(1) O(ε) ⇒ O(ε) : : : ∂ 2 ∂τ y0 + ∂t 2 + y0 + y1 + + y1 ∂y0 2 ∂t y0 =0 =0 = −2 ∂ 2 y0 ∂y0 2 − y ∂τ ∂t ∂t 0 (12) (13) Solving Eqn. Inserting this expansion. as well as the general derivatives (2) and (3) into the differential equation gives 0 = y + y + εyy 2 ¨ ˙ ∂ 2 y0 ∂ 2 y1 ∂ 2 y0 +ε 2 + = ∂t2 ∂τ ∂t ∂t2 2 2 ∂ y0 ∂ 2 y1 ∂ y0 +ε 2 + = ∂t2 ∂τ ∂t ∂t2 ∂y0 +ε ∂t ∂y0 + y0 + εy1 + ε +ε ∂t + y0 + εy1 + ε ∂y0 ∂y1 + ∂τ ∂t ∂y0 ∂y1 + ∂τ ∂t (y0 + εy1 )2 2 2 (y0 + 2εy0 y1 + ε2 y1 ) Balancing terms in order O(εn ) for n = {0. . and (8).14 ) Use multiple-scale perturbation theory to find a leading-order approximation to y + y + εyy 2 = 0 [y(0) = 1. τ ) = A(τ )eit + B(τ )e−it where. as before. the coefficient functions A and B may be shown to be complex conjugates of each other. where the derivatives on the right-hand side of the order O(ε) balance were calculated as per Eqns. y(0) = ¨ ˙ ˙ 0. allowing y0 (t.Sirajuddin. (12) by seeking exponential solutions y0 ∼ eλt ⇒ λ = ±i admits the solutions y0 (t.. (7). 2. David Homework 5 – NEEP 548. Spring 2011 y0 (t → ∞) = = = t→∞ 2 e−εt + (1 − e−εt )R0 2R0 cos(θ0 + t) lim 2R0 cos(θ0 + t) y0 = 2 R0 & 2&0 cos(θ0 + t) R & R &0 2 cos(θ0 + t) So that the limit cycle approached is seen to be y(t → ∞) = 2 cos(θ0 + t) + O(ε) The limit cycle may be visualized in the phase plane of y and y .

0 0 = = 2 ∂A + A2 A∗ ∂τ ∂A∗ 2 + A(A∗ )2 ∂τ The two equations are seen to be redundant in that they are complex conjugates of each other. the first equation becomes 9 . Thus. (13) then yields. This may be seen more transparently by multiplying both equations by the imaginary number i followed by multiplying one of the equations by (−1). Spring 2011 y0 ∂y0 ∂t ∂ 2 y0 ∂ 2 y0 = ∂t∂τ ∂τ ∂t Inputing these terms into Eqn. Representing A as A = R(τ )eiθ(τ ) . David Homework 5 – NEEP 548. either equation may be used to find the function A. The coefficient A may be chosen to make these terms vanish by enforcing that the coefficients of these two solutions must vanish independently.Sirajuddin. the corresponding terms on the right-hand side of the above differential equation present artificial resonances (secularities). ∂ 2 y1 + y1 ∂t2 = = = A(τ )eit + A∗ (τ )e−it i A(τ )eit − A∗ (τ )e−it i ∂A it ∂A∗ −it e − e ∂τ ∂τ = = = = = = = ∂ 2 y1 + y1 ∂t2 = ∂ 2 y0 ∂y0 2 − y ∂τ ∂t ∂t 0 ∂A it ∂A∗ −it e − e − i Aeit − A∗ e−it (Aeit + A∗ e−it )2 −2i ∂τ ∂τ ∂A it ∂A∗ −it −2i e − e − i Aeit − A∗ e−it (A2 eit + 2AA∗ + (A∗ )2 e−2it ) £ £ ∂τ ∂τ ∂A it ∂A∗ −it −2 e − e − Aeit − A∗ e−it (A2 e2it + 2AA∗ + (A∗ )2 e−2it ) ∂τ ∂τ ∂A∗ −it ∂A it e +2 e − A3 e3it − 2A2 A∗ eit − A(A∗ )2 e−it + A2 A∗ eit + 2A(A∗ )2 e−it + (A∗ )3 e−3it −2 ∂τ ∂τ ∂A ∂A∗ (A∗ )3 e−3it − A3 e3it + −2 − 2A2 A∗ + A2 A∗ eit + 2 + 2A(A∗ )2 − A(A∗ )2 e−it ∂τ ∂τ ∂A∗ ∂A − A2 A∗ eit + 2 + A(A∗ )2 e−it (A∗ )3 e−3it − A3 e3it + −2 ∂τ ∂τ ∂A ∂A∗ (A∗ )3 e−3it − A3 e3it − 2 + A2 A∗ eit + 2 + A(A∗ )2 e−it ∂τ ∂τ −2 Noting that the homogeneous solution to this equation y1 ∼ e±it .

2 = τ + I. These conditions give two equations that may be used to determine the parameters R and θ: 0 0 The second equation gives: = = dR + R3 dτ dθ 2iR dτ 2 dθ = 0 dτ dθ = 0. R∗ = R dτ dτ dR dθ = 2 + iR + R3 eiθ dτ dτ dR dθ = 2 + iR + R3 . Letting τ = 0 above implies −2 I = R0 ⇒ 1 1 R2 τ + 1 =τ+ 2 = 0 2 R2 R0 R0 10 ⇒ R2 = 2 R0 τ 2 R0 +1 ⇒ R(τ ) = R0 2 1 + R0 τ .Sirajuddin. H = constant I = −2H The constant I may be determined in terms of an arbitrary initial function value R(τ = 0) = R0 . David Homework 5 – NEEP 548. eiθ = 0 dτ dτ dR dθ = 2 + R3 + 2iR dτ dτ = 2 ∗ The above statement is only true if both the real and imaginary parts vanish independently. R=0 dτ ⇒ θ(τ ) = θ0 = constant 2iR The remaining equation admits the solution for the radius R: 2 dR + R3 dτ dR R3 1 ⇒− 2 2R 1 R2 = 0 1 = − dτ 2 1 = − τ + H. Spring 2011 0 0 ∂A + A2 A∗ ∂τ 2 ∂ R(τ )eiθ(τ ) + R(τ )eiθ(τ ) R(τ )eiθ(τ ) = 2 ∂τ dR dθ = 2 + iR eiθ + (R2 e2iθ )R∗ e−iθ dτ dτ dR dθ = 2 + iR eiθ + R3 eiθ .

τ ) = (0. The initial conditions may be translated from y(t) to y0 (t. The two initial conditions may be summarized as y0 (0. 0). 0) = 1 ∂y0 (0. The initial condition on the leading order y0 (t. τ ) by truncating at order O(ε). 0) = 0 ∂t The first condition yields y0 (0. τ ) is found to be A(τ )eit + A ∗( τ )e−it R0 ei(θ0 +t) + e−i(θ0 +t) 2 1 + R0 τ = 2 cos(θ0 +t) R0 2 1 + R0 τ eiθ0 y0 (t. 0) = ∂t 0 = = ⇒ R0 sin θ0 0 Thus. The solution obtained corresponds to the leading-order y0 (t. ¨∂t = ∂y0 (0.τ )=(0. 0) = 1 = 2R0 cos θ0 While the second condition gives ∂y0 =0 ∂t ∂y0 ∂t ⇒ ∂ 2R0 cos(θ0 + t) 2 ∂t 1 + R0 τ 2 1 + R0 τ 2R0 sin θ0 √ − 1 −2R0 sin θ0 ⇒ R0 cos θ0 = 1 2 = = − 2R0 sin(θ0 + t) ∂y0 (0. Beginning with the initial condition on the time derivative: y(0) ≡ ˙ dy dt =0= (t. the parameters R0 and θ0 are determined by solving the set of simultaneous equations 11 .0) ∂τ ∂y0 ∂y0 ∂y0 (0.Sirajuddin. τ ) = = y0 (t. 0) + ∂t ∂t ∂t ∂t =ε = 0. it is noted that t = 0 ⇒ τ = εt = 0. τ ) = 2R0 cos(θ0 + t) 2 1 + R0 τ Recalling τ = εt. The coefficient function A may be then written as: A(τ ) = R(τ )eiθ(τ ) = And. 0) + O(ε) ∂t Where the notation above means evaluating the derivatives at (t. the solution y0 (t. truncate at order O(ε) ¨ ∂y0 ¨ ε ¨¨ 0) (0. τ ). 0) = (0. τ ) function directly translates by the prescription above. 0) + (0. The initial conditions are applied in full to the leading order approximation y0 while homogeneous initial conditions are enforced for higher order corrections. Spring 2011 Where the positive sign of the square root has been chosen as the radius R in the representation A(τ ) = R(τ eiθ(τ ) must be strictly positive. David Homework 5 – NEEP 548.

Thus. David Homework 5 – NEEP 548. τ ) Recalling the time τ = εt gives = cos t τ 1 + τ /4 2 cos t √ 4+τ 2 cos t y(t) = √ + O(ε) 4 + εt 12 . and that its value must be an even multiple of π. the positivity of the radius R0 gives a further restriction: θ0 = nπ.Sirajuddin. Given that the angle θ0 is present only in the argument of the complex exponential in the solution y(t). Spring 2011 R0 cos θ0 R0 sin θ0 Diving the second equation by the first admits = = 1 2 0 R0 sin θ0 R0 cos θ0 tan θ0 ⇒ θ0 = = 0 =0 1/2 0 n∈Z = nπ. τ ) = = 2 1 2 cos t 1 2 2 1+ = ⇒ y0 (t. the full solution y(t) may be expressed 2R0 cos(θ0 + t) 2 1 + R0 τ y0 (t. the value of n must be an even integer. the presence of the value θ0 = 2nπ in the solution produces no effective phase shift. no consequence is admitted by choosing θ0 = 0. With the values for R0 = 1/2 and θ0 = 0. Inputting this value of θ0 into the first equation yields the value of R0 1 2 1 2 cos θ0 1 2 cos nπ 1 (−1)n 2 1 2 R0 cos θ0 = = = = ⇒ R0 = where in the final step. n ∈ 2Z.

Carl M. New York: Springer 1999.. Spring 2011 References [1] Bender. Print. Multiple-scale Analysis. [2] Smith. David Homework 5 – NEEP 548. 29 Mar. NEEP 548: Engineering Analysis II. Lecture.Sirajuddin. Leslie. 2011. Madison.1). 2011 and 31 Mar. 13 . and Orszag Advanced Mathematical Methods for Scientists and Engineers: Asymptotic Methods and Perturbation Theory (v. University of Wisconsin.

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