Singular perturbation

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In mathematics, more precisely in perturbation theory, a singular perturbation problem is a problem containing a small parameter that cannot be approximated by setting the parameter value to zero. This is in contrast to regular perturbation problems, for which an approximation can be obtained by simply setting the small parameter to zero.

More precisely, the solution cannot be uniformly approximated by an asymptotic expansion

\varphi(x) \approx \sum_{n=0}^N \delta_n(\varepsilon) \psi_n(x) \,

as \varepsilon \to 0. Here \varepsilon is the small parameter of the problem and \delta_n(\varepsilon) are a sequence of functions of \varepsilon of increasing order, such as \delta_n(\varepsilon) = \varepsilon^n. This is in contrast to regular perturbation problems, for which a uniform approximation of this form can be obtained.

Singularly perturbed problems are generally characterized by dynamics operating on multiple scales. Several classes of singular perturbations are outlined below.

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[edit] Ordinary differential equations

Differential equations that contain a small parameter that premultiplies the highest order term typically exhibit boundary layers, so that the solution evolves in two different scales. For example, consider the boundary value problem

\begin{matrix} \varepsilon u^{\prime \prime }(x)+u^{\prime }(x) =-e^{-x},\ \ 0<x<1 \\ u(0) =0,\ \ u(1)=1. \end{matrix}

Its solution when \varepsilon=0.1 is the solid curve shown below. Note that the solution changes rapidly near the origin. If we naively set \varepsilon=0, we would get the solution labelled "outer" below which does not see the boundary layer at zero. For more details that show how to obtain the uniformly valid approximation, see method of matched asymptotic expansions.

Image:Matching.jpg

[edit] Examples in time

An electrically driven robot manipulator can have slower mechanical dynamics and faster electrical dynamics, thus exhibiting two time scales. In such cases, we can divide the system into two subsystems, one corresponding to faster dynamics and other corresponding to slower dynamics, and then design controllers for each one of them separately. Through a singular perturbation technique, we can make these two subsystems independent of each other, thereby simplifying the control problem.

Consider a class of system described by following set of equations:

\dot{x}_1 = f_1(x_1,x_2) + \varepsilon g_1(x_1,x_2,\varepsilon), \,
\varepsilon\dot{x}_2 = f_2(x_1,x_2) + \varepsilon g_2(x_1,x_2,\varepsilon), \,
x_1(0) = a_1, x_2(0) = a_2, \,

with 0<\varepsilon <\!\!< 1. The second equation indicates that the dynamics of x2 is much faster than that of x1. A certain mathematical theorem states that, with the correct conditions on the system, it will initially and very quickly approximate the solution to the equations

\dot{x}_1 = f_1(x_1,x_2), \,
f_2(x_1,x_2) = 0, \,
x_1(0)=a_1,\,

on some interval of time and that, as \varepsilon decreases toward zero, the system will approach the solution more closely in that same interval.[1]

[edit] Examples in space

In fluid mechanics, the properties of a slightly viscous fluid are dramatically different outside and inside a narrow boundary layer. Thus the fluid exhibits multiple spatial scales.

Reaction-diffusion systems in which one reagent diffuses much more slowly than another can form spatial patterns marked by areas where a reagent exists, and areas where it does not, with sharp transitions between them. In ecology, predator-prey models such as

u_t = \varepsilon u_{xx} + uf(u) - vg(u), \,
v_t = v_{xx} + vh(u), \,

where u is the prey and v is the predator, have been shown to exhibit such patterns. [2]

[edit] Algebraic equations

Consider the problem of finding all roots of the polynomial \varepsilon x^3-x^2+1. In the limit \varepsilon\to 0, this cubic degenerates into the quadratic 1 − x2 with roots at x = \pm 1. Singular perturbation analysis suggests that the cubic has another root x \approx 1/\varepsilon\,. Indeed, with \varepsilon = 0.1, the roots are -0.955, 1.057, and 9.898. With \varepsilon = 0.01, the roots are -0.995, 1.005, and 99.990. With \varepsilon = 0.001, the roots are -0.9995, 1.0005, and 999.999.

In a sense, the problem has two different scales: two of the roots converge to finite numbers as \varepsilon decreases, while the third becomes arbitrarily large.

[edit] Methods of analysis

A perturbed problem whose solution can be approximated on the whole problem domain, whether space or time, by a single asymptotic expansion has a regular perturbation. Most often in applications, an acceptable approximation to a regularly perturbed problem is found by simply replacing the small parameter \varepsilon by zero everywhere in the problem statement. This corresponds to taking only the first term of the expansion, yielding an approximation that converges, perhaps slowly, to the true solution as \varepsilon decreases. The solution to a singularly perturbed problem cannot be approximated in this way. As seen in the examples above, a singular perturbation generally occurs when a problem's small parameter multiplies its highest operator. Thus naively taking the parameter to be zero changes the very nature of the problem. In the case of differential equations, boundary conditions cannot be satisfied; in algebraic equations, the possible number of solutions is decreased.

Singular perturbation theory is a rich and ongoing area of exploration for mathematicians, physicists, and other researchers. The methods used to tackle problems in this field are many. The more basic of these include the method of matched asymptotic expansions and WKB approximation for spatial problems, and in time, the Poincaré-Lindstedt method, the method of multiple scales and periodic averaging.

For books on singular perturbation in ODE and PDE's, see for example [3] [4] [5]. A very readable introduction can also be found in [6].

[edit] References

  1. ^ Ferdinand Verhulst. Methods and Applications of Singular Perturbations: Boundary Layers and Multiple Timescale Dynamics, Springer, 2005. ISBN 0-387-22966-3.
  2. ^ M. R. Owen and M. A. Lewis. How Predation can Slow, Stop, or Reverse a Prey Invasion, Bulletin of Mathematical Biology (2001) 63, 655-684.
  3. ^ M.H. Holmes, Introduction to Perturbation Methods
  4. ^ E.J. Hinch, Perturbation methods
  5. ^ Bender and Orszag, Advanced Mathematical Methods for Scientists and Engineers
  6. ^ Michael J. Ward, course notes on Asymptotic methods, http://www.math.ubc.ca/~ward/teaching/math550.html</a>
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