Questions tagged [perturbation-theory]

Perturbation theory describes a range of tools and techniques to find approximate solutions to problems containing small parameters.

Introduction

Perturbation theory exploits small parameters to find approximate solutions to complicated equations. It can be applied to algebraic equations, difference equations, and ordinary and partial differential equations, including boundary value problems.

An Example

For example, consider the quadratic equation $$ x^2+\epsilon x-1=0, $$ where $\epsilon$ is a very small number. The solution for $\epsilon=0$ is simply $x=\pm 1$, however we assume $x$ can be expanded as an asymptotic series in powers of $\epsilon$, as $x=x_0+\epsilon x_1+\epsilon^2x_2+\ldots$. Then the equations becomes, to $O(\epsilon^2)$, $$ x_0^2+2\epsilon x_0x_1+\epsilon^2(x_1^2+2x_0x_2)+\epsilon x_0+\epsilon^2 x_1-1=0. $$ We solve the equation for each power of $\epsilon$, starting with $O(1)$ terms, $$ x_0^2-1=0\Rightarrow x_0=\pm1,$$ which is what we had for $\epsilon=0$. Then, at $O(\epsilon)$, we have $$ 2x_0x_1+x_0=0\Rightarrow \pm2x_1\pm1=0\Rightarrow x_1=-\frac{1}{2}. $$ We can continue this process indefinitely, for example the $O(\epsilon^2)$ solution is $x_2=\pm 1/8$. We can use these solutions to write $x$ as $$ x=\pm1-\frac{\epsilon}{2}\pm\frac{\epsilon^2}{8}+O(\epsilon^3), $$ and since $\epsilon$ is small, the higher-order correction terms have a very small effect.

Further reading

  • Advanced Mathematical Methods for Scientists and Engineers, Bender and Orszag
  • Perturbation Methods in Applied Mathematics, Kevorkian and Cole
  • Applied Asymptotic Analysis, Miller, GSM 75
  • Multiple Time Scale Dynamics, Kuehn
849 questions
3
votes
0 answers

How to use weakly nonlinear analysis?

I'm doing a PhD and my work so far has involved linear stability analysis. I believe I have a grasp on that. Now, however, my supervisor wants me to work with weakly nonlinear analysis, that is, keeping terms $\mathcal{O}(\epsilon^2)$ (where…
3
votes
0 answers

Matched asymptotic expansion with interior layer (corner layer?)

I am given with the following: $$\epsilon y'' + e^x (xy' -y ) = x^2,\quad -1
3
votes
1 answer

What exactly is outer/inner region and outer/inner solution?

I have been searching in some literature and Wikipedia about the definition or explanation of outer region, outer solution, inner region and inner solution of boundary layer theory, perturbation theory and asymptotic matching. But I could not find…
user71346
  • 4,171
3
votes
2 answers

Finding an asymptotic expansion for $\displaystyle \int_0^\infty t \exp(-(t-xt^{-1})^2) \ dt$ as $x\to0$.

I am looking to find the first few terms in an asymptotic expansion for the integral $$ \int_{0}^{\infty}t \exp\left(-\left[t-xt^{-1}\right]^{2}\right)\,\mathrm{d}t \quad\mbox{as}\quad x \to 0 $$ I am also told that Euler's constant $\gamma$ should…
wrb98
  • 1,295
3
votes
3 answers

Why do the coefficients of a equation, expressed in terms of a small parameter epsilon, have to be 0?

I have trouble understanding this very elementary example of perturbation theory, especially the part marked in red ("It is because epsilon is variable that we can conclude that the coefficient of each power of epsilon in (7.1.5) is separately equal…
ensbana
  • 2,277
2
votes
3 answers

Using multiple scale method the first term expansion for large $t$, $\epsilon y'' +y' +y =0; \ \ \ t>0$

Find the first term expansion of the solutions of the following problem that is valid for large $t$, $\epsilon y'' +y' +y =0; \ \ \ t>0$ Regular expansion: Let us assume \begin{eqnarray} y(t) \sim y_0(t) + \epsilon y_1(t)+ ... .…
Miti
  • 41
2
votes
0 answers

Perturbation on eigenvalues of symmetric matrix

I have some issue understanding some steps of this notes, pag 5: We want to understand the eigenvalues of the perturbed symmetric matrix $(A+\epsilon B)$. The original matrix $A$ has eigenvalues $\lambda_i$ and $x_i$. The perturbation is a symmetric…
2
votes
1 answer

Solving non-linear differential equations

When a nonlinear differential equation cannot be solved exactly, an approximate way is to consider the unknown function as a combination of its equilibrium value plus a small deviation from equilibrium value and then putting it back into the…
bubucodex
  • 121
2
votes
2 answers

A perturbed function has a stationary point, while the unperturbed has not

I am looking for extrema of the function $$ B(x,y) = \frac{1}{x} \Big[ F(y) - \epsilon [\log(x-y) +1] \Big]$$ limited to the the domain $\Omega = \{y \ge 0, x \geq y\} $ $F$ is a twice differentiable function such that $F(0) = 0$ and having one…
An aedonist
  • 2,568
2
votes
0 answers

Approximate solution of algebraic equations when order is large parameter

I am interested in obtaining an approximate solution of $$x^n(x - (a+1)) + a = 0$$ where $x$ is allowed to be complex and we want asymptotics as $n \to \infty$. I have been unable to find methods to deal with this since the perturbation theory of…
2
votes
0 answers

Perturbation Expansion

So I have this question in one of my exercises; Determine explicitly the first three terms in the expansions of the three roots of $x^3− \epsilon (x^2)−\epsilon^2$. Notice here the equation doesn't equate to zero. If it did I would go about doing…
2
votes
1 answer

Converting a cubic to a perturbation problem

I'm trying to learn about Perturbation, but feel like I'm confused before I've even started. Right now I'm focused on using them to find solutions to polynomial equations. The initial example I've been given has $x^3 - 4.001x + 0.002 = 0$, the…
MissGeek
  • 123
2
votes
1 answer

Integral expansion using the Watson's lemma

Given the integral: $$I(s)=\int_{-a}^a \exp\{s \cos(t)\}dt$$ is it possible to find an expansion of $I(s)$ using the Watson's lemma? Thanks in advance.
1
vote
0 answers

Expansion of $y=\sqrt{1+x+\frac{\varepsilon}{\varepsilon+x}}$

I'm reading "Introduction to Perturbation Methods", Second Edition, by Mark H. Holmes. In ch 2.2.5 "Matching Revisit" it explains the approach to match the outer and boundary layer solutions, and I got lost in the Example of (2.20)…
athos
  • 5,177
1
vote
1 answer

Can we say anything about how $\delta x$ and $\delta y$ are related to each other?

I have an equation of the form $$\frac{x^2}{y} = F(r), $$ where F is a function of $r$. This equation has a solution $r(x,y)$. Suppose we perturb this solution to $r(x + \delta x, y + \delta y)$ for small $\delta x$ and $\delta y$. Can we say…
1
2 3 4