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Lecture 2: Time-dependent pertubation theory

and secular terms


Learning outcomes: By the end of this lecture, the students should be able to
recognise secular terms as a cause for nonuniform perturbative expansions,
dene a uniform asymptotic expansion,
improve perturbative expansions by means of renormalisation or the method of
strained parameters,
derive approximate solutions to dierential equations with oscillating solutions using
variation of parameters and temporal averaging.
I. EXAMPLE: WEAKLY ANHARMONIC OSCILLATOR
Ordinary dierential equations arise in virtually all areas of physics. In most cases,
these equations cannot be solved exactly, but perturbation theory can be used to obtain an
approximate solution. As an example, consider the motion of a classical mass m at position
x moves under the inuence of a weakly nonlinear spring with anharmonic potential
V (x) =
1
2
kx
2
_
1 +

2
x
2
a
2
0
_
where k the Hookean a spring constant, a
0
is a characteristic length scale of the of the
anharmonic potential and is a small dimensionless parameter describing the strength of
the latter. The equation of motion for this system is
m x
2
= V

(x) = kx
_
1 +
x
2
a
2
0
_
.
We choose the particle to be initially at some position x(0) =x
0
and at rest x(0) =0. This
simple nonlinear ordinary dierential equation is known as the Dung equation. To solve
it, we rst bring it into a simpler form by introducing the dimensionless variable u =x/a
0
and dening
0
=
_
k/m:
u +
2
0
u +
2
0
u
3
= 0 with u(0) = a, u(0) = 0 .
where a = x
0
/a
0
.
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We try to nd a perturbative solution as an asymptotic series in powers of the small
parameter :
u(t) =

n=0
u
n
(t)
n
.
Substituting this Poincare-type expansion into the Dung equation and equating powers of
, we nd the leading-order equation
u
0
+
2
0
u
0
= 0 with u
0
(0) = a, u
0
(0) = 0
and its rst-order correction
u
1
+
2
0
u
1
=
2
0
u
3
0
with u
1
(0) = 0, u
1
(0) = 0 .
The zero-order equation is that of an undamped, free harmonic oscillator with solution
u
0
(t) = a cos(
0
t).
We substitute it into the rst-order equation and make use of the identity cos
3
=
3
4
cos +
1
4
cos(3), which follows from taking the real part of e
3i
=(cos +i sin )
3
. The result is an
equation for a driven harmonic oscillator,
u
1
(t) +
2
0
u
1
(t) =

2
0
a
3
4
[3 cos(
0
t) + cos(3
0
t)] with u
0
(0) = 0, u
0
(0) = 0 .
The solution to this inhomogeneous second-order dierential equation can be obtained via
the method of variation of parameters. It reads
u
1
(t) =
a
3
32
[cos(
0
t) cos(3
0
t)]
3a
3
8

0
t sin(
0
t) .
Up to rst-order perturbation theory, the solution to the Dung equation is hence
u(t) = a cos(
0
t) a
3
_
1
32
[cos(
0
t) cos(3
0
t)]
3
8

0
t sin(
0
t)
_
+ O(
2
) .
The weak nonlinearity of the spring seems to have to eects on the oscillator: It leads
to the generation of higher harmonics cos(3
0
t) and it give rise to a linearly growing term,
which is due to the resonant driving term
3
4

2
0
a
3
cos(
0
t) on the right-hand side of the
rst-order equation. In particular, the solution is unbounded in the limit t . Is this
a genuine feature or an indication that our simple perturbative approach has failed? The
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latter is the case, since energy conservation prohibits unbounded solutions. Multiplying the
Dung equation by x and integrating over t, we nd that the total energy
E =
1
2
m x
2
+ V (x)
is a conserved quantity, i.e.,
u
2
+
2
0
u
2
+

2

2
0
u
4
=
2
0
a
2
+

2

2
0
a
4
remains constant at all times, showing that u(t) must be bounded. An unbounded, unphys-
ical term arising in time-dependent perturbation theory is called secular term. Before
solving the problem posed by secular terms, let us quantify it by introducing some general
notions.
II. DEFINITION: UNIFORM ASYMPTOTIC EXPANSION
The perturbative solution for the Dung equation obtained in the previous part is an
example for a non-uniform asymptotic expansion. It can be dened by introducing the big-O
and little-o notations for functions of two variables
Denition. The notation f(x, ) = O(g(x, )) for 0 means that there are nite real
constants M and
0
such that |f(x, )| M|g(x, )| <
0
.
The notation f(x, ) = o(g(x, )) for 0 means for every constant > 0 there is a
constant
0
such that |f(x)| |g(x)| <
0
.
We say that these relations hold uniformly if M and
0
are independent of x.
Examples: sin(x + )=O(1) uniformly, e
x
1=O() nonuniformly.
These denitions immediately imply what is meant by a uniform asymptotic expansion:
Denition. A uniform asymptotic expansion to order
n
(x, ) of a function f(x, ) is
a series

n
j=1
f
j
(x)
j
() such that
f(x, ) =
n

j=1
f
j
(x)
j
() + O(
j+1
()) for 0 (j = 1, 2, . . . n).
holds uniformly. Otherwise, the series is called a nonuniform asymptotic expansion.
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Remarks: Our perturbative expansion of the Dung equation is nonuniform due to the
unbounded domain for t. Alternatively, perturbative solutions to dierential equations can
become nonuniform if the perturbative parameter appears as a factor in front of the highest
derivative or if the dierential equation exhibits a singularity.
III. RENORMALISATION
Returning to our example, we combine the secular term in our solution with the zero-
order contribution to write a[cos(
0
t)
3
8
a
2

0
t sin(
0
t)]. Can this term be simplied in any
way by using the addition theorem cos(x+y) =cos xcos ysin xsin y? Indeed it can: If we
write
3
8
a
2

0
t sin
_
3
8
a
2

0
t
_
and 1cos
_
3
8
a
2

0
t
_
, we nd
a
_
cos(
0
t)
3
8
a
2

0
t sin(
0
t)

= a
_
cos
_
3
8
a
2

0
t
_
cos(
0
t) sin
_
3
8
a
2

0
t
_
sin(
0
t)

+O(
2
)
= a cos(t) + O(
2
)
with =
0
_
1 +
3
8
a
2

_
. This modication, which is correct up to the considered order
O(
2
), will lead to a uniform perturbative expansion. To achieve this, we have introduced a
parameter into the solution, which is given by an expansion in terms of the perturbative
parameter . This is the essence of the renormalisation technique for removing secular terms:
Method (Renormalisation). Suppose that we are trying to solve a dierential equation
u +
2
0
u
2
= f(u, u).
with u=u(t) for some small parameter where a Poincare-type perturbative expansion
u(t)

n=0
u
n
(t)
n
is nonuniform. A uniform expansion can then be obtained by introducing a new variable
s=t with

n=0

n
,
expanding
u(s/)

n=0
u
n
(s/)
n
in terms of and determining
n
such that secular terms are cancelled.
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Example: Returning to our example of a weakly anharmonic oscillator, we introduce a new
variable s=t with =
0
+
1
+O(
2
) such that

0
t =

0

s =
_
1

1

_
s + O(
2
) .
Substituting this into our Poincare-type perturbative solution and expanding in terms of ,
we nd
u(s) = a cos(s) + a

1

0
s sin s a
3
_
1
32
[cos s cos(3s)]
3
8
s sin(s)
_
+ O(
2
) .
The secular term is cancelled if
1
=
3
8
a
2

0
. Resubstituting s=t, we then have the uniform
asymptotic expansion
u(t) = a cos(t) a
3 1
32
[cos(t) cos(3t)] + O(
2
) .
with =
0
_
1+
3
8
a
2

_
.
Remarks: The renormalisation technique can be used quite generally whenever the solution
from a direct perturbative expansion contains a parameter that might be changed by the
perturbation. Examples could be frequency, wave number, wave speed, energy level etc.
Renormalisation is commonly used in quantum eld theories.
IV. METHOD OF STRAINED PARAMETERS
Following the renormalisation technique, we have rst obtained a perturbative solution of
the simple Poincare type and then removed secular terms by applying a change of variables to
this solution. Alternatively, one can perform a change of variables from the very beginning.
This is the central idea of the LindstedtPoincare method:
Method (LindstedtPoincare method). Suppose that we are trying to solve a dierential
equation
u +
2
0
u
2
= f(u, u).
with u=u(t) for some small parameter where a Poincare-type perturbative expansion
u(t)

n=0
u
n
(t)
n
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is nonuniform. A uniform expansion can then be obtained by introducing a new variable
s=t with

n=0

n
and solving the transformed equation

2
u

(s) +
2
0
u
2
(s) = f[u(s), u(s)]
by means of a Poincare-type expansion:
u(s)

n=0
u
n
(s)
n
.
Here, both and u(s) are expanded simultaneously and the
n
have to be determined such
that secular terms are avoided.
Example: In terms of the transformed variable s =t, the Dung equation assumes the
form

2
u

(s) +
2
0
u
2
(s)u +
2
0
u
3
(s) = 0 with u(0) = a, u

(0) = 0 .
Inserting the expansions u(s)=u
0
(s)+u
1
(s) +O(
2
) and =
0
+
1
+O(
2
), and collecting
equal powers of , we nd the leading-order equation
u

0
(s) + u
0
(s) = 0 with u
0
(0) = a, u

0
(0) = 0
and the rst-order correction
u

1
(s) + u
1
(s) = u
3
0
(s) 2

1

0
u

0
(s) with u
1
(0) = 0, u

1
(0) = 0 .
With the solution
u
0
(s) = a cos(s)
to the zero-order equation, the rst-order equation reads
u

1
(s) + u
1
(s) =
a
3
4
[3 cos(s) + cos(3s)] + 2a

1

0
cos(s) with u
0
(0) = 0, u

0
(0) = 0 ,
recall that cos
3
=
3
4
cos +
1
4
cos(3). The resonant driving terms proportional to cos(s) can
be cancelled by choosing
1
=
3
8
a
2

0
. The resulting rst-order equation
u

1
(s) + u
1
(s) =
a
3
4
cos(3s) with u
0
(0) = 0, u

0
(0) = 0 ,
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is easily solved by an ansatz u
1
(s)=c cos(3s), leading to
u
1
(s) =
a
3
32
cos(3s) .
Combining the zero- and rst-order solutions and resubstituting s =t, we again nd the
uniform expansion
u(t) = a cos(t) a
3 1
32
[cos(t) cos(3t)] + O(
2
) .
Remarks: At rst glance, the renormalisation technique seems to be the simpler option,
because involves a variable substitution applied to the end result of a simple Poincare-type
expansion. The LindstedtPoicare method requires a variable transformation at a much
earlier stage. This seeming complication has the advantage that we remove resonant driving
terms as a cause for secular terms, tackling the problem at an earlier stage with the benet
of a much simplied dierential equation.
Note that standard perturbation theory of quantum mechanics is an example of the
LindstedtPoicare method where both the solutions to a dierential equation (the eigen-
states) and a parameter (the eigenenergy) are perturbed. As the parameter perturbations
are not independent, but must be suitable chosen to obtain a uniform expansion, the method
is also known as the method of strained parameters. As a more powerful alternative,
one can use a more general coordinate transformation t =

n=0

n
(s)
n
where the straining
functions
n
(s) are determined such that a uniform expansion is obtained. This is called the
Lighthill technique or method of strained coordinates.
V. VARIATION OF PARAMETERS AND TEMPORAL AVERAGING
So far, our approximative methods have been improvements of the straightforward
Poincare-type perturbative expansions which have led to systematic asymptotic series in
terms of . We now turn to an approximate method that aims at preserving the physical
behaviour of solutions and which is particularly useful when these solutions are expected to
contain both fast oscillations and slowly evolving components.
We again consider a dierential equation of the type
u +
2
0
u
2
= f(u, u).
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This time, we start from the general solution to the unperturbed equation ( = 0), which
reads
u
0
(t) = a cos(
0
t +
0
)
where the parameters amplitude a and initial phase
0
are determined by the initial con-
ditions. We now assume that an approximate solution to the perturbed equation has the
same form, but with slowly varying functions a=a(t) and
0
=
0
(t):
u(t) = a(t) cos[
0
t +
0
(t)] .
This approach is know as variation of parameters and is commonly used to solve inhomoge-
neous linear dierential equations. As we have introduced two functions a(t) and
0
(t) to
parametrise one solution, we are free to impose a constraint. We demand that u(t) has the
same value as in the unperturbed case,
u(t) =
0
a(t) sin[
0
t +
0
(t)] .
Evaluating this derivative explicitly,
u(t) = a(t) cos[
0
t +
0
(t)]
0
a(t) sin[
0
t +
0
(t)]

0
(t)a(t) sin[
0
t +
0
(t)] ,
our constraint takes the explicit form
a cos

0
a sin = 0
with (t)=
0
t +
0
(t). Calculating
u(t) =
0
a(t) sin[
0
t +
0
(t)]
2
0
a(t) cos[
0
t +
0
(t)]
0

0
(t)a(t) cos[
0
t +
0
(t)] ,
the original dierential equation reads

0
a sin +
0

0
a cos = f(a cos ,
0
a sin ) .
Solving this equation, together with the constraint for a and

0
, we nd
a =
1

0
sin f(a cos ,
0
a sin ) ,

0
=
1
a
0
cos f(a cos ,
0
a sin ) .
To leading order in , we may use our zero-order solution on the right-hand side of these
equations,
0
t. This means that a(t) and
0
(t) do not vary much during one free
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oscillation period T =2/
0
and we may replace the right-hand sides by their time average
over one period:
sin f(a cos ,
0
a sin )
1
T
_
T
0
dt sin(
0
t)f[a cos(
0
t),
0
a sin(
0
t)]
=
1
2
_
2
0
d sin f(a cos ,
0
a sin ) ,
cos f(a cos ,
0
a sin )
1
2
_
2
0
d cos f(a cos ,
0
a sin ) .
with this approximation, we obtain:
Method (Variation of parameters and temporal averaging). An approximate solution to the
dierential equation
u +
2
0
u
2
= f(u, u)
with small is given by
u(t) =
0
a(t) sin[
0
t +
0
(t)] + O()
where the slowly varying parameters a(t) and
0
(t) are solutions to
a =
1
2
0
_
2
0
d sin f(a cos ,
0
a sin ) ,

0
=
1
2a
0
_
2
0
d cos f(a cos ,
0
a sin ) .
This method is also known as the Kyrilov-Bogoliubov technique.
Example: For the weakly anharmonic oscillator, the equations for amplitude and phase
read
a =
a
3

0
2
_
2
0
d sin cos
3
= 0 ,

0
=
a
2

0
2
_
2
0
d cos
4
=
3
8
a
2

0
.
These equations are solved by a(t)=a
0
and (t)=
3
8
a
2

0
t, so that
u(t) = a
0
cos
_

0
_
1 +
3
8
a
2

_
t

+ O() .
We note that the amplitude and phase behaviour are faithfully represented by our solution,
while the higher-harmonic has been lost due to our temporal averaging procedure.
Remarks: The WKB-approximation used for solving quantum scattering problems is based
on very similar ideas, but applied to a spatial rather then temporal coordinate.
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FURTHER READING
Perturbation Methods, A. H. Nayfeh, Chaps. 3 and 5, pp. 56-109, 159-227 (Wiley-VCH,
Weinheim, 2004).
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