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Lindsay A. Skinner

Lindsay A. Skinner

Department of Mathematical Sciences

University of Wisconsin - Milwaukee

Milwaukee, Wisconsin 53201

USA

skinner4@cox.net

DOI 10.1007/978-1-4419-9958-0

Springer New York Dordrecht Heidelberg London

Library of Congress Control Number: 2011928077

All rights reserved. This work may not be translated or copied in whole or in part without the written

permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York,

NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in

connection with any form of information storage and retrieval, electronic adaptation, computer software,

or by similar or dissimilar methodology now known or hereafter developed is forbidden.

The use in this publication of trade names, trademarks, service marks, and similar terms, even if they

are not identified as such, is not to be taken as an expression of opinion as to whether or not they are

subject to proprietary rights.

Preface

There are many ne books on singular perturbation theory and how to solve

singular perturbation problems. Many readers of this book will already be

familiar with one or more of them. What distinguishes this book from the

others is its rigorous development and rigorous application of the method of

matched asymptotic expansions. The point of view is that certain functions

have a certain structure for which this method is valid and these are precisely

the kinds of functions that arise in a wide variety of dierential equation and

integration problems.

This book is intended to serve primarily as a supplement or follow-up to

a typical rst year graduate course in asymptotic and perturbation analysis.

Hopefully it will also prove to be a valuable companion to all those who do,

or wish to do, rigorous work in the eld. The basic theory for the book is

presented in Chapter 1. Then there are four chapters in which this theory is

applied to a sequence of ordinary dierential equation problems. There are

a number of previously unpublished results. One of these is the uniformly

valid expansion at the end of Chapter 4 for a problem involving logarithms

once studied by L. E. Fraenkel. Another is the unexpectedly simple uniformly

valid Bessel function expansion established at the end of Chapter 3. All the

dierential equations chosen for study in the text are linear, but this is not

because of any limitation of the theory. Indeed, much has been done, and

much more can be done, in applying the theory to nonlinear problems, as

noted in Exercise 3.2, for example.

Another unique feature of this book is its inclusion of several Maple pro-

grams for computing the terms of the various asymptotic expansions that

arise in solving the problems. Developing these was a nice break from the

otherwise sometimes tedious hard analysis in the book. They could well have

just been designated as exercises, indeed a few have been, but at the same

time, until one gets familiar with symbolic programming, there is nothing like

having a few model programs around to show the way, or at least a possible

way. Studying the programs will also reveal some mathematical manipula-

tions that are not fully developed within the text itself.

v

vi Preface

My proof that the solution to Problem C is uniformly of order one, and the

use of this fact to complete the solution to Problem C, is essentially due to

R. E. OMalley, Jr., as described in Section 5.4 of [12], the book by D. R.

Smith, although a dierent approach to this problem, one comparable to mine

for Problems D, E and I, is used by OMalley in [7]. Also, the inclusion of

Problem D, which serves as a nice transition from Problem C to Problem E,

comes about as a result of my having rst seen it discussed in [12]. Problem

G is the one previously studied by L. E. Fraenkel. From his work in Part

II of [3] I saw how to prove my asymptotic results for this problem by rst

establishing a convergent series solution. Similarly, I rst became aware of

the intriguing Problem I by reading J. Kevorkians account of it in the 1981

version of [5]. My own work on it began in [11]. My analysis for Problem B

is an outgrowth of results presented in [8].

All of this started for me with the publication of the rst edition of [13], the

wonderful little book by Milton Van Dyke, in which the idea that matching

was somehow just a counting game and not an idea dependent on notions of

overlapping domains of validity rst became apparent. L. E. Fraenkels three

paper series, which came soon after, was the rst to try to show that the

reason this counting game works is a consequence of function structure. The

present book is an outgrowth of my attempts to clarify this connection and

to build on it.

A recurring theme in the book is that for each problem we rst establish

the form of a uniformly valid asymptotic expansion for its solution. Then,

knowing this form, we are able to proceed to calculate the appropriate inner

and outer expansions from the dierential equation for the problem, and

thus determine the terms of the uniformly valid expansion. Of course, when

a problem is new, one is likely to proceed dierently. I discovered the form

of the uniformly valid asymptotic expansion for the solution to Problem G,

for example, by rst calculating a few terms of its inner expansion, just a

power series if the initial conditions are treated as parameters, and then

examining the outer expansions of these terms. Once I had this uniformly

valid form, then from it the form of the outer expansion of the solution,

together with the required matching conditions for it, was readily determined.

There was no need for any kind of special matching considerations due to

the logarithms. In determing uniformly valid expansions for the solutions to

Problem H and Problem I, an important bit of insight, also a key step in [9],

was to factor out the oscillatory parts, as they do not have matching inner

and outer expansions.

At the end of each chapter there are exercises to do. Some of them demon-

strate results in the chapter, some ll in missing steps in the chapter, and

some are included to prepare for the next chapter. Of course, everyone is

encouraged to work all the exercises and, indeed, to add their own. Readers

interested in just a basic understanding, however, need only read Chapter 1,

possibly work Exercises 1.2 and 1.3, then read Section 2.1 and work Exercise

Preface vii

2.1. Finally they should read Section 3.1, maybe work Exercise 3.1, and get

some experience with the Maple program for Problem C.

Lindsay A. Skinner

San Diego, California

Contents

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.2 Uniform Expansion Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

1.3 Some Calculations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.4 The Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

1.5 Computer Calculation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.6 Two Corollaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

2.1 Problem A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2.2 Problem B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

2.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

3.1 Problem C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

3.2 Problem D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

3.3 Problem E, Part 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

3.4 Problem E, Part 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38

3.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

4 Logarithm Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

4.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

4.2 Problem F . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

4.3 Problem G, Part 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58

4.4 Problem G, Part 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63

4.5 Problem G, Part 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

4.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

ix

x Contents

5 Oscillation Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

5.1 Problem H . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

5.2 Problem I, Part 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74

5.3 Problem I, Part 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

5.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

Chapter 1

Uniform Expansion Theory

1.1 Introduction

if z(x, 0) fails to approximate z(x, ) for all x of interest when is small.

Uniformly valid approximations for such functions can often be found by

the so-called method of matched asymptotic expansions. The purpose of this

book is to present a rigorous development of this method and its application

to integral and dierential equation problems.

Suppose, for example, that z(x, ) = 1/(x + 2x3 + ) and suppose we wish

to estimate 1

F () = z(x, ) dx (1.1)

0

for 0 < << 1. Away from x = 0, if is small enough, we can neglect it

compared to x and x3 , and approximate z(x, ) by z(x, 0) = 1/(x+2x3 ). Near

x = 0, on the other hand, x3 is negligible compared to x, so z(x, ) is approx-

imately 1/(x + ). Furthermore, away from x = 0, 1/(x + ) is approximately

1/x, and near x = 0, 1/(x + 2x3 ) is approximately 1/x. In a mouthful, the

near x = 0 approximation of the away from x = 0 approximation of z(x, )

matches the away from x = 0 approximation of the near x = 0 approximation

of z(x, ). An important consequence of this apparent coincidence is that the

composite function

1 1 1

c(x, ) = + (1.2)

x + x + 2x3 x

has the same approximations near x = 0 and away from x = 0 as z(x, ). In

fact we are about to prove the precise statement,

Springer Science+Business Media, LLC 2011

2 1 Uniform Expansion Theory

10

Fig. 1.1 Graph of z(x, ) together with the approximations 1/(x + ), 1/(x + 2x3 ) and

c(x, ) when = 0.1.

and B such that |z(x, ) c(x, )| B for all (x, ) [0, 1] (0, o ].

From the integral of c(x, ), and the fact that ln(1 + ) = O() as 0+ ,

it follows from (1.3) that

along with z(x, ) and c(x, ), for = 0.1.

N times on the open interval (0, 1) and each derivative extends continuously

to [0, 1]. If f (x) C N ([0, 1]) for all N 0, we say f (x) C ([0, 1]). A basic

asymptotic result is that if f (x) C N ([0, 1]), then

N1

f (x) = f [n] (0)xn + O(xN ) (1.5)

n=0

1

d n

on the interval [0, 1], where f [n] (x) = n! dx f (x). Indeed, f (x) C N ([0, 1])

implies

1.2 Uniform Expansion Theorem 3

N 1

(x) = xN f (x) f [n] (0)xn (1.6)

n=0

f [N] (0). We will also say f (x) C N ([1, ]) if f(x) C N ([0, 1]), where

f(x) = f (1/x). When this is the case, (1.5) holds on [0, 1] with f in place of

f , and if we substitute x = 1/X, we get

N1

f (X) = f[n] (0)X n + O(X N ) (1.7)

n=0

f (X) and there-

[n] [n] [n] 1

2 d

n

fore f (0) = f (), where f (X) = n! X dX f (X). This nota-

tion readily extends to functions of more than one variable. In particular, for

m, n 0,

m n

[m,n] 1 2

f (x, X) = X f (x, X) (1.8)

m!n! x X

and we say f (x, X) C N ([0, 1] [0, ]) if both f (x, X) and f(x, X) are in

C N ([0, 1] [0, 1]), where f(x, X) = f (x, 1/X).

We are going to be dealing with functions y(x, ) that are, for some o > 0,

expressible in the form y(x, ) = f (x, x/) for all (x, ) [0, 1] (0, o ], where

f (x, X) C ([0, 1] [0, ]). If y(x, ) is one of these functions, then for any

(0, 1) and any N 1,

N1

ON y(x, ) = (/x)n f [0,n] (x, ). (1.10)

n=0

N 1

f (x, X) X n f [0,n] (x, )

BN X N (1.11)

n=0

N 1

f (x, x/) (/x)n f [0,n] (x, )

CN N (1.12)

n=0

4 1 Uniform Expansion Theory

function ON y(x, ) is called the N -term outer expansion of y(x, ). Of course,

xn f [0,n] (x, ) = y [0,n] (x, 0).

In addition to (1.9), for any (0, o ] and integer M 1,

as x 0+ , where

M 1

IM y(x, ) = xm f [m,0] (0, x/). (1.14)

m=0

We call IM y(x, ) the M -term inner expansion of y(x, ). Note that it is the

rst M terms in the power series expansion of Y (X, ) = y(X, ) as 0+ ,

assuming X > 0, followed by the substitution X = x/. Applying this idea

to ON y(x, ) leads to

M 1

N1

IM ON y(x, ) = xm (/x)n f [m,n] (0, ). (1.15)

m=0 n=0

x > 0, yields

N 1

M 1

ON IM y(x, ) = (/x)n xm f [m,n] (0, ). (1.16)

n=0 m=0

that ON IM ON y(x, ) = IM ON y(x, ) and I M ON IM y(x, ) = ON IM y(x, ).

Therefore the N -term composite function CN y(x, ) = [ON +IN ON IN ]y(x, )

has the same M -term inner and outer expansions, for any M N , as y(x, ).

In addition, note that ON IN y(x, ) can be divided into a part which is nite

at x = 0 and a part which equals 0 at x = . The rst of these parts is

N 1

N 1

N1

m

(/x)n xm f [m,n] (0, ) = m (x/)m (/x)n f [m,n] (0, ).

n=0 m=n m=0 n=0

(1.17)

Thus it is clear that

N1

CN y(x, ) = n [un (x) + vn (x/)], (1.18)

n=0

where

n1

un (x) = xn f [0,n] (x, ) xm f [m,n] (0, ) , (1.19)

m=0

1.3 Some Calculations 5

m

vm (X) = X m f [m,0] (0, X) X n f [m,n] (0, ) . (1.20)

n=0

Also, f (x, X) C ([0, 1] [0, ]) implies un (x) C ([0, 1]) and vm (X)

C ([0, ]). We can now state the theorem that is the basis for all our work

in this text.

Theorem 1. If for some o > 0, y(x, ) = f (x, x/) for all (x, ) [0, 1]

(0, o ], where f (x, X) C 2N ([0, 1] [0, ]), then

N1

y(x, ) = n [un (x) + vn (x/)] + O(N ) (1.21)

n=0

dened by (1.19) and (1.20).

Before turning to the proof of Theorem 1, let us see how it applies to the

problem of Section 1.1. If we let y(x, ) = z(x, ), then y(x, ) = f (x, x/),

where f (x, X) = 1/[1 + X(1 + 2x2 )], and obviously f (x, X) C ([0, 1]

[0, ]). From

/(x + 2x3 )

y(x, ) = (1.22)

1 + /(x + 2x3 )

for x = 0, it is apparent that

N1

n

ON y(x, ) = (1)n+1 . (1.23)

n=1

(x + 2x3 )n

In particular,

O1 y(x, ) = 0, O2 y(x, ) = . (1.24)

x + 2x3

Similarly,

1/(1 + X)

y(X, ) = , (1.25)

1 + 22 X 3 /(1 + X)

so we have

1

I1 y(x, ) = I2 y(x, ) = . (1.26)

1 + x/

Next, from either (1.24) or (1.26) we get

6 1 Uniform Expansion Theory

[C2 C1 ]y(x, ) = 3

, (1.28)

x + 2x x

and therefore u1 (x) = 2x/(1 + 2x2 ), v1 (X) = 0. Thus we see by Theorem 1

with N = 2 that

1 2x

y(x, ) = + O(2 ), (1.29)

1 + x/ 1 + 2x2

fundamental result.

Lemma 1. If f (x, X) C 0 ([0, 1][0, ]), then f (x, x/) = (x, x/) + o(1),

where (x, X) = f (x, ) + f (0, X) f (0, ), uniformly as 0+ for

0 x 1.

Proof. Let > 0 be given. Then there exists > 0 such that |f (x, X)

f (0, X)| < whenever (x, X) [0, ] [0, ]. Therefore

for all (x, ) [0, ](0, ]. Similarly, there exists > 0 such that |f (x, X)

f (x, )| < whenever (x, X) [0, 1] [, ], and therefore

for all (x, ) [, 1] (0, d], where d = /. Together, (1.30) and (1.31) show

that |f (x, x/) (x, x/)| < 2 whenever (x, ) [0, 1] (0, d].

C 2N ([0, 1] [0, ]) implies the slightly stronger statement

N

f (x, x/) = n [un (x) + vn (x/)] + o(N ) (1.32)

n=0

is true for N = 0. Assume it is true for N = M > 0 and assume

f (x, X) C 2(M +1) ([0, 1] [0, ]). Then g(x, X) = X[f (x, X) f (x, )]

is in C 2M +1 ([0, 1] [0, ]), and hence h(x, X) C 2M ([0, 1] [0, ]), where

h(x, X) = x1 [g(x, X) g(0, X)]. Therefore

1.5 Computer Calculation 7

M

h(x, x/) = n [un (x) + vn (x/)] + o(M ) (1.33)

n=0

n1

un (x) = xn h[0,n] (x, ) xm h[m,n] (0, ) , (1.34)

m=0

m

vm (X) = X m h[m,0] (0, X) X n h[m,n] (0, ) , (1.35)

n=0

into (1.33),

M

f (x, x/) = (x, x/) + n [un (x) + vn (x/)] + o(M +1 ). (1.37)

n=0

Similarly,

Thus we see un (x) = un+1 (x) and vm (X) = vm+1 (X), and therefore (1.37)

is the same as (1.32) with N = M + 1.

Calculating more than a few terms in the uniform expansion (1.21) for most

any y(x, ) = f (x, x/) quickly becomes tedious work. One of our objectives

in this book is to encourage the use of computer algebra software to do cal-

culations like this for us. We will be doing this using the well-known product

called Maple. As our rst example, starting on a blank Maple worksheet, for

the function y(x, ) = /( + x + 2x3 ) of Section 1.3, by entering the sequence

of commands

y := ( + x + 2x3 )1 ; N := 4;

8 1 Uniform Expansion Theory

series(y, = 0, N );

ON y := convert(%, polynom);

series(subs(x = X, y), = 0, N );

IN y := convert(%, polynom);

series(subs(x = X, ON y), = 0, N );

IN ON y := convert(%, polynom);

series(subs(X = 1 x, IN y), = 0, N + 1);

ON IN y := convert(%, polynom);

I4 O4 y(x, ). Notice though that in the series command to determine ON IN y

with N = 4 we had to ask for N + 1 terms. This is because of the way series

deals with removable singularities. Other values of N may require making

other adjustments, as may other functions, y(x, ).

Continuing on the same worksheet, if we now enter

for n from 0 to N 1 do

expand(xn coe (ON IN y, , n));

series(%, x = 0, n);

coe (ON y, , n) xn convert(%, polynom);

un := simplify(%);

end do;

1.3, the new results

u2 (x) = , u3 (x) = . (1.40)

(1 + 2x2 )2 (1 + 2x2 )3

The idea in this second step is to capture the sum in (1.19) from the coe-

cient of n in ON IN y(x, ) as it appears in (1.16). We used Maples expand

command to convert xn times this coecient into a polynomial and thus

avoid another removable singularity problem. By similar reasoning, looking

at (1.15) and the sum in (1.20), if we add

for m from 0 to N 1 do

expand(X m coe (IN ON y, , m));

series(%, X = , m + 1);

coe (IN y, , m) X m convert(%, polynom);

vm := simplify(%);

end do;

we immediately get

1 2(3X + 2)

v0 (X) = , v1 (X) = 0, v2 (X) = , v3 (X) = 0. (1.41)

1+X (1 + X)2

1.6 Two Corollaries 9

(1.1), concluding this computation with

int(subs(X = 1 x, CN y), x = 0..1) assuming > 0;

F := series(1 %, = 0, N );

yields

where a = 43 + 3 2 2 arctan 2 and b = 59

18

+ 3 ln 3. Note that we had to ask

for 4 terms in the series command for F () in order not to miss a possible

3 ln(1/) contribution.

to add to Theorem 1. It often happens that y(x, ) = f (x, x/, ) for 0 x

1, 0 < o , where f (x, X, ) C ([0, 1] [0, ] [0, o ]). Then, of course,

N 1

f (x, X, ) = n f [0,0,n] (x, X, 0) + O(N ) (1.43)

n=0

N 1

y(x, ) = n f [0,0,n] (x, x/, 0) + O(N ) (1.44)

n=0

f [0,0,n] (x, x/, 0).

Corollary 1. If y(x, ) = f (x, x/, ) for all (x, ) [0, 1] (0, o ], where

f (x, X, ) C ([0, 1] [0, ] [0, o ]) and o > 0, then for any N 0,

N1

y(x, ) = n [un (x) + vn (x/)] + O(N ) (1.45)

n=0

C ([0, ]), vn () = 0, and, as in Theorem 1, the sum in (1.45) is the

combination CN y(x, ) = [ON + IN ON IN ]y(x, ) of the outer and inner

expansions

10 1 Uniform Expansion Theory

N 1

ON y(x, ) = n yn (x), (1.46)

n=0

N 1

IN y(x, ) = n Yn (x/), (1.47)

n=0

where, Yn (X) = Y [0,n] (X, 0), Y (X, ) = y(X, ). Also, for any M, N 1,

ON IM y(x, ) = IM ON y(x, ).

Proof. From (1.44) and Theorem 1, it is easy to see (1.45) holds with

k [m,n]

n1

[0,n]

uk (x) = xn gkn (x, ) gkn (0, )xm , (1.48)

n=0 m=0

k

m

[m,0] [m,n]

vk (X) = X gkm (0, X)

m

gkm (0, )X n , (1.49)

m=0 n=0

where gk (x, X) = f [0,0,k] (x, X, 0), and it is clear that uk (x) C ([0, 1]),

vk (X) C ([0, ]) and vk () = 0. For the (independent) determination

of these functions by outer and inner expansions, we defer to Exercise 1.3 at

the end of the chapter.

It often happens too that we have y(x, ) = f (x, x/, ) and f (x, X, ) =

o(X ) as X . That is, f [0,n,0] (x, , ) = 0 for all n 0, which means

ON y(x, ) = 0 for all N 1. Also, additional parameters may be present and

of course we are not restricted to the interval 0 x 1. We will need the

following, for example, in which x is the additional parameter, in the next

chapter.

Corollary 2. If y(x, t, ) = f (x, t, t/, ) , where f (x, t, T, ) C ([0, xo ]

[0, x] [0, ] [0, o ]) for some o , xo > 0, and if f [0,0,n,0] (x, t, , ) = 0

for all n 0, then for any N 0,

N

y(x, t, ) = n [0,0,n] (x, t/, 0) + O(N +1 ) (1.50)

n=0

f (x, T, T, ).

1.7 Exercises 11

1.7 Exercises

1.1. We noted in Section 1.2 that y(x, ) = f (x, x/), where f (x, X)

C ([0, 1] [0, ]), implies y(x, ) = ON y(x, ) + O(N ) uniformly on

[, 1] for any (0, 1). In light of Theorem 1 this also means [IN

ON IN ]y(x, ) = O(N ) on [, 1]. Show directly from(1.14) and (1.15) that

in fact [IN ON IN ]y(x, ) = O(N ) uniformly on [, c] for any c > > 0.

+ x2

y(x, ) = (1.51)

+ 2 + x + 2x3

and that

u0 (x) = y0 (x), u1 (x) = y1 (x) 1/x, u2 (x) = y2 (x) 1/x + 1/x2 , (1.53)

and

Complete the calculation of un (x) and vn (X) for 0 n 2, and show that

1

y(x, ) dx = a+ ln(1/)b+2 ln(1/)+c2 43 ln(1/)+O(3 ), (1.55)

0

where a = 14 ln 3, b = 1

6 + 1

2 ln 3 + 4

2 7

arctan 2, c = 18 1

2 ln 3 +

5 2

4

arctan 2.

N 1

N 1

y1 (x, ) = n un (x), y2 (x, ) = n vn (x/) (1.56)

n=0 n=0

OM IN y2 (x, ). Also, IN OM IN y2 (x, ) = OM IN y2 (x, ), and so on.

2 2

F () = m+1

tm eat eb(tt ) dt. (1.57)

0

12 1 Uniform Expansion Theory

1

1

F () = f (s, s/) ds, (1.58)

0

where = 2 , f (s, S) = S m eSu(s) , u(s) = as + b(1 s). Since u(s) > 0 for

0 s 1, it follows, as in Corollary 2, that for any N 0,

N 1

f (s, s/) = n [0,n] (s/, 0) + O(N ) (1.59)

n=0

[0,n] (s/, 0) ds = o( ). (1.60)

1

N1

F () = cn 2n + O( 2N ) (1.61)

n=0

as , where

(m + 2n)! (a b)n

cn = (1)n . (1.62)

n! bm+2n

What if m is not an integer?

F () = eh(z) g(z) dz, (1.63)

C

where C is the straight line from the origin to a point zo = ro eio and g(z),

h(z) are analytic on C. Assume Re[h(z)] > 0 on C, except h[k] (0) = 0 for

0 k m 1 and o is such that = Re[eimo h[m] (0)] > 0, where m 1.

Observe that these assumptions imply the real part of u(r) = r m h(rei0 )

exceeds zero for 0 r ro , and therefore

ro

F () = f (r, r/) dr, (1.64)

0

C ([0, ro ] [0, ]), so we can apply Theorem 1. Furthermore, as in Exercise

1.4, f [0,n] (r, ) = 0 for all n 0, and therefore

N

f (r, r/) = n [0,n] (r/, 0) + O(N+1 ), (1.65)

n=0

1.7 Exercises 13

where (R, ) = f (R, R). Also as in Exercise 1.4, [0,n] (R, 0) is bounded by

a polynomial times a decreasing exponential, in this case exp(Rm ), and

therefore

[0,n] (r/, 0) dr = o( ). (1.66)

ro

N1

F () = n [0,n] (R, 0) dR + O(N+1 ). (1.67)

n=0 0

m

In other words, if (Z, ) = g(Z)eh(Z)/ , then

N1 eio

F () = n

[0,n] (Z, 0) dZ + O(N +1 ), (1.68)

n=0 0

[m]

(0)Z m

and [0,n] (Z, 0) is a polynomial times eh .

+i

1

J () = eh(z) dz, (1.69)

2i i

i

eh(z) dz = o( ) (1.70)

xo i

two integrals of the form assumed in the previous exercise, one with o = /3,

the other with o = /3, and both with m = 3. Show further that these

two integrals can be combined to yield

N 1 ei/3

J () = n [0,n] (Z, 0) dZ + O(N +1 ), (1.71)

n=0 ei/3

an even function of , so half the terms in (1.71) equal zero. If we let

ei/3

1 1 3

an = Z n e 6 Z dZ, (1.72)

2i ei/3

for n 3. Use the Maple steps

14 1 Uniform Expansion Theory

series(e% , = 0, 40) : convert(%, polynom) :

w := simplify(% exp( 16 Z 3 )) :

P := subs( = 1, %) : N := degree(P ) :

a0 := A : a1 := B : a2 := 0 : w := A 1 + w :

for n from 3 to N do

an := 2 (n 2) an3 : w := subs(Z n = an , w) :

end do: w := series(w, = 0, 40);

1.7. Assume a(x, ) C ([0, 1] [0, o ]). Show there exists b(x, )

C ([0, 1] [0, o ]) and c() C ([0, o ]) such that, for > 0,

a(x, ) c()

= b(x, ) + . (1.73)

x+ x+

Of course, this is trivial if a(x, ) is a polynomial.

analysis in Section 2.1 of Part II of [3]. Note rst that if 0 < 1/2 x 1,

then /x 1/2 and therefore, in view of (1.11), assuming y(x, ) satises

the hypotheses of Theorem 1.1, y(x, ) = O2N y(x, ) + O(N ). Similarly,

IN y(x, ) = O2N IN y(x, ) + O(N ) for 0 < 1/2 x 1. Therefore y(x, ) =

CN y(x, ) + AN y(x, ) + O(N ) for 0 < 1/2 x 1, where AN y(x, ) =

[(O2N ON ) IN (O2N ON )]y(x, ). But a short calculation shows

2N

1

AN y(x, ) = xN (/x)n n (x), (1.74)

n=N

where

N1

n (x) = xN f [0,n] (x, ) xm f [m,n] (0, ) , (1.75)

m=0

for 0 < 1/2 x 1, since, in this case, xN (/x)n N for n N . An

analogous argument, beginning with y(x, ) = I2N y(x, ) + O(N ), shows

y(x, ) = CN y(x, ) + O(N ) as 0+ when 0 x 1/2 .

Chapter 2

First Order Dierential Equations

2.1 Problem A

The plan for this book is to apply the theory developed in Chapter 1 to a

sequence of more or less increasingly complex dierential equation problems.

We begin with

y + a(x, )y = b(x, ), (2.1)

where a(x, ), b(x, ) C ([0, 1][0, o ]) for some o > 0, and a(x, ) > 0. We

also assume y(0, ) = () C ([0, o ]). The problem is to asymptotically

approximate y(x, ) uniformly on 0 x 1 as 0+ . If we put z(x, ) =

y(x, ) (), then

x

1

z(x, ) = b(x t, )e[k(x,)k(xt,)]/ dt, (2.2)

0

x

k(x, ) = a(t, ) dt. (2.3)

0

[0, x][0, o ]. In particular, u(x, 0, ) = a(x, ) > 0. Thus we can rewrite (2.2)

as x

1

z(x, ) = f (x, t, t/, ) dt, (2.4)

0

where

f (x, t, T, ) = b(x t, )eT u(x,t,) , (2.5)

and we can apply Corollary 2. In terms of (x, T, ) = f (x, T, T, ), it follows

that

N

z(x, ) = n n (x, x/) + O(N ), (2.6)

n=0

Springer Science+Business Media, LLC 2011

16 2 First Order Dierential Equations

where X

n (x, X) = [0,0,n] (x, T, 0) dT. (2.7)

0

Furthermore,

[0,0,n] (x, T, 0) = pn (x, T )ea(x,0)T , (2.8)

where pn (x, T ) is a polynomial in T , and therefore n (x, X) C ([0, 1]

[0, ]). Hence, in accordance with Corollary 1, applied to the sum in (2.6),

we see y(x, ) = z(x, ) + () has a uniformly valid asymptotic expansion of

the form

N 1

y(x, ) = n [un (x) + vn (x/)] + O(N ), (2.9)

n=0

where un (x) C ([0, 1]), vn (X) C ([0, ]), vn () = 0, and these terms

From (2.6), we have O1 z(x, ) = 0 (x, ) and since p0 (x, T ) = b(x, 0), it

follows that

O1 z(x, ) = b(x, 0)/a(x, 0). (2.10)

Similarly,

Also C1 y(x, ) = C1 z(x, ) + (0). Hence, the rst terms of (2.9) are

u0 (x) = b(x, 0)/a(x, 0), v0 (X) = [(0) b(0, 0)/a(0, 0)]ea(0,0)X . (2.13)

for (2.9) directly from the dierential equation (2.1). For the N -term outer

expansion,

N1

ON y(x, ) = n yn (x), (2.14)

n=0

(2.1) implies

n

yn1 (x) + ank (x)yk (x) = bn (x), (2.15)

k=0

where an (x) = a[0,n] (x, 0), bn (x) = b[0,n] (x, 0). Similarly, for the N -term inner

expansion,

N1

IN y(x, ) = n Yn (x/), (2.16)

n=0

2.1 Problem A 17

y(X, ), then (2.1) becomes

Therefore,

n

Yn (X) + Ank (X)Yk (X) = Bn (X), (2.18)

k=0

where An (X) = A[0,n] (X, 0), Bn (X) = B [0,n] (X, 0). Also, y(0, ) = () im-

plies Yn (0) = [n] (0). For the actual calculations we oer our rst Maple

program.

ON y := sum(n yn , n = 0..N 1);

ON dy := sum(n dyn , n = 0..N 1);

ON eq := series( ON dy + a ON y b, = 0, N );

for k from 0 to N 1 do

temp := coe (ON eq, , k); yk := solve(temp = 0, yk );

dyk := di (yk, x); ON eq := subs(yk = yk, dyk = dyk, ON eq);

ON y := subs(yk = yk, ON y); print(uk = yk);

end do;

A := subs(x = X, a); B := subs(x = X, b);

IN y := sum(n Yn , n = 0..N 1);

IN dy := sum(n dYn , n = 0..N 1);

IN de := series(IN dy + A IN y B, = 0, N );

N := series(, = 0, N );

for k from 0 to N 1 do

temp := coe (IN de, , k);

de := subs(Yk = z(X), dYk = di (z(X), X), temp) = 0;

dsolve({de, z(0) = coe (N , , k)});

Y k := rhs(%); dY k := di (Y k, X);

IN de := subs(Yk = Y k, dYk = dY k, IN de); Yk := Y k;

end do;

IN ON y := series(subs(x = X, ON y), = 0, N );

for k from 0 to N 1 do

vk := Yk coe (IN ON y, , k);

print(vk = simplify(expand(vk)));

end do;

end proc:

This program solves for the N -term outer expansion of y(x, ) using (2.15)

and then computes the N -term inner expansion using (2.18). At the end, the

program computes IN ON y(x, ). Normally there would be the matter of sep-

arating IN ON y(x, ) into two parts to form the functions un (x) and vn (X).

18 2 First Order Dierential Equations

at x = 0 and therefore un (x) = yn (x). This also means vn (x/) is the coe-

cient of n in [IN IN ON ]y(x, ). As an example,

yields

1 x

u0 (x) = , u1 (x) = , (2.19)

(2 + x)2 (2 + x)4

and

1 1

v0 (X) = e2X , v1 (X) = (8 + 2X + X 2 )e2X . (2.20)

4 8

2.2 Problem B

Again we assume a(x, ), b(x, ) C ([0, 1][0, o ]) for some o > 0. We also

assume a(x, ) > 0 on [0, 1][0, o ], y(0, ) = (), where () C ([0, o ]),

and, without loss of generality, we assume a(0, 0) = 1. The essential dierence

here from Problem A is the factor of x multiplying a(x, ).

In place of (2.3), we now have

x

k(x, ) = ta(t, ) dt (2.22)

0

and therefore, as t 0+ ,

1

k(x t, 0) = k(x, 0) txa(x, 0) + t2 [a(x, 0) + xa[1,0] (x, 0)] + O(t3 ). (2.23)

2

If we put

then u(0, 0, 0) = 1/2 and therefore u(x, t, ) > 0 on [0, xo ] [0, x] [0, o ]

for some xo > 0, and possibly a smaller o > 0. Thus if we let z(x, ) =

y(x, ) () and b(x, ) = b(x, ) x()a(x, ), then

2.2 Problem B 19

x

2

z(x, ) = 1 f (x, t, t/, )et(xt)a(x,0)/ dt, (2.25)

0

where,

2

f (x, t, T, ) = b(x t, )eT u(x,t,)

, (2.26)

and we have f (x, t, T, ) C ([0, xo ] [0, x] [0, ] [0, o ]). Also

2

0 < et(xt)a(x,0)/ 1 (2.27)

for all (x, t, ) [0, 1] [0, x] (0, o ]. Hence, applying Corollary 2 with

(x, T, ) = f (x, T, T, ), from (2.25) we get

N

z(x, ) = n n (x, x/) + O(N ) (2.28)

n=0

X

n (x, X) = [0,0,n] (x, T, 0)eT (XT )a(x,0) dT. (2.29)

0

Also,

2

[0,0,n] (x, T, 0) = pn (x, T )eT u(x,0,0)

, (2.30)

where pn (x, T ) is a polynomial in T .

From Exercise 1.4, it is clear that

X

2

F (x, X) = T m eT u(x,0,0) T (XT )a(x,0)

e dT, (2.31)

0

C ([0, xo ] [0, ]) and thus from (2.28), by Corollary 1, we know y(x, )

has a uniformly valid expansion, at least for 0 x xo , of the form

N 1

y(x, ) = n [un (x) + vn (x/)] + O(N ). (2.32)

n=0

But also, from Problem A, we know that y(x, ) = ON y(x, ) + O(N ) uni-

formly as 0+ for xo x 1, since xa(x, ) > 0 for xo x 1. Further-

more, by Exercise 1.1, we know [IN ON IN ]y(x, ) = O(N ) for xo x 1.

Hence, in conclusion, y(x, ) has a uniformly valid expansion of the form

(2.32) as 0+ on the full interval 0 x 1, where un (x) C ([0, 1]),

vn (X) C ([0, ]), vn () = 0, and these functions can be determined by

computing the corresponding outer and inner expansions for y(x, ) directly

from the dierential equation (2.21).

20 2 First Order Dierential Equations

solve the associated sequence of dierential equations, quickly gets bogged

down with iterated error function integrals, so we have to help. It turns out

that at each stage the equation to solve has the form

1 2

Y + XY = (X) + (X)P (X) + (X)e 2 X , (2.33)

X

1 2 1 2

P (X) = e 2 X e 2 T dT. (2.34)

0

The solution to this equation has the same form as its right hand side. That

is,

1 2

Y (X) = p(X) + q(X)P (X) + r(X)e 2 X , (2.35)

where p(X), q(X), r(X) are polynomials. Indeed, if we substitute (2.35) into

(2.33), we nd

Therefore

X X

q(X) = q0 + (T ) dT, r(X) = r0 + (T ) dT, (2.37)

0 0

of s(X) = (X) q(X), then, to satisfy (2.36a), the degree of p(X) must be

d 1. Hence,

d1

d

p(X) = pn X n , s(X) = sn X n (2.38)

n=0 n=0

termines r0 . This is all incorporated into our Maple program for this problem.

ON y := sum(n yn , n = 0..N 1);

ON dy := sum(n dyn , n = 0..N 1);

ON eq := series(2 ON dy + x a ON y b, = 0, N );

for k from 0 to N 1 do

temp := coe (ON eq, , k); yk := solve(temp = 0, yk );

dyk := di (yk, x); ON eq := subs(yk = yk, dyk = dyk, ON eq);

2.2 Problem B 21

end do;

A := subs(x = X, a); B := subs(x = X, b);

IN y := sum(n Yn , n = 0..N 1);

N := series( , = 0, N );

rths := series(B I X A IN y + X IN y, = 0, N + 1);

for k from 0 to N 1 do

temp := coe (rths, , k);

qcut := int(subs(X = T, coe (temp, P )), T = 0..X);

s := coe (temp, I) qcut;

if s = 0 then d := 0; else d := degree(s); end if ;

pd := 0; pd+1 := 0;

for j from 0 to d 1 do

pdj1 := coe (s, X, d j) (d j + 1) pdj+1 ;

end do;

q := qcut + subs(X = 0, coe (temp, I)) p1 ;

r := coe (N , , k) p0 + int(subs(X = T, coe (temp, E)), T = 0..X);

p := sum(pn X n , n = 0..d 1);

Y k := p I + q P + r E;

rths := subs(Yk = Y k, rths); Yk := Y k;

end do;

series(subs(x = X, ON y), = 0, N ); IN ON y := convert(%, polynom);

vpart := sum(X n coe (IN ON y, X, n), n = 0..N );

upart := subs(X = 1 x, IN ON y vpart);

for k from 0 to N 1 do

uk := yk coe (upart, , k);

print(uk = simplify(uk)); uk := uk;

end do;

for k from 0 to N 1 do

vk := Yk I coe (vpart, , k);

print(vk = simplify(coe (vk, I) I + coe (vk, P ) P + coe (vk, E) E);

end do;

end proc:

In this program, the letters I, P , and E are used to denote 1, P (X), and

exp( 12 X 2 ), respectively. Also, we have used the fact that IN ON y(x, ) is at

most O(X N1 ) as X to split it into the two parts necessary to form

un (x) and vn (X) for n = 0 to N 1.

As an example, if we set

cx

y(x, ) = P (x/) + 2 v2 (x/) + 3 u3 (x) + O(4 ) (2.41)

1 + cx2

22 2 First Order Dierential Equations

with

c c2 x(3 + cx2 )

v2 (X) = [X + X 3 + (3 X 4 )P (X)], u3 (x) = . (2.42)

4 (1 + cx2 )3

As another, if

then

k gh

u0 (x) = 0, u1 (x) = , v0 (X) = hP (X), (2.44)

1 + gx

and

1 1 1 1 2

v1 (X) = gh(1 + X 2 ) ghX 3 P (X) + (2gh 3k)e 2 X . (2.45)

3 3 3

For

a graph of

C2 y(x, ) = P (x/) + [u1 (x) + v1 (x/)] (2.47)

when = 0.2 is shown in Figure 2.1, along with a portion of O2 y(x, ) and

Maples numerical solution of the dierential equation. In this last example,

0.8

0.6

0.4

0.2

Fig. 2.1 Numerical solution of (2.21) and asymptotic approximations of the solution when

a(x, ) = cos(x) + x, b(x, ) = cos(x), y(0, ) = 1 and = 0.2.

2.3 Exercises 23

1 1 1 5 1 2

u1 (x) = , v1 (X) = (1 + X 2 ) X 3 P (X) + e 2 X . (2.48)

cos(x) + x 3 3 3

2.3 Exercises

y + x(1 + x + )y = 2 + x2 , 1 x 2, (2.49)

2 + x2

y(x, ) = + e2(x1)/ + [u1 (x) + v1 ((x 1)/)] + O(2 ) (2.50)

x(1 + x)

for 1 x 2, where

2 4x + 3x2 + 2x3 + x4 + x5

u1 (x) = , (2.51)

x3 (1 + x)3

1

v1 (X) = (1 + 2X + 3X 2 )e2X . (2.52)

2

2.2. Note that An (X) and Bn (X) in (2.18) are polynomials and that therefore

Yn (X) = pn (X) + qn (X)exp[a(0, 0)X], where pn (X), qn (X) are polynomi-

als. Therefore vn (X) = qn (X)exp[a(0, 0)X], since vn () = 0. Furthermore,

n

vn (X) + Ank (X)vk (X) = 0, (2.53)

k=0

and vn (0) = [n] (0) un (0). Write a new, shorter Maple program for com-

puting the terms of (2.9).

2.3. Show that we could add 2 times c(x, ) C ([0, 1] [0, o ]), to xa(x, )

in (2.21) without upsetting the basic analysis, and modify the program P robB

appropriately to include it.

2 + x2 1 2

y(x, ) = e 2 (x/) + [u1 (x) + v1 (x/)] + O(2 ), (2.55)

1+x

24 2 First Order Dierential Equations

where

2 + x2 1 1 2

u1 (x) = , v1 (X) = 2P (X) + (12 + 3X 2 + 2X 3 )e 2 X . (2.56)

(1 + x)2 6

2.5. Suppose s(x) C ([0, 1]), s (x) > 0 and g(x, ) C ([0, 1] [0, o ])

for some o > 0. Let

x

F (x, ) = 1 e[s(x)s(t)]/ g(x, t) dt, (2.57)

0

1

G(x, ) = 1 e[s(x)s(t)]/ g(x, ) dt. (2.58)

x

From the analysis at the beginning of Section 2.1, we know F (x, ) has a

uniformly valid expansion of the form

N1

F (x, ) = n [un (x) + vn (x/)] + O(N ) (2.59)

n=0

2.2, vn (X) = o(X ) as X . Show that G(x, ) has a uniformly valid

expansion of the form

N1

G(x, ) = n [un (x) + wn ((1 x)/)] (2.60)

n=0

o(X ) as X . In particular,

u0 (x) = g(x, 0)/s (x), w0 (X) = es (1)X . (2.61)

2.6. Suppose g(x, t), h(x, t) C ([0, 1] [0, x]), h(x, t) > 0 for 0 < t

x 1, h(x, 0) = 0 for 0 x 1, and h[0,1] (x, 0) > 0 for 0 < x 1 but

h[0,1] (0, 0) = 0. Let

x

F (x, ) = eh(x,t) g(x, t) dt. (2.62)

0

2.3 Exercises 25

that as (x, t) (0, 0),

where we have begun using hij = h[i,j] (0, 0), gij = g [i,j] (0, 0), so it must be

that h11 x + h02 t 0 for 0 < t x 1.

Assume h11 > 0 and h02 > 0. If we let

u(x, t) = t2 [h(x, t) th[0,1] (x, 0)], a(x) = x1 h[0,1] (x, 0), (2.65)

then u(0, 0) > 0 and a(0) > 0, and hence there exists xo > 0 such that

u(x, t) > 0 on [0, xo ] [0, x] and a(x) > 0 on [0, xo ]. Therefore

x

F (x, ) = f (x, t, t/)exta(x) dt, (2.66)

0

where = 1/2 ,

2

f (x, t, T ) = eT u(x,t)

g(x, t) (2.67)

and f (x, t, T ) C ([0, xo ] [0, x] [0, ]). In addition, 0 < exta(x) 1

and thus, applying Corollary 2, with (x, T, ) = f (x, T, T ), we get

N 1

F (x, ) = n n (x, x/) + O(N ) (2.68)

n=1

X

n (x, X) = [0,0,n] (x, T, 0)eXT a(x) dT. (2.69)

0

each term of (2.68), and thereby determine

X

2

v1 (X) = g00 eh02 T h11 XT

dT, (2.71)

0

g(x, 0) g00

u2 (x) = , (2.72)

h[0,1] (x, 0) h11 x

and X

2

v2 (X) = p2 (X, T )eh02 T h11 XT

dT, (2.73)

0

26 2 First Order Dierential Equations

where

p2 (X, T ) = g10 + (g01 g00 h21 X 2 )T g00 h12 XT 2 g00 h03 T 3 . (2.74)

Note, furthermore, that for x > 0 the right side of (2.70) is asymptotically

equal to 2 [g(x, 0)/h[0,1] (x, 0)] + O(3 ), the beginning of its outer expansion,

and therefore, in view of (2.63), equation (2.70) actually holds uniformly for

0 x 1.

The result (2.32) for the solution to Problem B is an example of an ex-

pansion for a case of F (x, ) with h11 > 0 and h02 < 0.

Chapter 3

Second Order Dierential Equations

3.1 Problem C

y(1, ) = (). It will be assumed that a(x, ), b(x, ), c(x, ) C ([0, 1]

[0, o ]) and (), () C ([0, o ]) for some o > 0.

At rst we will ignore the condition y(1, ) = () and instead treat (3.1)

as an initial value problem with y [1,0] (0, ) = ()/ presumed given, where

() C ([0, o ]), in addition to y(0, ) = (). From our Problem A analysis

it is clear immediately that in the special case b(x, ) = a[1,0] (x, ) the solution

to this initial value problem has the asymptotic form

N 1

y(x, ) = n [un (x) + vn (x/)] + N RN (x, ), (3.2)

n=0

and RN (x, ) = O(1) uniformly as 0+ for 0 x 1. We are going to

prove that in fact this is true in general. First we will prove it for N = 0.

If we let g(x, ) = a[1,0] (x, ) b(x, ), then

x

y + a(x, )y = f (x, ) + g(t, )y(t, ) dt, (3.3)

0

where x

f (x, ) = () + a(0, )() + c(t, ) dt. (3.4)

0

Therefore, introducing

Springer Science+Business Media, LLC 2011

28 3 Second Order Dierential Equations

x

k(x, ) = a(t, ) dt, (3.5)

0

integral equation

x

y(x, ) = (x, ) + K(x, t, )y(t, ) dt, (3.6)

0

where x

1

(x, ) = () + e[k(x,)k(t,)]/ f (t, ) dt (3.7)

0

and x

K(x, t, ) = 1 g(t, ) e[k(x,)k(s,)]/ ds. (3.8)

t

Again as in Problem A, we know by Corollary 2 that

x

1

e[k(x,)k(t,)]/ dt = O(1) (3.9)

0

is uniformly O(1) as 0+ for 0 x 1, there exists M > 0 such that

|(x, )| M for all (x, ) [0, 1] (0, o ]. Similarly, |K(x, t, )| M for

all (x, t, ) [0, 1] [0, x] (0, o ]. Hence, by a simple Gronwall argument,

y(x, ) is uniformly O(1) as 0+ for 0 x 1. Indeed, for all (x, )

[0, 1] (0, o ], we have

x

|y(x, )| (x, ) = M + M |y(t, )| dt, (3.10)

0

|y(x, )| M eM x M eM .

It is easy to see what happens if we substitute (3.2) into (3.1). Let

an (x) = a[0,n] (x, 0), bn (x) = b[0,n] (x, 0) and cn (x) = c[0,n] (x, 0). Also

let A(X, ) = a(X, ), B(X, ) = b(X, ), An (X) = A[0,n] (X, 0) and

Bn (X) = B [0,n] (X, 0). Note, for example, that

N 1

N1

n

a(x, ) n un (x) = n ak (x)unk (x) + O(N ) (3.11)

n=0 n=0 k=0

o(X ) as X , Corollary 2 implies

N

N

n

a(x, ) n vn (x/) = n

Ak (x/)vnk (x/) + O(N +1 ) (3.12)

n=0 n=0 k=0

3.1 Problem C 29

n

n

un1 (x) + ak (x)unk (x) + bk (x)unk (x) = cn (x) (3.13)

k=0 k=0

for 0 n N 1 and

n

n1

vn (X) +

Ak (X)vnk (X) + Bk (X)vn1k (X) = 0, (3.14)

k=0 k=0

rN + a(x, )rN + b(x, )rN = N (x, ), (3.15)

0+ for 0 x 1.

To satisfy y(0, ) = () we require, according to (3.2), un (0)+vn (0) = n ,

where n = [n] (0), and this implies rN (0, ) = O(1). Also y [1,0] (0, ) =

[1,0]

1 () means un1 (0) + vn (0) = n , where n = [n] (0), so rN (0, ) =

O(1). Therefore, just as y(x, ) = O(1), it follows that rN (x, ) = O(1) uni-

formly as 0+ for 0 x 1. To complete the proof that the asymptotic

solution of the initial value problem for (3.1) has the stipulated form (3.2),

we need to conrm that vn (X) = o(X ) as X 0+ . But this follows

immediately from (3.14) once we assert vn () = 0.

Note that to calculate the terms of (3.2) we have to alternate back and

forth between (3.13) and (3.14), starting with (3.14), applying vn (0) =

n un1 (0), vn () = 0, rst with n = 0, then going to (3.13) with

un (0) = n vn (0), thereby determining v1 (0) = 1 u0 (0), and so on. For

the boundary value problem, on the other hand, to satisfy y(1, ) = (),

note that (3.2) implies un (1) = [n] (0), so un (x) for 0 n N 1

can be determined separately. Then vn (X) for 0 n N 1 follows

from (3.14) using vn (0) = n un (0), vn () = 0. The fact that, in-

deed, the boundary value problem for (3.1) has a solution of the form (3.2)

is conrmed by noting that the solution to the initial value problem has

the form y(x, ) = w(x, ) + ()z(x, ), where w(x, ) is the solution to

(3.1) satisfying w(0, ) = (), w (0, ) = 0 and z(x, ) is the solution to

z + a(x, )z + b(x, )z = 0 satisfying z(0, ) = 0, z (0, ) = 1/. In partic-

1

ular, therefore, z(1, 0) = [1/a0 (0)] exp 0 [b0 (x)/a0 (x)] dx, which is positive,

so we can assume o is such that z(1, ) > 0 on [0, o ], and thus the boundary

value problem for (3.1) is equivalent to the initial value problem dened by

taking () = [() w(1, )]/z(1, ). Note also that if, for the boundary

value problem, we choose () such that n = un (0), then vn (X) = 0. In

other words, the N-term outer expansion,

30 3 Second Order Dierential Equations

N 1

ON y(x, ) = n un (x) (3.16)

n=0

solution to (3.1).

Other strategies for calculating the terms of (3.2) are presented in the ex-

ercises. Below is a program for solving the boundary value problem based on

the above strategy.

P robC := proc(a, b, c, , , N )

N u := sum(n un , n = 0..N 1); N du := sum(n dun , n = 0..N 1);

N ddu := sum(n ddun , n = 0..N 1);

N ude := series( N ddu + a N du + b N u c, = 0, N );

N := series(, , 0, N ); N := series(, = 0, N );

for k from 0 to N 1 do

temp := coe (N ude, , k);

de := subs(uk = z(x), duk = di (z(x), x), dduk = di (z(x), x, x), temp);

bc := z(1) = coe (N , , k);

dsolve({de, bc}); uk := rhs(%); duk := di (uk, x); dduk := di (duk, x);

N ude := subs(uk = uk, duk = duk, dduk = dduk, N ude);

print(uk = simplify(uk)); uk := uk;

end do;

A := subs(x = X, a); B := subs(x = X, b);

N v := sum(n vn , n = 0..N 1); N dv := sum(n dvn , n = 0..N 1);

N ddv := sum(n ddvn , n = 0..N 1);

N vde := series(N ddv + A N dv + B N v, = 0, N );

for k from 0 to N 1 do

temp := coe (N vde, , k);

de := subs(vk = z(X), dvk = di (z(X), X), ddvk = di (z(X), X, X), temp);

bc := z(0) = coe (N , , k) subs(x = 0, uk ), z() = 0;

dsolve({de, bc}); vk := rhs(%); dvk := di (vk, X); ddvk := di (dvk, X);

N vde := subs(vk = vk, dvk = dvk, ddvk = ddvk, N vde);

print(vk = simplify(vk));

end do;

end proc:

3.2 Problem D

3.2 Problem D 31

C (([0, 1] [0, o ]) and (), () C ([0, o ]) for some o > 0. In ad-

dition, in this problem we assume b(x, ) > 0.

For the corresponding homogeneous dierential equation, c(x, ) = 0, if

we put

y(x, ) = es(x)/ z(x, ) (3.18)

and choose [s (x)]2 = b(x, 0), then

If we take s (x) to be the positive square root of b(x, 0), then (3.19) is a

case of Problem C and, as noted at the end of Section 3.1, then (3.19) has a

solution with a uniformly valid expansion as 0+ of the form

N1

z(x, ) = n zn (x) + O(N ), (3.21)

n=0

where zn (x) C ([0, 1]). If we also require z(0, 0) = 1, then z(0, ) > 0 for

> 0 suciently small.

Actually, a solution to (3.19) of the form (3.21) also exists if s (x) =

[b(x, 0)]1/2 . Indeed, in this case, simply replacing x by 1 x changes (3.19)

into another case of Problem C. Hence, to summarize, if we let

x

s(x) = [b(t, 0)]1/2 dt, (3.22)

0

(1)

yh (x, ) = es(x)/ z (1) (x, ), (3.23)

(2)

yh (x, ) = e[s(1)s(x)]/ z (2) (x, ), (3.24)

to the homogeneous dierential equation corresponding to (3.17), where for

(k) (k)

any N > 0, and certain zn (x) C ([0, 1]) with z0 (0) = 1,

N1

z (k) (x, ) = n zn(k) (x) + O(N ) (3.25)

n=0

uniformly as 0+ for 0 x 1.

The Wronskian of these two homogeneous equation solutions is W (x, ) =

W (0, )(x, ), where

32 3 Second Order Dierential Equations

x

a(t,) dt

(x, ) = e 0 (3.26)

and W (0, ) = 1 es(1)/ (), where () has an expansion in powers of

as 0+ . In particular, (0) = 2[b(0, 0)]1/2 . By the method of variation of

parameters, if we let

where (t, ) = c(t, )/[()(t, )], then the full dierential equation (3.17)

has a particular solution

where x

F (1) (x, ) = 1 e[s(x)s(t)]/ g (1) (x, t, ) dt, (3.30)

0

1

F (2) (x, ) = 1 e[s(t)s(x)]/ g (2) (x, t, ) dt. (3.31)

x

From Exercise 2.5, we know F (1) (x, ), F (2) (x, ) have uniformly valid

asymptotic expansions for 0 x 1, expressible as

N1

F (1) (x, ) = n [u(1) (1) N

n (x) + vn (x/)] + O( ), (3.32)

n=0

N 1

F (2) (x, ) = n [u(2) (2)

n (x) + vn ((1 x)/)] + O( ),

N

(3.33)

n=0

(k) (k) (k)

where un (x) C ([0, 1]), vn (X) C ([0, ]) and vn (X) = o(X ) as

(k)

X . In addition, there exists vh,n (X) C ([0, ]) such that

(1)

N1

(1)

yh (x, ) = n vh,n (x/) + O(N ), (3.34)

n=0

N 1

(2) (2)

yh (x, ) = n vh,n ((1 x)/) + O(N ) (3.35)

n=0

(k)

uniformly for 0 x 1 as 0+ , and vh,n (X) = o(X ) as X .

Putting all this together we see the solution to (3.17), namely yp (x, ) plus

(1) (2)

an -dependent linear combination of yh (x, ) and yh (x, ), subject to the

boundary conditions y(0, ) = (), y(1, ) = (), has a uniformly valid

expansion for 0 x 1 of the form

3.2 Problem D 33

N 1

y(x, ) = n [un (x) + vn (x/) + wn ((1 x)/)] + O(N ) (3.36)

n=0

Furthermore, as in Problem C, and also A, because we also have vn (X),

wn (X) = o(X ) as X , each set of terms in this expansion can be

determined separately. Indeed, with an (x) = a[0,n] (x, 0), bn (x) = b[0,n] (x, 0)

and cn (x) = c[0,n] (x, 0), it is clear that

n2

n

un2 (x) + ak (x)un2k (x) bk (x)unk (x) = cn (x). (3.37)

k=0 k=0

Also, in terms of An (X) = A[0,n] (X, 0), Bn (X) = B [0,n] (X, 0), where

A(X, ) = a(X, ), B(X, ) = b(X, ), we have

n1

n

vn (X) +

Ak (X)vn1k (X) Bk (X)vnk (X) = 0, (3.38)

k=0 k=0

then

n1

n1

wn (X)

Ak (X)wn1k (X) Bk (X)wnk (X) = 0, (3.39)

k=0 k=0

where, again, An (X) = A[0,n] (X, 0), Bn (X) = B [0,n] (X, 0). So, rst we

nd the outer expansion terms un (x) for 0 n N 1, beginning with

u0 (x) = c(x, 0)/b(x, 0), from (3.37). Then the (constant coecient) dier-

ential equations (3.38) and (3.39) can be solved successively, with the bound-

ary conditions vn (0) = [n] (0)un (0), wn (1) = [n] (0)un (1), together with

vn () = wn () = 0. A Maple program patterned after P robC is readily de-

vised to automate these calculations. To get more than a couple of terms,

however, Maple needs assistance like the assistance provided in P robB to

calculate vn (X) and wn (X). This issue comes up in the next section, too.

If a(x, ) = 1 + x, b(x, ) = 2 + x + , c(x, ) = 4x2 and () = 2,

() = 1/2, then

4x2 5

u0 (x) = , v0 (X) = 2e 2X

, w0 (X) = e 3X . (3.40)

2+x 6

with Maples numerical solution of (3.17) in this case and u0 (x) alone. The

same items are graphed in Figure 3.2 using = .30.

34 3 Second Order Dierential Equations

2.0

1.5

1.0

0.5

0.0

Fig. 3.1 Numerical solution to (3.17) and asymptotic approximations of the solution when

a(x, ) = 1 + x, b(x, ) = 2 + x + , c(x, ) = 4x2 , y(0, ) = 2, y(1, ) = 1/2 and = 0.15.

2.0

1.5

1.0

0.5

0.0

0.0 0.2 0.4 0.6 0.8 1.0

The problem for this section is a variation of Problem D in the same way Prob-

lem B is a variation of A. Assuming the functions a(x, ), c(x, ), d(x, )

C ([0, 1] [0, o ]) for some o > 0, we also assume 0 < b(x) C ([0, 1])

and, without loss of generality, set b(0) = 1. The dierential equation is

3.3 Problem E, Part 1 35

y(0, ) = (), y(1, ) = (), where (), () C ([0, o ]). We will start

with an analysis of the special case

2 y xy = d(x, ). (3.42)

For (3.42), the corresponding homogeneous equation has the two linearly

independent Airy function solutions

(1) (2)

yh (x, ) = Ai(x/2/3 ), yh (x, ) = e(2/3)/ Bi(x/2/3 ) (3.43)

and, knowing the Wronskian of Ai(X) and Bi(X) is 1/, it is readily veried

that

yp (x, ) = F (1) (x, ) + F (2) (x, ) (3.44)

is a particular solution to (3.42), where

x

F (1) (x, ) = Ai(x/2/3 ) d(t, )Bi(t/2/3 ) dt, (3.45)

0

1

F (2) (x, ) = Bi(x/2/3 ) d(t, )Ai(t/2/3 ) dt. (3.46)

x

If we let

3/2 3/2

g(X) = e(2/3)X Ai(X), h(X) = e(2/3)X Bi(X), (3.47)

and dene g(X) = g(X 4 ), h(X) = h(X 4 ), then g(X), h(X) C ([0, ]). If

we also let x = x1/4 , = 1/6 , and substitute t = t4 , then

x

F (1) (x, ) = g(x/) t, )h(t/)e(2/3)(x6 t6 )/6 dt,

d( (3.48)

0

1

F (2) (x, ) = h(x/) t, )g(t/)e(2/3)(x6 t6 )/6 dt,

d( (3.49)

x

1/6

t, ) = 4 t3 d(t4 , 6 ) C ([0, 1] [0, o ]). The asymptotic expan-

where d(

sion form of these two integrals is readily established.

By Corollary 1, there exists n (t) C ([0, 1]), n (T ) C ([0, ]) such

that for any N 0,

N1

t, )g(t/) =

d( n [n (t ) + n (t/)] + O(N ) (3.50)

n=0

uniformly for 0 t 1, and the same can be said for d( t, )h(t/). In turn,

the results of Exercise 3.5, applied with u(t) = n (t) and v(T ) = n (T ), show

(k) (k) (2)

there exists n (x) C ([0, 1]), n (X) C ([0, ]), and also n (X) =

36 3 Second Order Dierential Equations

N 1

F (1) (x, ) = g(x/) n [(1) (1) N

n (x) + n (x/)] + O( ), (3.51)

n=0

N1

F (2) (x, ) = h(x/) n [(2) (2) (2)

n (x) + n (x/) + n ((1 x)/)] + O( ).

N

n=0

(3.52)

From here, with a few additional applications of Theorem 1, it is clear that the

solution to (3.42) satisfying the boundary conditions y(0, ) = (), y(1, ) =

() has the asymptotic form

N 1

y(x, ) = n [un (x) + vn (x/) + wn ((1 x)/)] + O(N ), (3.53)

n=0

where un (x) C ([0, 1]), both vn (X), wn (X) C ([0, ]), and wn (X) =

(2)

o(X ) as X . For example, to deal with the contribution of yh (x, )

(2)

to (3.53), let t = 1 x and observe that yh (x, ) = f (t, t/, ), where

f (t, T, ) C ([0, 1/2] [0, ] [0, 1]). Thus we can apply Theorem 1 to

each f [0,0,n] (t, t/, 0) to see there exist polynomials pn (T ) such that for any

N 0,

N 1

(2)

yh (x, ) = n pn (t/)et/ + O(N ) (3.55)

n=0

+

the sum in (3.55) are uniformly o( ) for 1/2 t 1. Hence (3.55) holds

uniformly for the full interval, 0 x 1.

As in Problem D, the homogeneous version of (3.41), the full dierential

equation for Problem E, has a pair of linearly independent solutions express-

ible as

(1)

yh (x, ) = es(x)/ z (1) (x, ), (3.56)

(2)

yh (x, ) = e[s(1)s(x)]/ z (2) (x, ), (3.57)

where x

s(x) = [tb(t)]1/2 dt. (3.58)

0

[9] that if a(x, ) = 0, then for any N 0,

3.3 Problem E, Part 1 37

N1

z (k) (x, ) = n/6 [u(k) (k)

n (x) + vn (x/

2/3

)] + O(N/6 ), (3.59)

n=0

(k) (k)

where un (x4 ) C ([0, 1]) and vn (X 4 ) C ([0, ]). In Exercise 3.6,

we show that in fact this is true whether a(x, ) = 0 or not. Therefore, as

above for (3.42) and as in Problem D, we can use the method of variation

of parameters to obtain a particular solution of (3.41). It is also a straight-

forward matter to determine the asymptotic form of this solution, and the

homogeneous equation solutions (3.56) and (3.57).

Note that s(x) = x3/2 (x), where 0 < (x) C ([0, 1]), and again intro-

duce x = x1/4 to get s(x) = x6 (x), where (x) = (x4 ). Then, for example,

6

f (x, X) = eX (x) (k)

vn (X 4 ), (3.61)

N1

f (x, x/) = n [0,n] (x/, 0) + O(N ), (3.62)

n=0

x

6 6

F (x, ) = e(x/) (x)

u(t )e(t/) (t )

dt, (3.63)

0

where u(t ) C ([0, 1]), let t = t[(t )]1/6 , let t = (t ) denote the inverse of

this transformation, and let x = x[(x)]1/6 to obtain

x

(x/)6 6

F (x, ) = e g(t)e(t/) dt, (3.64)

0

N 1

F (x, ) = n [n (x) + n (x/)] + O(N ), (3.65)

n=0

for any N 0, where n (x) C ([0, 1]) and n (X) C ([0, ]). Also,

we can apply Theorem 1 to f (x, X) = n (X[(x)]1/6 ). Thus, ultimately,

we see the solution to the boundary value problem for (3.41) has the same

asymptotic form as the solution for the special case (3.42). That is, there

exists un (x), vn (X) and wn (X) such that, for any N 0,

38 3 Second Order Dierential Equations

N 1

y(x, ) = n/6 [un (x) + vn (x/2/3 ) + wn ((1 x)/)] + O(N/6 ), (3.66)

n=0

and wn (X) are in C ([0, ]), vn () = 0 and wn (X) = o(X ) as X .

vn (X) in (3.66), we need to compute the outer and inner expansions

N 1

ON y(x, ) = n y [0,n] (x, 0), (3.67)

n=0

and

N1

IN y(x, ) = n Y [0,n] (X, 0), (3.68)

n=0

then y(x, ) = z(x4 , ) and therefore

N 1

ON y(x, ) = n zn (x) (3.69)

n=0

where zn (x) = z [0,n] (x, 0). If we also let Z(X, ) = y(4 X, 6 ), then Z(X 4 , ) =

Y (X, ), so

N1

IN y(x, ) = n Zn (X), (3.70)

n=0

[0,n]

where Zn (X) = Z (X, 0), and X = X 4 .

Upon substituting = 6 in (3.41), it is clear that zn (x) = 0 unless n 1

is a multiple of 6. In particular,

d10 b1 + d20 ]X 12 [d01 /x + d11 d01 b1 ], (3.72)

3.4 Problem E, Part 2 39

u6 (x) = z6 (x) + d00 /x, u12 (x) = z12 (x) + d01 /x (3.73)

v6 (X) = Z6 (X) + d10 d00 b1 , v12 (X) = Z12 (X) + d11 d01 b1 , (3.74)

v10 (X) = Z10 (X) + [d00 (b21 b2 ) d10 b1 + d20 ]X, (3.75)

and otherwise vn (X) = Zn (X) for 0 n 13.

From the dierential equation for Z(X, ) it is clear that Zn (X) = 0 if n

is odd. Also,

Z0 XZ0 = 0, Z0 (0) = 0 , (3.76)

Z2 XZ2 = d00 , Z2 (0) = 0, (3.77)

Z4 XZ4 = b1 X 2 Z0 a00 Z0 , Z4 (0) = 0, (3.78)

Z6 XZ6 = b1 X Z2 2

a00 Z2 d10 X, Z6 (0) = 1 , (3.79)

where n = [n] (0). In addition, vn () = 0 implies, in particular, Z0 () =

Z2 () = 0. Therefore

and, in terms of

X

P (X) = Ai(X) Bi(T ) dT Bi(X) Ai(T ) dT, (3.81)

0 X

where R(X) = Ai(X), S(X) = Ai (X), Q(X) = P (X), and (X), (X),

(X), (X) and (X) are polynomials. But the desired solution to an equa-

tion of this form has the same form as its right side. That is,

Suppose, for example, that

40 3 Second Order Dierential Equations

we get

2p2 + q0 = 0 , 6p3 + 3q1 = 1 , 5q2 = 2 , (3.88)

2q2 + 2p1 = 0 , 4p2 = 0 , 6p3 = 2 . (3.89)

Hence, in order,

1 1 1

q2 = 2 , p3 = 2 , q1 = (1 6p3 ), (3.90)

5 6 3

1 1

0 , q0 = 0 2p2 , p1 = (0 2q2 ).

p2 = (3.91)

4 2

The functions r(X), s(X), and t(X) are similarly determined once (X),

(X) and (X) are given and, in the end, p0 is determined by

Below is a Maple program that performs these calculations for us. The

program also computes wn (X), using the fact that wn (X) is a polynomial

times exp[b(1)X], and

N 1

y(1, ) = ON y(1, ) + n wn (0) + O(N ), (3.93)

n=0

Although somewhat longer than our previous programs, P robE follows a fa-

miliar procedure. First there is a section for the computation of ON y(x, ).

Then there is a longer than normal section, because of all the polynomials to

determine, for the computation of IN y(x, ). After computing IN ON y(x, ),

the functions un (x) and vn (X) are determined, and at the end of the program

there is a separate section to determine each wn (X). The symbols I,P , Q, R

and S in the program are used to denote 1, P (X), Q(X), R(X) and S(X),

respectively. Also, P o = P (0), Qo = Q(0), Ro = R(0) and So = S(0).

P robE := proc(a, b, c, d, , , N )

ON y := sum(n yn , n = 0..N 1);

ON dy := sum(n dyn , n = 0..N 1);

ON ddy := sum(n ddyn , n = 0..N 1);

eq := subs( = 6 , 2 ON ddy + 2 a ON dy (x b + 2 c) ON y d);

ON eq := series(eq, = 0, N );

for k from 0 to N 1 do

3.4 Problem E, Part 2 41

dyk := di (yk, x); ddyk := di (dyk, x);

ON eq := subs(yk = yk, dyk = dyk, ddyk = ddyk, ON eq);

ON y := subs(yk = yk, ON y); yk = yk;

end do;

N := series(subs( = 6 , ), = 0, N );

N := series(subs( = 6 , ), = 0, N );

A := subs( = 6 , x = 4 X, a); B := subs(x = 4 X, b);

C := subs( = 6 , x = 4 X, c); D := subs( = 6 , x = 4 X, d);

IN y := sum(n Yn , n = 0..N 1); IN dy := sum(n dYn , n = 0..N 1);

rths := series(4 AIN dy+(XBX+8 C)IN y+2 DI, = 0, N +1);

for k from 0 to N 1 do

temp := coe (rths, , k);

if temp = 0 then M := 0; else M := degree(temp, X); end if ;

:= coe (temp, R); := coe (temp, S); := coe (temp, P );

:= coe (temp, Q); := coe (temp, I);

pm := sum(pn X n , n = 0..M + 1); qm := sum(qn X n , n = 0..M );

rm := sum(rn X n , n = 0..M + 1); sm := sum(sn X n , n = 0..M );

tm := sum(tn X n , n = 0..M );

for j from 0 to M do

coe (di (pm, X, X) + 2 X di (qm, X) + qm , X, M j);

solve(% = 0, qM j ); qm := subs(qM j = %, qm);

coe (di (qm, X, X) + 2 di (pm, X) , X, M j);

solve(% = 0, pM +1j ); pm := subs(pM +1j = %, pm);

coe (di (rm, X, X) + 2 X di (sm, X) + sm , X, M j);

solve(% = 0, sM j ); sm := subs(sM j = %, sm);

coe (di (sm, X, X) + 2 di (rm, X) , X, M j);

solve(% = 0); rm := subs(rM +1j = %, rm);

coe (di (tm, X, X) X tm + 2 di (sm, X) + rm , X, M + 1 j);

solve(% = 0, tM j ); tm := subs(tM j = %, tm);

end do;

r0 := coe (, X, 0) 2 coe (sm, X, 1) 2 coe (tm, X, 2);

rm := subs(r0 = r0, rm); r0 := r0;

q0 := coe (qm, X, 0); s0 := coe (sm, X, 0); t0 := coe (tm, X, 0);

p0 := (coe (N , , k) q0 So r0 P o s0 Qo t0) Ro1 ;

p0 := simplify(%); pm := subs(p0 = p0, pm);

Y k := pm R + qm S + rm P sm Q + tm I;

dY k := (di (pm, X) + X qm) R + (di (qm, X) + pm) S

+(di (rm, X)+X sm)P +(di (sm, X)+rm)Q+(di (tm, X)+sm)I;

rths := subs(Yk = Y k, dY k = dY k, rths); Yk = Y k;

end do;

series(subs(x = 4 X 4 , ON y), = 0, N ); IN ON y := convert(%, polynom);

vpart := sum(X n coe (IN ON y, X, n), n = 0..N );

upart := subs(X = 4 x, IN ON y vpart);

for k from 0 to N 1 do

42 3 Second Order Dierential Equations

print(uk = simplify(uk));

end do;

for k from 0 to N 1 do

vk := Yk I coe (vpart, , k);

print(vk = vk);

end do;

A := subs( = 6 , x = 1 6 X, a);

B := subs( = 6 , x = 1 6 X, b);

C := subs( = 6 , x = 1 6 X, c); m := sqrt(subs(x = 1, b));

N w := sum(n wn , n = 0..N 1); N dw := sum(n dwn , n = 0..N 1);

rths := series(6 AN dw +((16 X)B +12 C m2 )N w, = 0, N );

for k from 0 to N 1 do

:= coe (rths, , k);

if = 0 then K = 0 else K := degree(, X); end if ;

0 := coe (N , , k) subs(x = 1, yk ); K+2 := 0;

for j from 0 to K do

i := K j;

i+1 := ((i + 2) (i + 1) i+2 coe (, X, i)) (2 m (i + 1))1 ;

end do;

sum(n X n , n = 0..K + 1); s := simplify(%);

rths := subs(wk = s, dwk = di (s, X) m s, rths);

print(wk = s emX );

end do;

end proc:

3.5 Exercises

3.1. Complete the analysis necessary to verify that N (x, ) in (3.15) is uni-

formly O(1) for 0 x 1 as 0+ . In particular, using (3.11) and (3.13),

show that

N1

n [un (x) + a(x, )un (x) + b(x, )un (x)] c(x, ) = O(N ) (3.94)

n=0

N

n [vn (x/) + a(x, )vn (x/) + b(x, )vn1 (x/)] = O(N ) (3.95)

n=0

uniformly for 0 x 1.

3.5 Exercises 43

ing the uniform validity of singular perturbation calculations. This method

is used in [7] and [12] to treat a nonlinear generalization of Problem C, for

example, and also in [2] and [4], where the emphasis is on partial dieren-

tial equation problems, but without the clarity achievable with Corollary 1

and Corollary 2. An application of the method to treat a nonlinear integral

equation generalization of Problem C, in which Corollary 2 again plays a

prominent role, is given in [10].

In general, suppose f (x, X, ) C ([0, 1] [0, ] [0, o ]) for some

o > 0 so that by Corollary 1 there exists un (x) C ([0, 1]) and vn (X)

C ([0, ]) with vn () = 0 such that, for any N 0,

N 1

f (x, x/, ) = n [un (x) + vn (x/)] + O(N ) (3.96)

n=0

[a, b] [0, o ]) and a f (x, X, ) b for all (x, X, ) [0, 1] [0, ]

[0, o ], then g(x, X, ) = h(x, f (x, X, ), ) also is in C ([0, 1][0, ][0, o ])

and therefore, for certain n (x) C ([0, 1]) and n (X) C ([0, ]) with

n () = 0, we know

N 1

g(x, x/, ) = n [n (x) + n (x/)] + N N (x, ), (3.97)

n=0

[1]

where c0 = v0 (), and

4

1 (X) = v1 (X)h[0,1,0] (0, u0 (0) + v0 (X), 0) + An (X), (3.101)

n=1

where

44 3 Second Order Dierential Equations

A3 (X) = [h[0,0,1] (0, u0 (0) + v0 (X), 0) h[0,0,1] (0, u0 (0), 0)], (3.104)

A4 (X) = u1 (0)[h[0,1,0] (0, u0 (0) + v0 (X), 0) h[0,1,0] (0, u0 (0), 0)]. (3.105)

3.3. Another way to calculate the terms of (3.2) when the initial conditions

y(0, ) = (), y [1,0] (0, ) = 1 () are given is to begin by rst calculating

the terms of the inner expansion,

N1

IN y(x, ) = n Yn (X). (3.106)

n=0

These satisfy Yn (0) = n and Yn (0) = n and just as noted for Problem A

in Exercise 2.2, they are of the form Yn (X) = pn (X) + qn (X)exp[a(0, 0)X],

so vn (X) = Yn (X) pn (X) for 0 n N 1. Once this calculation is

done, the terms of ON y(x, ) which satisfy (3.13), can be computed using

un (0) = n vn (0). Write a Maple program to do these calculations.

3.4. There also is another way to calculate the terms of (3.2) when the bound-

ary conditions y(0, ) = (), y(1, ) = () are given. The idea is to rst

solve (3.1) for y(x, , ), subject to the initial conditions y(0, , ) = () and

y [1,0,0] (0, , ) = /. This yields

1

N

y(x, , ) = n un (x, ) + vn (x/, ) + O(N ), (3.107)

n=0

say, and then, to satisfy y(1, , ) = (), we just have to solve the (linear)

equation

N1

() = n un (1, ) + O(N ) (3.108)

n=0

for

N 1

= n n + O(N ), (3.109)

n=0

then substitute into (3.107) and reduce the result to the nal form (3.2),

altogether a simple task for Maple. Try this out with your own choice of

parameters, using your program from the previous exercise. You can check

your results using the program at the end of Section 3.1.

3.5 Exercises 45

x

1 (x/)k k

F (x, ) = e u(t)e(t/) dt, (3.110)

0

k2

p(t) = u[m] (0)tm , q(t) = tk+1 [u(t) p(t)]. (3.111)

m=0

Show that

k2

1 k1 k

F (x, ) = m u[m] (0)Pm (x/) + [q(x) q(0)e(x/) ]

m=0

k

x

1 k k

+ k1 e(x/) q (t)e(t/) dt, (3.112)

k 0

where X

X k k

Pm (X) = e T m eT dT, (3.113)

0

C ([0, 1]), this process can be repeated indenitely, and hence, for any N

0,

N1

F (x, ) = n [un (x) + vn (x/)] + O(N ) (3.114)

n=0

+

Second, show by the same process that if

1

1 k k

F (x, ) = e(x/) u(t)e(t/) dt, (3.115)

x

then there exists un (x) C ([0, 1]), and vn (X), wn (X) C ([0, ]) such

that

N 1

F (x, ) = n [un (x) + vn (x/) + wn ((1 x)/)] + O(N ) (3.116)

n=0

then (x/)k (1/)k = (t/)(t), where 0 < (t) C ([0, 1]), and hence,

by Theorem 1,

N 1

k

+(1/)k

e(x/) = n n (t/)e(t/) + O(N ), (3.117)

n=0

46 3 Second Order Dierential Equations

Finally, suppose v(T ) C ([0, ]) and

x

1 (x/)k k

G(x, ) = e v(t/)e(t/) dt, (3.118)

0

1

k k

H(x, ) = 1 e(x/) v(t/)e(t/) dt. (3.119)

x

Show that G(x, ) = V (x/), where V (X) C ([0, ]), and show there

exists vn (X), wn (X) C ([0, ]) such that

N1

H(x, ) = n [vn (x/) + wn ((1 x)/)], (3.120)

n=0

where, as above, = k .

x

1 a(t,) dt

(x, ) = e 2 0 , (3.121)

where c(x, ) C ([0, 1] [0, o ]). Show further that if u(x4 ) C ([0, 1])

and v(X 4 ) C ([0, ]), then there exists un (x), vn (X)) such that un (x4 )

C ([0, 1]), vn (X 4 ) C ([0, ]) and, for any N 0,

N1

[u(x) + v(x/2/3 )](x, ) = n/6 [un (x) + vn (x/2/3 )] + O(N/6 ) (3.123)

n=0

when a(x, ) = 0, it also holds when a(x, ) = 0.

2 y (x + 2x2 + 2 )y = 5 3x (3.124)

where = 2/3 ,

3.5 Exercises 47

10

Fig. 3.3 Numerical solution to (3.124) and asymptotic approximations of the solution

when = 0.1.

5P (0) 13 2

v1 (X) = Ai(X) 5P (X), u(x) = , w(X) = e 3X

Ai(0) 1 + 2x 3

(3.126)

and

11 2P (0)

v2 (X) = Ai(X) [XAi(X) X 2 Ai (X)]

Ai(0) Ai(0)

+2XP (X) 2X 2 P (X) + 4. (3.127)

Figure 3.3 shows this approximation and Maples numerical solution for

y(x, ) when = 0.1. It also shows c(x, ) plus v3 (x/), the next term after

c(x, ) in the uniformly valid asymptotic expansion of y(x, ), which is signif-

icantly closer to the numerical solution.

use P robE together with the result of Exercise 1.6 to compute the rst several

terms of the remarkably simple result (compared, for example, to (9.3.35) of

[1], also on page 425 of [6], or the result in [8]),

N 1

(/2)1/3 J ((1 x)) = n vn (x/) + O(N ) (3.129)

n=0

48 3 Second Order Dierential Equations

1 3 2 9

p0 (X) = 1, p1 (X) = X, p2 (X) = X + X 5, (3.131)

5 35 200

3 2 1 17

q0 (X) = 0, q1 (X) = X , q2 (X) = + X 3. (3.132)

10 35 70

In addition,

2 173 3 957

p3 (X) = + X + X 6, (3.133)

225 3150 14000

p4 (X) = X+ X4 + X + X 10 , (3.134)

173250 138600 294000 80000

37 611 4 9

q3 (X) = X+ X + X 7, (3.135)

1575 3150 2000

q4 (X) = X2 + X + X 8. (3.136)

12375 693000 56000

3.9. Write a Maple program for Problem D and use it to verify (3.40). Also

verify that

4x2 1

u1 (x) = , v1 (X) = (5X 2 2X 2X 2 )e 2X , (3.137)

(2 + x)2 4

1

w1 (X) = (32 55X + 20 3X + 5 3X 2 )e 3X (3.138)

72

for this example.

Chapter 4

Logarithm Problems

4.1 Preliminaries

satisfying the conditions of Theorem 1. Suppose, for a general result, that

f (x, X, ) C ([0, 1] [0, ] [0, o ]) for some o > 0 and

x

y(x, ) = x1 f (t, t/, ) dt. (4.1)

0

N 1

f (t, t/, ) = n [un (t) + vn (t/)] + O(N ) (4.2)

n=0

vn (T ) C ([0, ]) with vn () = 0. If we let

x

Un (x) = x1 un (t) dt, (4.3)

0

and X

Vn (X) = X 1 [vn (T ) cn (1 + T )1 ] dT, (4.4)

0

[1]

where cn = vn (), then Un (x) C ([0, 1]) and Vn (X) C ([0, ]).

Therefore

N1

y(x, ) = n [Un (x) + Vn (x/) + cn L1 (x/)] + O(N ), (4.5)

n=0

Springer Science+Business Media, LLC 2011

50 4 Logarithm Problems

and 0 L1 (X) 1.

Repeated integration gives rise to powers of logarithms. Let L0 (X) = 1,

Ln (X) = X 1 lnn (1 + X) for integer n 1 and note that Ln (X) = O(1) for

0 X . If, for example, v(T ) C ([0, ]), v() = 0 and

X

F (X) = X 1 v(T ) ln(1 + T ) dT, (4.6)

0

then X

1

F (X) = cL2 (X) + X 1 (T ) ln(1 + T ) dT, (4.7)

2 0

after an integration by parts,

1

F (X) = cL2 (X) + 1 (X)L1 (X) + 0 (X), (4.8)

2

where

X

1

1 (X) = (T ) dT, 0 (X) = X 1 (T )(1 + T )1 dT. (4.9)

X 0

By induction, if

X

F (X) = X 1 v(T ) lnn (1 + T ) dT, (4.10)

0

such that

n+1

F (X) = k (X)Lk (X). (4.11)

k=0

As another example, suppose

x

1 1 + t/

y(x, ) = x t2 u(t, ) ln dt (4.12)

0 1 + x/

for > 0, where u(x, ) C ([0, 1] [0, o ]) for some o > 0. If we integrate

by parts and dene t

a(t, ) = t3 s2 u(s, ) ds, (4.13)

0

t3 3

= t2 t + 2 , (4.14)

t+ t+

4.1 Preliminaries 51

we have

x x

a(t, )

y(x, ) = x1 (t2 + t 2 )a(t, ) dt + 3 x1 dt. (4.15)

0 0 t+

Furthermore, from Exercise 1.7, there exist g(t, ) C ([0, 1] [0, o ]) and

c() C ([0, o ]) such that

a(t, ) c()

= g(t, ) + . (4.16)

t+ t+

Therefore

x x

a0 (x, ) = x3 t2 a(t, ) dt, a1 (x, ) = x2 ta(t, ) dt, (4.18)

0 0

x

1

a2 (x, ) = x [a(t, ) + g(t, )] dt. (4.19)

0

x

1 + t/

y(x, ) = x1 tn u(t, ) lnm dt (4.20)

0 1 + x/

for > 0, where u(x, ) C ([0, 1] [0, o ]), then there exists ak (x, )

C ([0, 1] [0, o ]) for 0 k n and ck () C ([0, o ]) for 1 k m such

that

n

m

y(x, ) = k xnk ak (x, ) + n ck ()Lk (x/) (4.21)

k=0 k=1

for all (x, ) [0, 1] (0, o ]. We will use this result to help establish the

asymptotic form of the solution to Problem F in the next section.

Another source of logarithms is exponentiation. For example, if y(x, ) =

1 + x/ for 0 x 1 and > 0, then

N 1

1

y (x, ) = e ln(1+x/) = 1 + x n Ln+1 (x/) + O(N ) (4.22)

n=0

(n + 1)!

C ([0, o ]), then there exists constants dnk such that

N 1

n

y d() (x, ) = 1 + x n dnk Lk+1 (x/) + O(N ) (4.23)

n=0 k=0

52 4 Logarithm Problems

1 2

d00 = d0 , d10 = d1 , d11 = d , d20 = d2 ,

2 0

1

d21 = d0 d1 d22 = d30 , (4.24)

6

where dn = d[n] (0). Also, by combining (4.2) and (4.22), observe that if

where f (x, X, ) C ([0, 1] [0, ] [0, o ]), then there exists unm (x)

C ([0, 1]) and vnm (X) C ([0, ]) such that

N1

n+1

y(x, ) = n [unm (x) + vnm (x/)]Lm (x/) + O(N ) (4.26)

n=0 m=0

1

u10 (x) = 0, u11 (x) = 0, u12 (x) = x, (4.29)

2

1

u20 (x) = 3 + x, u21 (x) = 2 + 3x + x2 , u22 (x) = 0, u23 (x) = x, (4.30)

6

and

v00 (X) = 0, v01 (X) = 0, (4.31)

3+X

v10 (X) = ln , v11 = 0, v12 (X) = 0, (4.32)

1+X

8 3+X

v20 (X) = + ln2 , (4.33)

3+X 1+X

3+X

v21 = 2 + X ln , v22 (X) = 0, v23 (X) = 0. (4.34)

1+X

4.2 Problem F

assume a(0, 0) = I, a positive integer. In this section we seek an asymptotic

expansion for the solution to

4.2 Problem F 53

satisfying y(0, ) = 0.

We know there exists d() C ([0, o ]) and g(x, ) C ([0, 1] [0, o ])

such that

a(x, ) I + d()

= g(x, ) + (4.36)

x+ x+

for > 0. Therefore

x d()

h(x, ) I1 1 + t/

y(x, ) = (1 + t/) (t, ) dt, (4.37)

(1 + x/)I 0 1 + x/

where

x

h(x, ) = exp g(t, ) dt , (x, ) = b(x, )/h(x, ). (4.38)

0

d()

N

n

1 + t/ 1 + t/

=1+ n

dnm lnm + O(N ) (4.39)

1 + x/ n=1 m=1

1 + x/

for 0 t x 1 and 0+ .

Let

x

h(x, ) 1 + t/

wm (x, ) = (1 + t/)I1 (t, ) lnm dt. (4.40)

(1 + x/)I 0 1 + x/

Since x

x1 (t/)k (t, ) dt = (x/)k k (x, ), (4.41)

0

where k (x, ) C ([0, 1] [0, o ]), we have w0 (x, ) = f00 (x, x/, ), where

I1

Xh(x, ) I 1

f00 (x, X, ) = X k k (x, ), (4.42)

(1 + X)I k

k=0

and clearly f00 (x, X, ) C ([0, 1] [0, ] [0, o ]). Similarly, for m 1,

in view of the expression (4.21) for the integral (4.20), there exist k (x, )

C ([0, 1] [0, o ]) and ck () C ([0, o ]) such that

I1

(x/)h(x, ) m

k

wm (x, ) = (x/) k (x, ) + ck ()Lk (x/) . (4.43)

(1 + x/)I

k=0 k=1

C ([0, 1] [0, ] [0, o ]) such that

54 4 Logarithm Problems

m

wm (x, ) = fmk (x, x/, )Lk (x/). (4.44)

k=0

N 1

n

y(x, ) = w0 (x, ) + n dmn wm (x, ) + O(N ), (4.45)

n=0 m=1

it is clear there exists nk (x, X, ) C ([0, 1] [0, ] [0, o ]), just linear

combinations of the fmk (x, X, ), such that

N 1

n

y(x, ) = n nk (x, x/, )Lk (x/) + O(N ). (4.46)

n=0 k=0

Corollary 1, we see, nally, there exists unm (x) C ([0, 1]) and vnm (X)

C ([0, ]), with vnm () = 0, such that

N1

n

y(x, ) = n [unm (x) + vnm (x/)]Lm (x/) + O(N ) (4.47)

n=0 m=0

uniformly as 0+ for 0 x 1.

Of course, we want to calculate the terms of (4.47) from the dierential

equation (4.35). It is apparent from (4.47) that y(x, ) has an inner expansion

of the familiar form,

N1

IN y(x, ) = n Yn (X), (4.48)

n=0

interval 0 X < as 0+ . Indeed, in somewhat tangled form,

1

N1n

N

n

n k

IN y(x, ) = (X) unmk + vnm (X) Lm (X), (4.49)

n=0 m=0 k=0

[k]

where unmk = unm (0). In untangled form, we nd, with help from Maple,

n

Yn (X) = Znm (X)Lm (X), (4.50)

m=0

where,

Z00 (X) = u000 + v00 (X), (4.51)

Z10 (X) = u100 + u001 X + v10 (X), (4.52)

4.2 Problem F 55

2

Z20 (X) = u200 + u101 X + u002 X + v20 (X), (4.54)

Z21 (X) = u210 + u111 X + v21 (X), (4.55)

Z22 (X) = u220 + v22 (X), (4.56)

Z30 (X) = u300 + u201 X + u102 X 2 + u003 X 3 + v30 (X) (4.57)

2

Z31 (X) = u310 + u211 X + u112 X + v31 (X), (4.58)

Z32 (X) = u320 + u221 X + v32 (X), (4.59)

Z33 (X) = u330 + v33 (X). (4.60)

In general, Znm (X) = rnm (X) + vnm (X) and

nm

rnm (X) = rnmk X k , (4.61)

k=0

1n

N

unm (x) = rn+k,m,k xk + O(xN n ). (4.62)

k=0

having the form

N1

n1

ON y(x, ) = z00 (x) + n lnm ()znm (x), (4.63)

n=1 m=0

[k]

as 0+ . Indeed, in particular, using vnmk = vnm (), we have

z20 (x) = v002 x2 + v101 x1 + x1 u11 (x) ln(x) + u20 (x), (4.66)

1

z21 (x) = x u11 (x), (4.67)

+v201 x1 + u21 (x)x1 ln(x) + u22 (x)x1 ln2 (x) + u30 (x), (4.68)

1

z32 (x) = x u22 (x). (4.70)

56 4 Logarithm Problems

The rst part of the Maple program P robF , given below, calculates Yk (X)

for 0 k N 1, once a(x, ), b(x, ) and N are prescribed, in the usual

way from the dierential equation for Y (X, ). Then each Zij (X) for 0 i

N 1 and 0 j i is isolated and split into rij (X) and vij (X). Note that

this involves a procedure for expanding Zij (X) as X out to precisely

O(X N ). The resulting series expansions for uij (x) as x 0 and vij (X) as

X are used in the outer expansion calculations. For example, if we take

a(x, ) = 2 + x, b(x, ) = 1 and N = 4, P robF yields

1 6X 1

v00 (X) = , v10 (X) = , (4.71)

2(1 + X)2 12(1 + X)2

X 21X + 8

v11 (X) = , v20 (X) = , (4.72)

2(1 + X)2 36(1 + X)2

13X 6 X

v21 (X) = , v22 (X) = , (4.73)

12(1 + X)2 4(1 + X)2

and in accordance with (4.62), P robF also yields

1 1 1 1 3

u00 (x) = x + x2 x + O(x4 ), u11 (x) = O(x3 ), (4.74)

2 6 24 120

1 1 29 2

u10 (x) = x+ x + O(x3 ), u22 (x) = O(x2 ), (4.75)

12 18 144

1 1 2 131

u21 (x) = x + O(x2 ), u20 (x) = + x + O(x2 ). (4.76)

2 4 9 2160

In addition, the P robF substitution of (4.63) into (4.35), still with a(x, ) =

2 + x, b(x, ) = 1 and N = 4, yields the sequence of dierential equations

xz00 + (2 + x)z00 = 1, xz10 + (2 + x)z10 = z00 (x), (4.77)

xz20 + (2 + x)z20 = z10 (x), xz21 + (2 + x)z21 = 0, (4.78)

xz31 + (2 + x)z31 = z21 (x), xz32 + (2 + x)z32 = 0, (4.79)

and from the last lines of P robF we get

1 1

z20 (x) = x + x1 ln(x)u11 (x) + u20 (x), z21 (x) = x1 u11 (x), (4.81)

2

1

z31 (x) = x2 x1 u21 (x) 2x1 ln(x)u22 (x), (4.82)

2

u32 (x) = x1 u22 (x), (4.83)

in accordance with (4.64)-(4.70).

4.2 Problem F 57

To complete the calculations for this example, from (4.80a) and (4.74a)

we see z00 (0) = 1/2 and therefore the solution to (4.77a) is

1 x

u00 (x) = (e 1 x) (4.84)

x2

Next, the solution to (4.77b) such that z10 (0) = u10 (0) = 1/12 is

ex 2

u10 (x) = [E(x) + (ex 1 x)], (4.85)

x2 x

x

where E(x) = 0

t1 (et 1) dt. In addition, we readily nd

1

u11 (x) = 0, u22 (x) = 0, u21 (x) = (1 ex ), (4.86)

2x

and nally, the (convergent) series solution to (4.78a) yields

2 131 977 2 4367 3

u20 (x) = + x x + x + O(x4 ). (4.87)

9 2160 8640 302400

Thus we have computed all the terms of (4.47) with N = 3, assuming

a(x, ) = 2 + x, b(x, ) = 1.

P robF := proc(a, b, N )

A := subs(x = X, a); B := subs(x = X, b);

IN y := sum(n Yn , n = 0..N 1);

IN dy := sum(n dYn , n = 0..N 1);

IN de := series((1 + X) IN dy + A IN y B, = 0, N );

IN de := convert(%, polynom);

for k from 0 to N 1 do

temp := coe (IN de, , k);

de := subs(Yk = z(X),dYk = di (z(X), X), temp) = 0;

dsolve({de, z(0) = 0});

Y k := rhs(%); dY k := di (Y k, X);

IN de := subs(Yk = Y k, dYk = dY k, IN de);

Yk := Y k; end do;

for i from 0 to N 1 do

Zi,0 := coe (Yi , ln(1 + X), 0);

for j from 1 to i do

Zi,j := X coe (Yi , ln(1 + X), j);

end do; end do;

for i from 0 to N 1 do

for j from 0 to i do

if Zi,j = 0 then sZij := 0 else

temp := 0; k := N 1;

while order(temp) < N do

58 4 Logarithm Problems

temp := series(subs(X = X 1 , %), X = 0, k);

end do; end if ;

ri,j := convert(series(sZij, X = , 1), polynom);

vij := simplif y(Zi,j ri,j ); print(vi,j = vij);

svi,j := sZij ri,j ;

end do; end do;

for i from 0 to N 1 do

for j from 0 to i do

uij := sum(xl coe (ri+l,j , X, l), l = 0..N 1 i) + O(xN i );

print(ui,j = uij);

end do; end do;

ON y := z0,0 + sum(n sum(ln()m zn,m , m = 0..n 1), n = 0..N 1);

ON dy := Dz0,0 +sum(n sum(ln()m Dzn,m , m = 0..n1), n = 0..N 1);

eq := (x + ) ON dy + a ON y b;

ON de := series(eq, = 0, N );

for i from 0 to N 1 do;

for j from 0 to i do;

dei := coe (ON de, , i); deij := coe (dei, ln(), j); print(deij = 0);

end do; end do; L0 := 1;

for i from 1 to N 1 do Li := X 1 ln(1 + X)i ; end do;

y := sum(n (sum(Lm (un,m + svn,m ), m = 0..n)), n = 0..N 1);

ON y := series(subs(X = x 1 , y), = 0, N );

for n from 0 to N 1 do

zn := coe (ON y, , n);

end do;

print(z0,0 = z0 );

for n from 1 to N 1 do;

for m from 0 to n 1 do;

lnzn,m := coe (zn , ln(), m); print(zn,m = lnzn,m );

end do; end do;

end proc:

ferential equation

will assume b(x, ), c(x, ), d(x, ) C ([0, 1] [0, o ]) and (), ()

C ([0, o ]) for some o > 0. We also assume 0 < a(x) C ([0, 1]) and,

4.3 Problem G, Part 1 59

asymptotic expansions for two initial value problems, namely,

subject to z(0, ) = 0, z (0, ) = (2/ )1 . In the end we will determine an

asymptotic expansion for the function () such that

Exercise 3.4 for Problem C.

It is reasonable to expect the solution to

2 b(x, )w + c(x, )w in (4.89), uniformly approximates w(x, ). An even

better approximation should be the solution to the problem obtained by sub-

stituting 2 b(x, )w0 (x, )+c(x, )w0 (x, ) for 2 b(x, )w +c(x, )w. We are

going to prove that in fact

w(x, ) = n wn (x, ), (4.93)

n=0

where, for n 1,

(x, ) c(x, )wn1 (x, ). (4.94)

First, there exists B > 0 such that |b(x, )|, |c(x, )|, |d(x, )| B for all

(x, ) [0, 1] [0, o ]. Therefore |w0 (x, )| BF (x, ) on [0, 1] (0, o ],

where x

2 2

F (x, ) = 1 e(x/) (x)

e(t/) (t)

dt, (4.95)

0

x

2

(x) = x ta(t) dt. (4.96)

0

the inverse of this transformation by t = ( ), and let = x[(x)]1/2 , then

| ( )| = 2[(t)]1/2 /[t + 2(t)] M for some M > 0, so F (x, ) M P (/),

still on [0, 1] (0, o ], where

60 4 Logarithm Problems

Z

2 2

P (Z) = eZ eT dT. (4.97)

0

exists K > 0 such that P (Z) KZ/(1 + Z 2 ) for 0 Z . In addition,

/ x/

2

= f (x, x/), (4.98)

1 + (/) 1 + (x/)2

where

(1 + X 2 )[(x)]1/2

f (x, X) = , (4.99)

1 + X 2 (x)

so f (x, x/) = O(1) on [0, 1] (0, o ], by Theorem 1. Therefore F (x, )

A(x/)/[1 + (x/)2 ] for some constant A > 0. Furthermore, X/(1 + X 2 )

2/(1 + X) for 0 X . Therefore

x

1 dt

|w0 (x, )| 2AB 2AB ln(1 + 1/) (4.100)

0 1 + t/

|w0 (x, )| 2AB ln(1 + 1/), too.

Next, we now know

|b(x, )w0 (x, ) + c(x, )w0 (x, )| 4AB 2 ln(1 + 1/) (4.101)

1/)F (x, ), and therefore both |w1 (x, )| and |w1 (x, )| are bounded by

8A2 B 2 ln2 (1+1/). Indeed, by induction, if we let C = 4AB, then for any n

0, both |wn (x, )| and |wn (x, | are less than or equal to (1/2)C n+1 lnn+1 (1+

1/) for all (x, ) [0, 1] (0, o ]. So, of the three sums,

n wn (x, ), n wn (x, ), n wn (x, ), (4.102)

n=0 n=0 n=0

we know the rst two converge absolutely and uniformly for all (x, )

[0, 1] (0, o ], assuming o is set suciently small, and therefore the second

sum is the derivative of the rst. The third sum also converges absolutely

and uniformly, and therefore is the second derivative of the rst sum. This is

seen by summing both sides of (4.94) times n , and this shows simultaneously

that the rst sum in (4.102) is indeed the desired solution of (4.89).

To ascertain the asymptotic form of w(x, ), we need to examine the terms

of (4.93) in more detail. Let m (x, ) = xLm (x/) for m 1 and 0 (x, ) = 1.

Proposition 1. Assume f (x, X, ) C ([0, 1] [0, ] [0, o ]) and let

x

1 (x/)2 (x) 2

gm (x, ) = e e(t/) (t) f (t, t/, )m (t, ) dt, (4.103)

0

4.3 Problem G, Part 1 61

where 0 < (x) C ([0, 1]). There exists mnk (x) C ([0, 1]) and

mnk (X) C ([0, ]) with mnk () = 0 such that for any N 0,

N 1

m

n

gm (x, ) = [mnk (x) + mnk (x/)]k (x, ) + O(N ) (4.104)

n=0 k=0

m and, for m 1, m,0,0 (X) = m,1,0 (x) = 0.

Proof. We know this is true for m = 0 from our work on Problem E. For

m 1, we readily get (4.104) from (4.103) using integration by parts. In

particular,

g1 (x, ) = g0 (x, )1 (x, ) g0 (x, ), (4.105)

where g0 (x, ) is the same as g0 (x, ), except g0 (t, )/(1 + t/) occurs in place

of f (t, t/, ). Therefore (4.104) holds for m = 1 with 1,0,1 (x) = 0 and

1,0,0 (x) = 1,0,0 (X) = 1,1,0 (x) = 0. For m 2,

where gm1 (x, ) is the same as gm1 (x, ), except mg0 (t, )/(1 + t/) oc-

curs in place of f (t, t/, ). Therefore m,0,m (x) = 0 and if we assume

m1,0,k (x) = 0 for 0 k m 1, m1,0,0 (X) = 0 and m1,1,0 (x) = 0,

then m,0,k (x) = 0 for 0 k m 1, m,0,0 (X) = 0 and m,1,0 (x) = 0.

N 1

w0 (x, ) = n [u0,n,0 (x) + v0,n,0 (x/)] + O(N ), (4.107)

n=0

where u0,n,0 (x) C ([0, 1]), v0,n,0 (X) C ([0, ]) and u0,0,0 (x) = 0.

Therefore, as in the rst paragraph of Section 4.1,

N 1 1

w0 (x, ) = n [U0,n,k (x) + V0,n,k (x/)]k (x, ) + O(N ) (4.108)

n=0 k=0

C ([0, ]) and, in particular, U0,0,0 (x) = V0,0,0 (X) = 0 and U0,n,1 (x) +

V0,n,1 (x/) = cn,1 , a constant. To proceed further, we need a more general

result.

o > 0. Assume also that f (x, , 0) = 0 and let

x

gm (x, ) = f (t, t/, ) lnm (1 + t/) dt. (4.109)

0

62 4 Logarithm Problems

There exists mnk (x) C ([0, 1]) and mnk (X) C ([0, ]) such that

N1

m+1

gm (x, ) = n [mnk (x) + mnk (x/)]k (x, ) + O(N ) (4.110)

n=0 k=0

and for each n 0, m,n,m+1 (x) + m,n,m+1 (x/) = cn,m+1 , a constant.

Proof. This follows from the second paragraph of Section 4.1, in particular,

from our analysis of (4.20) with n = 0, or, independently, using integration

by parts. We leave the details as an exercise.

At this point, from (4.107) and (4.108), and Corollary 1, we can see

N1 1

n [nk (x) + nk (x/)]k (x, ) + O(N ), (4.111)

n=0 k=0

where nk (x) C ([0, 1]), nk (X) C ([0, ]) and 0,0 (x) = 0,0 (X) =

0. Therefore, by Proposition 1, there exists u1,n,k (x) C ([0, 1]) and

v1,n,k (X) C ([0, ]) such that, after canceling an factor,

N1 1

w1 (x, ) = n [u1,n,k (x) + v1,n,k (x/)] lnk (1 + x/) + O(N ). (4.112)

n=0 k=0

this result, and therefore

N1 2

w1 (x, ) = n [U1,n,k (x) + V1,n,k (x/)]k (x, ) + O(N ), (4.113)

n=0 k=0

where, in particular, U1,0,0 (x) = V1,0,0 (X) = 0. Obviously, we can iterate this

process indenitely. Hence we conclude, there exists Umnk (x) C ([0, 1])

and Vnmk (X) C ([0, ]) such that for every m 0,

N 1

m+1

wm (x, ) = n [Umnk (x) + Vnmk (x/)]k (x, ) (4.114)

n=0 k=0

reasoning, that z(x, ), our solution to (4.90), has an innite series solution,

z(x, ) = m zm (x, ), (4.115)

m=0

4.4 Problem G, Part 2 63

See Exercise 4.5.

We can see upon substituting (4.114) into (4.93) that if we let w(x, ) =

2 w(x, ), then there exists unm (x) C ([0, 1]) and vnm (X) C ([0, ])

such that, for any N 0,

N1

n

) =

w(x, n [unm (x) + vnm (x/)]Lm (x/) + O(N ) (4.116)

n=0 m=0

) has the same asymptotic

form as the solution to Problem F. Hence, if we denote the N -term expansion

(X, ) = w(X,

of W ) by

N1

) =

IN w(x, n (X),

n W (4.117)

n=0

n

n (X) =

W Znm (X)Lm (X) (4.118)

m=0

and for the leading terms we have (4.51)-(4.60). Likewise, for the N-term

outer expansion

N1

n1

) = z00 (x) +

ON w(x, n lnm ()znm (x), (4.119)

n=1 m=0

) is

we have (4.64)-(4.70). The dierential equation for w(x,

2 w

+ [xa(x) + 2 b(x, )]w

+ c(x, )w

= 2 d(x, ), (4.120)

xa(x)z00 = 0, (4.121)

xa(x)z10 = c0 (x)z00 (x), (4.122)

xa(x)z21 =0 (4.123)

xa(x)z20 = b0 (x)z00 (x)z00 (x)c0 (x)z10 (x)c1 (x)z20 (x)+d0 (x), (4.124)

64 4 Logarithm Problems

xa(x)z32 = 0, (4.125)

xa(x)z31 = c0 (x)z21 (x), (4.126)

where b0 (x) = b(x, 0), c0 (x) = c(x, 0), d0 (x) = d(x, 0) and c1 (x) = c[0,1] (x, 0).

From the dierential equation for W (X, ), it is apparent that

+ 2X W

W = 0 (4.127)

0 0

n (0) = W

and therefore, since W n (0) = 0 for all n 0, W

0 (X) = 0. From

(4.51), rst with X = , this means

+ 2X W

W = 0, (4.129)

1 1

so W

u10 (0) = u00 (0) = u11 (0) = 0, v10 (X) = v11 (X) = 0. (4.130)

W = d00 ,

2 + 2X W (4.131)

2

W = d00 P (X), where P (X) = + 1 1

X

2 2

O(X 3 ) is the function dened by (4.97). Hence, if we let

1

Q(X) = [P (T ) (1 + T )1 ] dT, (4.132)

X 2

and

2 (X) = d00 [Q(0) Q(X)] + 1 d00 ln(1 + X).

W (4.133)

2

It follows that Z20 (X) = d00 [Q(0) Q(X)] and therefore

u20 (0) = d00 Q(0), u10 (0) = u00 (0) = 0, v20 (X) = d00 Q(X). (4.134)

1

u11 (0) = d00 , u21 (0) = u22 (0) = 0, v21 (X) = v22 (X) = 0. (4.135)

2

), from (4.121), (4.64) and

Turning to the outer expansion of w(x,

(4.128a), we see

z00 (x) = u00 (x) = 0. (4.136)

Therefore from (4.122), along with (4.65) and (4.128b), we also have

4.4 Problem G, Part 2 65

1 1

z21 (x) = d00 , u11 (x) = d00 x. (4.138)

2 2

To determine u20 (x), we currently have xa(x)z20 = d0 (x) from (4.124) and

1

z20 (x) = 2 d00 ln(x) + u20 (x) from (4.66). Therefore, noting (4.134a), we nd

x

d0 (t) d00 dt

D(x) = . (4.140)

0 a(t) 2 t

1

u11 (x) + v11 (x/) = d00 x, (4.143)

2

u20 (x) + v20 (x/) = d00 [Q(x/) Q(0)] + D(x). (4.144)

We also know v21 (X) = v22 (X) = 0. To determine u21 (x) and u22 (x), we

need to calculate Z31 (X) and Z32 (X). For this we have

+ 2X W

W = d01 + d10 X c00 W

2 (X) (b00 + a1 X 2 )W

(X), (4.145)

3 3 2

2 (X) is

where b00 = b(0, 0), c00 = c(0, 0), a1 = a (0), dij = d[i,j] (0, 0) and W

given by (4.133). If we denote the right side of (4.145) by f (X), then

X

3 (X) = eX 2

W

2

eT f (T ) dT (4.146)

0

and

1

f (X) = + X c00 d00 ln(1 + X) + (X), (4.147)

2

where

1

= d01 c00 d00 Q(0), = (2d10 d00 a1 )X (4.148)

2

and (X) C ([0, ]). Indeed,

1

(X) = c00 d00 Q(X) b00 d00 P (X) a1 d00 [2X 2 P (X) X], (4.149)

2

66 4 Logarithm Problems

X

2 2

eX eT (T ) dT = O(X 2 ). (4.150)

0

Also

X

2 2

eX eT ln(1 + T ) dT = P (X) ln(1 + X) + (X), (4.151)

0

where X

2 2 dT

(X) = eX eT P (T ) , (4.152)

0 1+T

so (X) = O(X 3 ) and (X) C ([0, ]). Therefore

W (4.153)

3

2 2

where (X) C ([0, ]) and (X) = O(X 2 ).

We already know

X

1

P (T ) dT = Q(0) Q(X) + ln(1 + X). (4.154)

0 2

X

1 2

P (T ) ln(1 + T ) dT = R(X) Q(X) ln(1 + X) + ln (1 + X), (4.155)

0 4

1 1 1

Z31 (X) = X + c00 d00 XQ(X), Z32 (X) = c00 d00 X (4.156)

2 2 8

and thus from (4.58) and (4.59), we now know

1 1

u21 (0) = , u22 (0) = c00 d00 . (4.157)

2 8

Using these two results in conjunction with (4.125) and (4.126), we readily

nd

1 1

u21 (x) + v21 (x/) = x d00 xC(x), (4.158)

2 2

and

1

u22 (x) + v22 (x) = c00 d00 x, (4.159)

8

where

4.5 Problem G, Part 3 67

x

c0 (t) c00 dt

C(x) = . (4.160)

0 a(t) 2 t

When we substitute the results of the last section, beginning with (4.141),

into (4.116), and also note that ln(1 + 1/) = ln(1/) + O(), we get, for the

solution of (4.89) with w(0, ) = w (0, ) = 0, the uniformly valid expansion

+ ln2 (1/)w22 (x, ) + ln(1/)w21 (x, ) + O() (4.161)

for 0 x 1, where

1 ln(1 + x/)

w11 (x, ) = d00 , (4.162)

2 ln(1 + 1/)

1 ln2 (1 + x/)

w22 (x, ) = c00 d00 2 , (4.164)

8 ln (1 + 1/)

1 ln(1 + x/)

w21 (x, ) = [d01 c00 d00 Q() d00 C(x)] (4.165)

2 ln(1 + 1/)

The function z(x, ) = 2 z(x, ), where z(x, ) is the desired solution to

).

(4.90), has an expansion of the same form as the expansion (4.116) for w(x,

This follows from our remarks at the end of Section 4.3. When we calculate

the terms of this expansion, the result corresponding to (4.161) is

1 ln(1 + x/)

z21 (x, ) = c00 . (4.168)

2 ln(1 + 1/)

Returning now to (4.91), to determine (), we have w(1, )+()z(1, ) =

() and a straightforward calculation, utilizing 1/z(1, ) = 1+ 12 c00 ln(1/)+

O(), reveals

68 4 Logarithm Problems

0.8

0.4

0.0

0.4

Fig. 4.1 Numerical solution to (4.88) and an asymptotic approximation to the solution

when a(x, 0) = 2 + x, b(x, = 0, c(x, ) = cos(x), d(x, ) = 1 + x + , y(0, ) = 0, y(1, ) = 1

and = 0.1

.

1

() = d00 ln(1/) + [0 d00 Q() D(1)]

2

1

c00 d00 ln2 (1/) + O( ln(1/), (4.169)

8

where 0 = (0). When we substitute this, along with the above expansions

for w(x, ) and z(x, ) into (4.91), we get, nally, for the solution to Problem

G,

+ O( ln(1/)), (4.170)

where

1 ln(1 + x/)

y11 (x, ) = d00 erf(x/) , (4.171)

2 ln(1 + 1/)

y20 (x, ) = [0 d00 Q() D(1)]erf(x/) + d00 Q(x/) + D(x), (4.172)

1 ln(1 + x/) ln2 (1 + x/)

y22 (x, ) = c00 d00 2 2 erf(x/) , (4.173)

8 ln(1 + 1/) ln (1 + 1/)

and this holds uniformly for 0 x 1 as 0+ .

A comparison of the numerical solution of (4.88) and the asymptotic result

(4.170)-(4.173), assuming a(x) = 2 + x, b(x, ) = 0, c(x, ) = cos(x), d(x, ) =

1+x+ and () = 1, in which case D(x) = 12 ln(1+x/2), is shown for = 0.1

4.6 Exercises 69

y(1, ) =

() for (4.88), we impose the initial condition y (0, ) = (2/ )()1 , in

addition to y(0, ) = 0, then

y(x, ) = ln(1/)w11 (x, ) + [w20 (x, ) + 0 z20 (x, )] + ln2 (1/)w22 (x, )

+ ln(1/)[w21 (x, ) + 0 z21 (x, )] + O(). (4.174)

4.6 Exercises

be integers and, for > 0, let

x n

t a(t, ) m 1 + t/

y(x, ) = ln dt. (4.175)

0 t+ 1 + x/

n 1 and ck () C ([0, o ]) for 1 k m + 1 such that

n1

m+1

y(x, ) = k xnk ak (x, ) + n ck () lnk (1 + x/) (4.176)

k=0 k=1

for all (x, ) [0, 1] (0, o ]. Do this rst for m = 0 and then, by induction,

for arbitrary m 0. Now use this to show that (4.21) follows from (4.20),

where n 0, m 1.

4.2. Use the Maple routine of Section 1.5 to conrm the expansion results

stated at the end of Section 4.1 for y(x, ) given by (4.27).

or a simplied version, show that in (4.47), by computing suciently many

terms of just the inner expansion of y(x, ), we get both

1 1

v00 (X) = , v10 (X) = , v11 (X) = 0, (4.177)

1+X 2(1 + X)

4 1

v20 (X) = , v21 (X) = , v22 (X) = 0, (4.178)

12(1 + X) 2(1 + X)

and

1 1 1 1 4 1 5

u00 (x) = 1 + x + x2 + x3 + x x + O(x6 ), (4.179)

2 6 48 120 2880

1 5 5 1 17 4 79 5

u10 (x) = x x2 x3 x x + O(x6 ), (4.180)

2 12 48 20 2880 60480

70 4 Logarithm Problems

11 11 17 169 3 388 4 97

u20 (x) = + x+ x2 + x + x + x5 +O(x6 ), (4.181)

12 48 90 5760 302400 120690

1 1 1

u21 (x) = x2 x4 + O(x6 ), (4.182)

2 8 96

and evidently u11 (x) = u22 (x) = 0. At least, u11 (x) = O(x6 ), u22 (x) = O(x6 ).

(2/ )1 has an innite series solution of the same form as the one for

w(x, ), and from there show that z(x, ) = 2 z(x, ) has a uniformly valid

). Compute the rst several

asymptotic expansion of the same form as w(x,

terms of this expansion and conrm the results (4.166)-(4.168).

Chapter 5

Oscillation Problems

5.1 Problem H

where a(x, ), b(x, ) C ([0, 1] [0, o ]) for some o > 0. Assume also that

a(x, ) > 0 and y(0, ) = 0. We know from Problem A that

x

y(x, ) = 1 f (x, t, t/, ) cos((x t)/) dt, (5.2)

0

where

f (x, t, T, ) = b(x t, )eT u(x,t,) , (5.3)

with x

u(x, t, ) = t1 a(s, ) ds, (5.4)

xt

and we could expand f (x, t, t/, ) in accordance with Corollary 2, but this

would not be immediately useful. Instead, assuming b(x, ) is real valued, like

a(x, ) > 0, we note from (5.2) that y(x, ) = Re[w(x, )], where w(x, ) =

z(x, )eix/ and, if we let

where

v(x, t, ) = u(x, t, ) + i, (5.6)

then x

z(x, ) = 1 (x, t, t/, ) dt. (5.7)

0

Springer Science+Business Media, LLC 2011

72 5 Oscillation Problems

Now, since Re[v(x, t, )] = u(x, t, ) > 0 for all (x, t, ) [0, 1] [0, x] [0, o ],

we have (x, t, T, ) C ([0, 1] [0, x] [0, ] [0, o ]), and therefore, by

Corollary 2, as in Problem A, there exists un (x) C ([0, 1]) and vn (X)

C ([0, ]) with vn () = 0 such that for any N 0,

N 1

z(x, ) = n [un (x) + vn (x/)] + O(N ) (5.8)

n=0

expansion, again as in Problem A, from the dierential equation for z(x, ),

which is

z + [a(x, ) + i]z = b(x, ). (5.9)

Thus we immediately see

b(x, 0)

O1 z(x, ) = (5.10)

a(x, 0) + i

b(0, 0)

I1 z(x, ) = 1 e[a(0,0)+i]x/ . (5.11)

a(0, 0) + i

Consequently,

u0 (x) = , v0 (X) = e , (5.12)

a(x, 0) + i a(0, 0) + i

where

a(x, 0)b(x, 0) b(x, 0)

p0 (x) = , q0 (x) = , (5.14)

1 + [a(x, 0)]2 1 + [a(x, 0)]2

and

r0 (X) = p0 (0)ea(0,0)X . (5.15)

In general, if y(x, ) is the solution to (5.1), where a(x, ), b(x, ) are real

valued, a(x, ) > 0 and y(0, ) = 0, then

where

N 1

N 1

p(x, ) = n pn (x) + O(N ), q(x, ) = n qn (x) + O(N ), (5.17)

n=0 n=0

5.1 Problem H 73

and

N1

r(x, ) = n rn (x/) + O(N ) (5.18)

n=0

and rn (X) C ([0, ]). Furthermore, in specic cases, the terms of these

expansions can be determined with the help of P robA, as in Exercise 5.1.

The asymptotic expansion of an integral such as (5.7), where (x, t, T, )

is given by (5.5), is rather dierent if Re[v(x, t, )] = 0. We will need the

proposition below in the next section.

Proposition 3. Assume g(x), h(x) C ([0, 1]) are real valued, h(0) = 0,

and x

F (x, ) = 1 eih(t)/ g(t) dt. (5.19)

0

(a). If h (x) = 0 for 0 x 1, then there exists c(), un (x) C ([0, 1])

such that

F (x, ) = c() + (x, )eih(x)/ , (5.20)

where, for any N 0,

N1

(x, ) = n un (x) + O(N ) (5.21)

n=0

uniformly as 0+ for 0 x 1.

(b). If h (x) > 0 for 0 < x 1, h (0) = 0 and h (0) > 0, then there ex-

ists c(), un (x) C ([0, 1]) and vn (X) C ([0, ]) such that

N 1

(x, ) = n [un (x) + vn (x/)] + O(N ) (5.23)

n=0

uniformly as 0+ for 0 x 1.

and an integration by parts yields

where x

F1 (x, ) = 1 eih(x)/ u0 (t) dt. (5.25)

0

74 5 Oscillation Problems

x

1

F2 (x, ) = eih(t)/ u1 (t) dt. (5.27)

0

Obviously we can repeat this process indenitely, and this proves Part (a) of

the proposition. Indeed, we have un (x) = iun1 (x)/h (x) for n 1 and we

can choose c() to be any function in C ([0, 1]) such that c[n] (0) = un (0).

To prove Part (b), let s = [h(x)]1/2 , let x = (s) denote the inverse of this

transformation, and let G(s) = g((s)) (s). Then

[h(x)]1/2

2

F (x, ) = 1 ei(s/) [G(0) + 2isG1 (s)] ds, (5.28)

0

where 2

H(x, ) = eix /

[ (x/)G(0) + G1 (x)], (5.30)

ix2 2

(x) = e eis ds, (5.31)

x

and

[h(x)]1/2

2

1

F1 (x, ) = ei(s/) [G1 (0) + 2isG2 (s)] ds. (5.32)

0

where G2 (s) = (2is)1 [G1 (s) G1 (0)]. So again we have a process we can

iterate indenitely. Furthermore, (x) C ([0, ]), as we see in Exercise

5.2, and therefore we can expand ([h(x)]1/2 /) = ((x/)[h(x)/x2 ]1/2 ) ac-

cording to Theorem 1. This leads directly to (5.22)-(5.23).

For our nal problem, we seek an asymptotic expansion for the solution to

5.2 Problem I, Part 1 75

satisfying the initial conditions y(0, ) = (), y (0, ) = 1 (). The func-

tions a(x, ), b(x, ) C ([0, 1] [0, o ]) and (), () C ([0, o ]) for

some o > 0 are assumed to be real, and we assume a(x, ) > 0. We further

assume, for some xo (0, 1), that a00 (x) < 1 for 0 x < xo and a00 (x) > 1

for xo < x 1, where, in general, aij (x) = a[i,j] (x, 0), bij (x) = b[i,j] (x, 0).

Finally, we assume a10 (xo ) = 0.

If (instead) a(x, ) = (1 + c)2 , where c is a constant, and b(x, ) = 1/2 ,

then

()

y(x, ) = () cos[(1 + c)(x/)] + sin[(1 + c)(x/)] + yp (x, ), (5.34)

1 + c

where, in the particular solution

sin(cx) 1 cos(cx)

M (x, ) = , N (x, ) = (5.36)

c(2 + c) c(2 + c)

case M (x, ) = x/2, N (x, ) = 0. The point of Problem I is see what happens

if a(x, ) comes close to 1 but only momentarily equals 1 as x increases from

0 to 1.

As in Problem H, it is convenient to let w(x, ) be the solution to (5.33)

with eix/ in place of cos(x/), so that y(x, ) = Re[w(x, )]. In analogy with

Problem D, as in [11], the homogeneous equation for w(x, ) has a pair of

linearly independent solutions,

(1) (2) (1)

wh (x, ) = eis(x)/ u(x, ), wh (x, ) = wh (x, ), (5.37)

(1) (1)

where wh (x, ) is the complex conjugate of wh (x, ),

x

s(x) = [a00 (t)]1/2 dt, (5.38)

0

N1

u(x, ) = n un (x) + O(N ), (5.39)

n=0

it is readily determined that

76 5 Oscillation Problems

where x

1

r(x) = [a00 (t)]1/2 a01 (t) dt. (5.41)

2 0

is pure imaginary and also has an asymptotic expansion in powers of . In

particular, (0) = 2i[a00 (0)]1/2 . It follows by the method of variation of

parameters that the full equation for w(x, ) has a particular solution of the

form

(1) (2)

wp (x, ) = A(x, )wh (x, ) + B(x, )wh (x, ) (5.42)

where x

1/2

A(x, ) = ei[s(t)t]/ (t, ) dt, (5.43)

xo

x

1/2

B(x, ) = ei[s(t)+t]/ (t, ) dt, (5.44)

xo

If we substitute t = t + xo in (5.43) and let h(t ) = s(t + xo ) s(xo ) t,

then h (t ) > 0 for 0 < t 1 xo , h(0) = h (0) = 0 and h (0) = 12 a (xo ) > 0.

Therefore, by Part (b) of Proposition 3,

N 1

(x, ) = n [un (x) + vn (x/)] + O(N ) (5.46)

n=0

un (x) C ([0, 1 xo ]), vn (X) C ([0, ]). Furthermore, [s(xo ) xo ]

h(x) = s(x) + x and therefore, by an application of Theorem 1, there exists

cA () and A (x, ) such that

(1) (1)

A(x, )wh (x, ) = cA ()wh (x, ) + A (x, )eix/ , (5.47)

where A (x, ) has a uniformly valid expansion of the same form as (x, ).

Similarly, by Part (a) of Proposition 5.1, we nd

(2) (2)

B(x, )wh (x, ) = cB ()wh (x, ) + B (x, )eix/ , (5.48)

where B (x, ) also has a uniformly valid expansion like (x, ), although

there are no vn (x/) terms. Consequently, when we substitute (5.47) and

(5.48) into (5.42) we see there is a particular solution w(+) (x, ) = z (+) (x, )eix/

of the dierential equation for w(x, ), in addition to wp (x, ), such that, for

(+) (+)

certain un (x) C ([0, 1 xo ]), vn (X) C ([0, ]),

5.3 Problem I, Part 2 77

N 1

z (+) (x, ) = n [u(+) (+) N

n (x) + vn (x/)] + O( ) (5.49)

n=0

uniformly as 0+ for 0 x 1 xo .

The dierential equation for z (+) (x, ) is

N1

ON z (+) (x, ) = n zn(+) (x), (5.51)

n=0

(+)

whose existence is implied by (5.49), it is apparent that z0 (x) = 0. Also,

for the leading term of the N -term inner expansion of z (+) (x, ),

N1

IN z (+) (x, ) = n Zn(+) (X), (5.52)

n=0

(+) (+)

2iZ0 + a10 (xo )XZ0 = b00 (xo ). (5.54)

Proposition 3, and further discussed in Exercise 5.2, in order for O1 I1 z (+) (x, )

to agree with the fact that I1 O1 z (+) (x, ) = 0, it must be that

Z0 (X) = (mo X), (5.55)

2mo

(+) (+) (+)

u0 (x) = 0, v0 (X) = Z0 (X). (5.56)

another application of Proposition 3, Part (b), we see, in addition to (5.45),

that

78 5 Oscillation Problems

where x = xo x, d() C ([0, 1]) and (x, ) has a uniformly valid asymp-

totic expansion for 0 x xo of the same form as the one for (x, )

on 0 x 1 xo . A similar statement applies to B(x, ) and thus we

see, in addition to the particular solution w(+) (x, ) = z (+) (x, )eix/ to

the dierential equation for w(x, ), there is another particular solution,

()

w () (x, ) = z () (x, )eix/ , such that, for certain un (x) C ([0, xo ]),

()

vn (X) C ([0, ]),

N1

z () (x, ) = n [u() () N

n (x) + vn (x/)] + O( ), (5.58)

n=0

from the dierential equation for z () (x, ), in analogy with the calculations

for z (+) (x, ), that

() () (+)

u0 (x) = 0, v0 (X) = v0 (X). (5.59)

To solve now for y(x, ) = Re[w(x, )], rst we note that, since the dif-

ference between any two particular solutions of the dierential equation for

w(x, ) is a solution to the corresponding homogeneous dierential equation,

there exists c1 (), c2 () such that

(1) (2)

w() (x, ) = w(+) (x, ) + c1 ()wh (x, ) + c2 ()wh (x, ). (5.60)

(5.59),

w() (xo , ) w(+) (xo , ) = [2Z () (0) + O()]eixo / , (5.61)

and also

()

w() (xo , ) w(+) (xo , ) = 1 [2iZ0 (0) + O()]eixo / . (5.62)

In addition,

(1)

wh (xo , ) = [u0 (xo ) + O()]eis(xo )/ , (5.63)

(1)

wh (xo , ) = 1 [iu0 (xo ) + O()]eis(xo )/ , (5.64)

(2) (1)

and, of course, wh (xo , ) = wh (xo , ). Therefore, from

(5.60) and its deriva-

tive evaluated at x = xo , and the fact that (0) = ( /2)ei/4 , what we nd

is

b00 (xo ) i{3/4+[xo s(xo )]/r(xo )}

c1 () = e + O() (5.65)

2mo [a00 (0)]1/4

and c2 () = O(). Consequently,

5.3 Problem I, Part 2 79

+ [0 (x, ) + O()] sin[r(x) + s(x)/], (5.66)

where

b00 (xo )

0 (x, ) = cos{3/4 [xo s(xo )]/ + r(xo )}, (5.67)

2mo [a00 (x)]1/4

b00 (xo )

0 (x, ) = sin{3/4 [xo s(xo )]/ + r(xo )}. (5.68)

2mo [a00 (x)]1/4

Similarly, the dierence between the particular solution w() (x, ) and the

one that satises the initial conditions w(0, ) = (), w (0, ) = 1 () also

is a solution to the corresponding homogeneous dierential equation. Thus

we nd, for the solution to Problem I,

+ [0 (x) + O()] sin[r(x) + s(x)/], (5.69)

To deal with Re[w() (x, )] and Re[w(+) (x, )], note that (x) = p(x) +

iq(x), where

p(x) = (cos x2 cos s2 + sin x2 sin s2 ) ds, (5.71)

x

q(x) = (sinx2 cos s2 cosx2 sin s2 ) ds. (5.72)

x

It follows that

b00 (xo )

Re[w() (x, )] = [q(mo (x0 x)/) + O()] cos(x/)

2mo

+ [p(mo (xo x)/) + O()] sin(x/) (5.73)

for 0 x xo , and

b00 (xo )

Re[w(+) (x, )] = [q(mo (x xo )/) + O()] cos(x/)

2mo

+ [p(mo (x xo )/) + O()] sin(x/) . (5.74)

80 5 Oscillation Problems

+ C(x, ) cos(x/) + D(x, ) sin(x/), (5.75)

N 1

A(x, ) = n An (x, ) + O(N ) (5.76)

n=0

stemming from (5.49), (5.58) and (5.39), in which each An (x, ) = O(1) for

0 x 1, and there are corresponding expansions for B(x, ), C(x, ) and

D(x, ). In particular, we have determined

and

b00 (xo )

C0 (x, ) = q(mo |x xo |/)sgn(x xo ) (5.79)

2mo

b00 (xo )

D0 (x, ) = p(mo |x xo |/)sgn(x xo ), (5.80)

2mo

where H(x) = 0 for x < 0, H(x) = 1 for x > 0, and sgn(x) = H(x) H(x).

In Figure 5.1, a graph of the uniformly valid O(1) approximation

2

0.0 0.2 0.4 0.6 0.8 1.0

Fig. 5.1 Uniformly valid asymptotic approximation of the solution to (5.33) when

a(x, ) = 1/4 + 2x + , b(x, ) = 1, y(0, ) = 1), y (0, ) = 0 and = 0.001.

5.4 Exercises 81

2

0.0 0.2 0.4 0.6 0.8 1.0

Fig. 5.2 Outer approximation of the approximate solution to (5.33) shown in Figure 5.1.

1

a(x, ) = + 2x + , b(x, ) = 1, () = 1, () = 0, = 0.001.

4

(5.82)

Although Maples plotting routine obviously is being pushed to the limit here,

it is easy to check that the result in this case is virtually indistinguishable

from Maples numerical solution of (5.33) . Also, on any subinterval of [0, 1]

excluding the point x = xo , the inner expansion terms C0 (x, ) and D0 (x, )

are uniformly O() and therefore y(x, ) = y00 (x, ) + O(), where

shown in Figure 5.2. In general, the amplitude jump in y00 (x, ) at x = xo

is from [0 (xo )2 + 0 (xo )2 ]1/2 to the square root of [0 (xo ) + 0

(xo )]2 +

2

[0 (xo ) + 0 (x

o , )] , and in the case of (5.82), this jump is from 2/2 to

[(1 + )/2 + cos(3/4 997/12)]1/2 .

5.4 Exercises

if a(x, ) = 2 + x + and b(x, ) = 1 + x2 , using P robA with

82 5 Oscillation Problems

a := 2 + x + + I; b := 1 + x2 (5.84)

1 + x2

u0 (x) = (5.85)

x+2+i

and therefore, in agreement with (5.14),

x3 + 2x2 + x + 2 x2 + 1

p0 (x) = , q0 (x) = . (5.86)

x2 + 4x + 5 x2 + 4x + 5

But then

x3 + 3x2 + 5x + 1 + i(x2 + 2x + 1)

u1 (x) = (5.87)

x3+ 6x2 + 9x + 2 + i(3x2 + 12x + 11)

and, with the help of Maples evalc command, this implies

p1 (x) = , (5.88)

x6 + 12x5 + 63x4 + 184x3 + 315x2 + 300x + 125

2x5 + 13x4 + 40x3 + 70x2 + 54x + 9

q1 (x) = . (5.89)

x6

+ 12x5 + 63x4 + 184x3 + 315x2 + 300x + 125

On the other hand, the P robA calculation immediately reveals

2 1

r0 (X) = e2X r1 (X) = (925X 2 + 50X + 13))e2X . (5.90)

5 125

5.2. Let (x) be the function introduced in the proof of Proposition 3. Use

integration by parts to show (x) has an asymptotic expansion in pow-

ers of x1 as x , and therefore (x) C ([0, ]). Show also that

(0) = 12 1/2 ei/4 .

(+)

5.3. In Problem I, from the solution of the dierential equation for z1 (x),

show that

(+) b00 (xo + x) b00 (xo )

u1 (x) = , (5.91)

a00 (xo + x) 1 a10 (xo )x

(+) (+) (+)

v1 (X) = Z1 (X) Z1 (), (5.92)

and

(+) b10 (xo ) b00 (xo )a20 (xo )

Z1 () = . (5.93)

a10 (xo ) [a10 (xo )]2

() (+) () (+)

Show also that u1 (x) = u1 (x) and v1 (X) = v1 (X).

5.4 Exercises 83

x

2 2 i 2

eix (s)eis ds = x (x) + (1 eix ), (5.94)

0 2

x

2 2 1 3 2

eix s2 (s)eis ds = [2x (x) + ix2 + 1 eix ]. (5.95)

0 6

(+)

and use these results to determine Z1 (X) from (5.53).

References

Bureau of Standards, 1964. Reprinted by Dover, New York, 1970.

dam, 1979.

Proc. Cambridge Phil. Soc., 65 (1969), 209-231, 233-261 and 263-284.

Problems, Am. Math. Soc., Providence, Rhode Island, 1991.

Springer-Verlag, New York, 1996.

6. F. W. J. Olver, Asymptotics and Special Functions, Academic Press, New York, 1974.

tions, Springer-Verlag, New York, 1991.

(1993), 77-90.

SIAM J. Math. Anal, 25 (1994), 1402-1411.

equations, Methods and Applications of Analysis, 2 (1995), 212-221.

11. L. A. Skinner, Stationary phase theory and passage through resonance, J. Math.

Anal. Appl., 205 (1997), 186-196.

bridge, 1985.

13. Milton Van Dyke, Perturbation Methods in Fluid Mechanics, Parabolic Press, Stanford

California, 1975.

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