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Table of Contents
Chapter 1: Introduction to Asymptotic Approximations ................................................3
1.3
1.4
1.5
1.6
Order Symbols.......................................................................................................................3
Asymptotic Approximations .................................................................................................3
Asymptotic Solution of Algebraic and Transcendental Equations........................................3
Introduction to the Asymptotic Solution of Differential Equations ......................................4
Introductory Example............................................................................................................6
Examples With Multiple Boundary Layers...........................................................................7
Interior Layers .......................................................................................................................8
Corner Layers ........................................................................................................................10
Partial Differential Equations................................................................................................10
Difference Equations .............................................................................................................11
Introductory Example............................................................................................................12
Slowly Varying Coefficients .................................................................................................12
Forced Motion Near Resonance ............................................................................................13
Introduction to Partial Differential Equations .......................................................................13
Linear Wave Propagation......................................................................................................13
Nonlinear Waves ...................................................................................................................14
Difference Equations .............................................................................................................14
Introductory Example............................................................................................................16
Turning Points .......................................................................................................................17
Wave Propagation and Energy Methods ...............................................................................17
Wave Propagation and Slender Body Approximations.........................................................17
Ray Methods..........................................................................................................................18
Discrete WKB Method..........................................................................................................18
Chapter 1
Introduction to Asymptotic Approximations
1.3 Order Symbols
1. a) ii) 2 , v) < 1
2. c) f = g = 1/ and 0 = 0
1.4 Asymptotic Approximations
1. d) 6 >> 4 >> 3 >> 2 >> 5 >> 1 , e) 3 >> 2 >> 1 >> 4 , g) not possible
2. b) 23/2(1 + 32/8) , c) sinh(1) + xcosh(1)/2 2x2e1/8 , d) ex(1 x2/2) , g) 1 +
n(n + 1)/2 ]
3. b) f = 1 and = 1 ; must have f = o(1) ; Yes, because given any > 0
we can get f < . But = O(1) K and so given any > 0 we
can get f <
5. b) f = 1 + 2 , g = 1 + 2 , = 1 and = 1 with 0 = 0
c
9. [[S]] ~ 12v (2 1)3 + O(4)
1.5 Asymptotic Solution of Algebraic and Transcendental Equations
1. (c) 2 + , 1 + 2 , (e) 1/3 + /81 , (3/)1/2 1/6 , (f) + 5 , 1(1 2/2),
(g) (e1/2 1) 1/2 (2 (1 e1/2)1/2)/8 , (h) 1 31/2/2 , 1 + /2 ,
(i) setting f = x exp(sin(x+s))ds then f(0) < 0 < f(2) and f > 0 for
0
b) P ~ 2(1 + 1002)
6. b) E ~ M + sin(M) + 12 2sin(2M) + 18 3(3sin(3M) sin(M))
7. a) k(s) ~ /
y0
8. xs ~ ln(3/y0) 2y1/y0 where y0 = y(0) 1.3 and y1 = 12 ln(y0/3)ln(
)
2y
0
TDx
0)/(x0x0)
10. A1 A 1BA1
y 1 = f(s)ds e f(r)er dr
0
0
d
c) Method 1: if y0(0) = 0 with 0 > 0 and > 0 then i) y0(2) > 0 , ii) d
0 < 0 if 0
> 1 , and iii) = 1 1.5 < 0 < 1.6 . Thus, 1 < 0 < 2 > 0 ; Method 2: << 1
~ 2 2/3 decrease
4. ~ n(1 n) where n =
0 (x)sin2(nx)dx
5. a) y ~ Acos(nx) and ~ n +
2(2
4)
nA2
16 2
for n = 1, 2, 3, ...
1
8. a) ~ a0 + a2 1 where 0 = K(0,0) , 1 = 2 [Kx(0,0) + Ks(0,0)] , and
y ~ y0(x) + ay1(x) where y0(x) = K(x,0)/K(0,0) , y1 = [Ks(x,0) 21y0(x)]/(20)
c) as in (a) and ~ 1 + aKx(0,0)( 1/2)/K(0,0)
9. c) E1 =
V102dx
and
E2 =
2
2
2
0 (V1 E1)0 ds dx
Chapter 2
Matched Asymptotic Expansions
2.2 Introductory Example
1. a) y ~ ax + (1 a)(1 ex/)
x
b) BL at x=0; y ~ g(x) g(0)e where g(x) = 1 f(s)ds and x = x/
x
9. a) y ~ 1 + ae x 1(1 + a)
es
3/2
x
=
2
3
( 23
_
_
11. a) y ~ f(x) f(0)exp(x2/2) where x = x/1/2
_
_
b) y ~ f(x) f(0)exp(q(0)x2/2) where x = x/1/2
1
where t = t/
13.
1/2
x/
~
_
1/2
+ f(1)ex/E(1)
where x = x/1/2
_
_
c) BL at x=1; y ~ (2 e2x)/(2 + e2x) + (1 A)e x where x = (x 1)/ and
b) BL at x=0,1; u ~ f(x) +
A = (2 e2)/(2 + e2)
_
~ 1/2
e) BL at x=0,1; y0 =
g) BL at x=0,1; y ~
ex
_
x
e
h) BL at x=1; y ~ 7
~
_
+ (4 e)ex where x = x/5/4
9 2x + Y (x ) where
0
Y0
dr
2
i) BL at x=1
_
dr
2(r ln(r) 1)
_
=x
_
l) BL at x=0,1; y ~ ex + Y(x ) 1 + Z(x~) e1 where
Y
dr
2(r ln(r) 1)
_
= x
_
m) BL at x=1; y ~ y 0(x) + Y0(x ) where 13 y03 y 0 = 6 kx for y0(0) = 3, =
_
y0(1) , x = (x 1)/ , and
Y0
_
4dr
=
x
(r2 2)(r2 + 2 + 2)
H(0) H(1)
p02 + q0 and r1 = p1 +
6. a) = ( )/2
p12 + q1
b) = + 1/2(x,)
/(k+1)1/2)1/k where
c) outer: ~ 1/(2k+1) ; bdy layer at x = 0: ~ /(B + kx
= (2k + 1)/(2k + 2) , B = ( (k + 1)1/2)k/(k+1) and
x = x/ ; solution symmetric
about x = 1/2
d) it's necessary to find the second term in the boundary layer to be able to match ]
e) = ( )/
2.4 Interior Layers
1. a) IL at x=1/2; y ~ erf( (x 1/2)/ 2 )
_
_
_
b) IL at x=0; y ~ 2/x for x 0 and Y ~ 41/2xM(1,3/2,x2) where x=x/1/2
7
12
c) for 0 x
, y ~ ( 53
_
( 12 + x)1 + 2B/(1 + DeBx)
_
1
Bx
x) 2BDe /(1
_
Bx
De )
7
and for 12
x1, y~
_
7
where B = 12
,
x = (x 12
)/
13
_
e) IL at x = 12 ; for 1/2 x 1 , y ~ y0(x) + Y0(x ) where y0 13 y03 = x/2 +
_
1/6 for 1 y0 , = y0(1/2+) , x = (x 1/2)/ , and
Y0
_
4dr
=
x
(r2 2)(r2 + 2 + 2)
f) IL at x0 = 1/2
2. y ~ 1 + (1 x2)1/2 for 0 x < xs = 3/2 and y ~ 0 for xs < x < 1; near x = 1 , y ~
_
Y0 where (2 3/Y0)exp(3/(2Y 0)) = 72 exp(3(x 1)/4) ; for x near x s , y ~ Z0
where 2/Z 0 + 43 ln[ (3/2 Z 0)/Z0 ] = x~ + B for x~ = (x xs)/
_
~
_
x
x
3. b) BL at x =0,1; y ~ k(2x 1) + (3 k)e ke where x = x/ and x~ = (x
1)/
4. a) outer: y ~ 12 (k + (k2 + 4)1/2) for k = 1 x/2 ; bdy layer:
x = (x 1)/ , 4a
= 1 2 + (1 + 12 + 42)1/2 , 4b = 1 + 2 + (1 + 12 + 42)1/2 , and 0 Y a
satisfies
aY a b+Y b
2(a+b)x)
(
)
=
e
a
b
x
b) T ~ 1 ln(1 t)
c) T ~ T T1 where = nexp( (T 1)/(T)) and
T1
+ 0 =
1 rnexp(r/T)dr
1. a) CL at x=1/2; youter ~
(x 12 )/
1
2
+ |x
1
|
2
and yinner ~
1
2
_
_
_
+ [2ln(1 + e x ) x ] for x =
arctanh(r 1) = 1 x .
y0
4. a) boundary layers at x = 0, 1 and a corner layer at x = 1/3
b) there is an interior layer at x = 13 2 3/8 and at x = 11/8 13 2
c) interior layer at x = 13 2 3/8 , a corner layer at x = 1/3 , and a boundary layer at x
=1
2.6 Partial Differential Equations
t
x t
u ~ 12 e t[ (0+)erfc( z) + (0 )erfc(z) ] where z =
2(t) 1/2
9. u0 = (x f(u0)t) and _xU0 = F(U0) s(t)U0 + A(t) where F = f , s = (F(u0+ )
F(u ))/(u + u ) and A = (u F(u + ) u + F(u ))/(u + u )
0
x
x r + 1/2
12. c ~ r +1 erfc( 1/2 ) + (1 r +1 )erfc( (
) )
2 t
2t
10
Chapter 3
Multiple Scales
3.2 Introductory Example
1. a) y ~ 2sin(t)/(4 + 3t)1/2
d) y ~ 1/2exp(t/2)sin(t/1/2)
3. ~ cos((1 2/16)t)
5. a) y ~ A()cos(t) + B()sin(t) where A(0) = 0 , B(0) = 1 ,
2
A =
1
2
F(Asint + Bcost)sintdt
and B =
1
2
F(Asint + Bcost)costdt
b) A = 0 and B = 3/(3 + 4)
7. ~ [1 2exp ((1 + ) t /2)sin(t + /4)]
9. a) ~ A(x,t)exp[iv(x)sin(t/)] where 2iA t + 2Axx = vx2A
10. b) q = q0exp(it1) where = ( 2)1/2 and q0 = (, i )T
c) p = 0p0exp(it1) + cc where p0 = (, i + ) T
0 D(s)1/2ds
4. The higher order terms for the stability boundaries can be found in Abramowitz and
Stegun (1972), pg 724. Note, using their notation, a = 4 and q = /4 .
x
7. b) s = g(x)/g(1) where g(x) =
1
c) h ~ (s)/2 ~ n v1 where 4v1 = (s)sin(2ns)ds
0
d) 1 = 0 ~ 0 + 1 where 0 = n and 1 = v1 v 0/2 = n/2 . Also, Y ~ A(1
s/4)sin(ns) + Bsin(ns) and s ~ x[1 + (x 1)/4]
11
5. a) u(x,t) ~
net/2cos(( n2 /2)t)sinnx
n=1
8. b) u ~ (1 x)U() and ~ (1
U()d)1
0
3.7 Linear Wave Propagation
1. u ~
12
[c(0)/c(t)]1/2[
t
t
f(x c()d) + f(x + c()d) ]/2
0
0
2. u ~
1/2 )er2dr
f(x
t
+
2r(t)
1/2
1
4. b) u ~ [1 + exp((x + t) t)]1
6. a) u0 = U0(t1 + (x, t2)) where
U0(s) =
1
1 + es
1
[ 2t(x1 x0)2 (x x0)(x x 1) ]
1 + 4t
8. b) u ~ u0(, x2) , for = t x and x2 = x , where u0 = 0 if < 0 otherwise u0
= g (s) where s = s(,x2) is the non-negative solution of
and = 12 ln(1 + 4t)
= s 12 x2f( g(s)) .
Thus, for 0 , u0 = g(s) + 12 x2[g(s)f(g(s)) + F(g (s))] where F () = f()
with F(0) = 0 .
9. a) s ~ 12 [F(1) + F(2)] where 1 = x t tF(1)/2 and 2 = x + t + tF(2)/2
10. a) ~ 1 + f(x t) + 22tf(x t)f(x t) where = +
3.9 Difference Equations
1. a) yn ~ Ae2n
13
_
_
_
3. a) yn ~ n y0(s) where y0 = g(y0)
4. from (a), = 38 A2 ; from (i), ~ 38 A2(1 + 18 h2) ; from (ii), ~ 38 A2(1 58 h2) ;
from (iii), ~ 38 A2(1 18 h2)
5. a) 2 = d2 + 4sin2(k/2)
14
f(j)
N1
j=1
Chapter 4
The WKB and Related Methods
4.2 Introductory Example
1. c) ywkb ~ A[exp(ex) exp(ex 2 x/)] where
A = (exp(e) exp(e 2 1/))1 and ycom ~ exp(e ex) exp(1 + e x/)
x
x
1
3. d) y ~ q1/4(Ae/ + Be/)exp( 2 f(r)dr) where = q(r)dr
x
x
p
p
1
1
4. c) y ~ h1/2[ a0exp( ( p + h + h )ds + b 0exp( (p + h + h )ds ]
2
2
where h = (p2 4q) 1/2
7. c) w ~ g(x)[ (a + b/n)sin(n)
acos( n)
2 n
x
a,b are arbitrary constants, =
(q/p)1/2ds
and 0 = /
49
)
72(n) 2
x
1
8. y ~ q1/4exp[
((4q + p2)1/2 1/2p)dx ]
2
e) ~ n (1
1
2
10. a) y ~ x[1
+ 4 ( + x ) + ...
ex
1
b) J(x) ~ (2)1/2 (
) [1 12
(1 + 3x2) ]
2
15
x
b) R ~ 1 + Ae(x)/(1 )1 where = x
0 1(s)ds and
A = 1 (0)1 ; the conditions are that as x and > 0 for 0 < x <
x
3(m +
q(s) ds
and =
q(s) ds
16
sin( ny)
x
where (x) is given in (4.87) and (x) = 2
0 (x)(22 n)1/2 dx
q()2 4 ) ]d .
b) n+1 = (cn/an) n1
7. a) yn ~ (1 2)1/4(a0exp(i/) + b0exp(i/)) where = n and
17
= cos1() (1 2)1/2
b) a0 = (/2)1/2exp(i/4) and b0 = (/2)1/2exp(i/4)
8. a) zn ~ 1/2(1 + 4)1/2(arn + b/rn) where = n and
1 + 2 + (1 + 4)1/2 n/2
(1 + 4)1/2
rn = (
)
exp(
)
2
9. b) = k n and R ~ e()/ [ R0(n,) + ... ] , where = + (1 )ln(1 ) and
R0 = A[(1 )en]en/2 .
18
Chapter 5
The Method of Homogenization
5.2 Introductory Example
_
2. a) x(Dxu0) + g(u0) = tu0 + f
8. e) D1 1 = 1/(/D + /D ) which is a volume fraction weighted harmonic
mean ; the harmonic mean is obtained only when = = 1/2
the greatest relative error occurs when = 1/2 with a relative absolute error of
(D D)2/(4D D) ; the error is zero if = 0 or if = 1
f)
z 0
)f = ze
z 0
where n yf = 0 on f
19
Chapter 6
Introduction to Bifurcation and Stability
6.2 Introductory Example
1. b) y = (1 42)1/2/3 for 1 2 1 where y + stable and y unstable
3. a) supercritical pitchfork when n = (n)2 and n ~ 2(2)1/2cos(nx)/(n)
b) V1 ~ 22/2 s = 0 unstable for > 2
c) for n one finds Vn ~ 22/(n)2 V 1 < V2 < ... < Vn < 0 and this suggests V1
is the preferred configuration
4. a) y = Asin(nx) where A = 0 or A2 = 2( (n) 2) ; pitchfork bifurcation at (p,
Ap) = ((n)2, 0) for n = 1, 2, 3, ...
b) Vn = An4/2
5. a) = 0 stable for 0 < < 1 and = arccos(2) stable for 1 < < ; =
unstable
6. c) 0 = 0 and 0 < 1 < 1/2
d) slope for = 40 is 24.34 and slope for = 30 is 20.36 ; = (1/2 2)1/2
(2.3381...)2/3/
20
9. b) for 0 < 7 the steady states are u i = ix , for 1 < 2 < 3 , where u1,u3 are
stable and u2 is unstable; for 7 < the steady state u3 is unique and stable
10. a) u ~ us +
vneint < 1
3. b) y = 0 unstable; y = y0 stable for 0 < rT < /2 and for rT > /2 there are stable
limit cycles
4. b) y = y0 is stable for y 0 < 2 and there's a Hopf bifurcation at y0 = 2
21
where c = (1 )1/2
9. a) = z = 0
b) = 0 and z = 0cos(t) ; the motion is straight up and down; see van der Burgh
(1968)
10. a) < 0
b) k2 = r02 and 0 < r0 < 1/2
22