PERTURBATION METHOD: PART 1 – ALGEBRAIC EQUATIONS

STQM6064 MATHEMATICAL MODELLING AND METHODS

Department of Mathematical Sciences
Faculty of Science & Technology

STQM6064

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Outline
1 Algebraic equations
Exact available
Iteration
Expansion method
Singular perturbation
Rescaling the equation
Systematic approach
Non-integral powers
How to determine expansion sequence if exact not available?

2 Exercises

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Motivation, Usage
Before the 18th century, Applied Mathematics and its methods received the close attention of the
best mathematicians who were driven by a desire to explain the physical universe.
The nonlinear governing equations of mathematical, chemical, biological, mechanical and economical
models are often nonlinear and too complex to be solved analytically.
Perturbation theory provides effective tools for obtaining approximate analytical solutions to a wide
variety of nonlinear problems.
The goal of perturbation methods/techniques is to find useful, approximate solutions to difficult
problems that arise from the desire to understand a physical process.
These approximate solutions are obtained by carrying out expansions in terms of a small parameter,
where the known solution is recovered when the parameter is zero, and the higher-order terms in the
expansion contain the additional information.

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Applications
Perturbation theory first appeared in one of the oldest branches of applied mathematics:
celestial mechanics, the study of the motions of the planets.
▶ If only the sun and one planet are considered, the result is elliptical motion with the sun at a
focus, which does not quite correspond to the actually observed motion.
▶ The explanation is that the planets exert gravitational forces on each other, and therefore
perturb, that is, modify, their motions.
An important, but difficult, task in numerical linear algebra is to calculate the eigenvalues of
a matrix.
▶ The roots of the characteristic equation are very sensitive to the values of the coefficients of the
equation.
▶ A well-known example, due to Wilkinson (1964), illustrating this is the equation:

x 20 − (1 + ϵ)210x 19 + 20615x 18 + · · · + 20! = 0,

which can be rewritten as

(x − 1)(x − 2) · · · (x − 20) = 210ϵx 19 , ϵ ≪ 1.

Ishak Hashim (ishak h@ukm.edu.my) PERTURBATION METHOD: PART 1 – ALGEBRAIC EQUATIONS STQM6064 4 / 20
Analytical Method Complements Numerical Method
Char, M.I. and Chiang, K.T. 1994. Stability analysis of Benard-Marangoni convection in fluids with
internal heat generation. Journal of Physics D: Applied Physics 27(4): 748-755.
Wilson, S.K. 1997. The effect of uniform internal heat generation on the onset of steady Marangoni
convection in a horizontal layer of fluid. Acta Mechanica 124(1): 63-78.

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References

Ishak Hashim (ishak h@ukm.edu.my) PERTURBATION METHOD: PART 1 – ALGEBRAIC EQUATIONS STQM6064 6 / 20
 Algebraic equations

Algebraic equations
If exact solution is available:
Consider
x 2 + ϵx − 1 = 0, 0 < ϵ ≪ 1 (1)
( 2
ϵ4
r
ϵ ϵ2 +1 − 2ϵ + ϵ8 − 128 + ···
x =− ± 1+ = 2
ϵ4
(2)
2 4 −1 − 2ϵ − ϵ8 + 128 + ···
Converge if |ϵ| < 2

ϵ = 0.1
# terms x
1 1.0
2 0.95
3 0.95125
4 0.951249
exact 0.95124922 . . .

Here, we found exact, then approximated.

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 Algebraic equations

Iteratively?
x 2 + ϵx − 1 = 0, ϵ ≪ 1 (3)
√
x = ± 1 − ϵx (4)
√
xn+1 = ± 1 − ϵxn (5)

Need starting point for iteration: if ϵ = 0, x0 = 1

positive root:
√ ϵ ϵ2 ϵ3
x1 = 1−ϵ=1− + − + ··· (6)
2 8 16
ϵ
take x1 = 1 − 2 (Why?)

r  ϵ ϵ ϵ2 ϵ3
x2 = 1 − ϵ 1 − =1− + + + ··· (7)
2 2 8 16

How to check that a term is correct without the exact solution?

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 Algebraic equations

Expansion method
x 2 + ϵx − 1 = 0, ϵ≪1 (8)
Set ϵ = 0, x = ±1 (unperturbed roots)
Suppose expansion about one of the roots:
x = 1 + ϵx1 + ϵ2 x2 + ϵ3 x3 + · · · (9)
Now
(1 + ϵx1 + ϵ2 x2 + ϵ3 x3 + · · · )2 + ϵ(1 + ϵx1 + ϵ2 x2 + ϵ3 x3 + · · · ) − 1 = 0 (10)
1 + 2x1 ϵ + (x12 2 3 2 3
+ 2x2 )ϵ + (2x1 x2 + 2x3 )ϵ + · · · + ϵ + x1 ϵ + x2 ϵ + · · · − 1 = 0 (11)
Equating coefficients of powers of ϵ:
At zeroth-order ϵ0 : 1 − 1 = 0
At 1st order ϵ1 : 2x1 + 1 = 0 ⇒ x1 = − 12
1
At 2nd order ϵ2 : x12 + 2x2 + x1 = 0 ⇒ x2 = 8

At 3rd order ϵ3 : 2x1 x2 + 2x3 + x2 = 0 ⇒ x3 = 0

..
.
Easier, but have to assume the PERTURBATION
Ishak Hashim (ishak h@ukm.edu.my)
form of expansion in powers of ϵ
METHOD: PART 1 – ALGEBRAIC EQUATIONS STQM6064 9 / 20
 Algebraic equations

Singular perturbation
Consider
ϵx 2 + x − 1 = 0, ϵ≪1 (12)
Note that when ϵ = 0, one root x = 1, BUT when ϵ ̸= 0, two roots!
Singular perturbation problem: the limit problem ϵ = 0 differs from the limit ϵ → 0.
(cf. regular perturbation)
√ (
−1 ± 1 + 4ϵ 1 − ϵ + 2ϵ2 − 5ϵ3 + · · ·
x= = (13)
2ϵ − 1ϵ − 1 + ϵ − 2ϵ2 + 5ϵ3 + · · ·

Converge if |ϵ| < 1/4.

Note that the second root disappears to x = ∞ as ϵ → 0.
How to capture the second root?

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 Algebraic equations

Need to start the expansion not with ϵ0 , but with ϵ−1 :

x−1
x= + x0 + ϵx1 + · · · (14)
ϵ
x 2  x 
−1 −1
ϵ + x0 + ϵx1 + · · · + + x0 + ϵx1 + · · · − 1 = 0 (15)
ϵ ϵ
1 2 1
x−1 + 2x−1 x0 + ϵ(2x−1 x1 + x02 ) + · · · + x−1 + x0 + ϵx1 + · · · − 1 = 0 (16)
ϵ ϵ

Equating coefficients of ϵn :
At ϵ−1 : x−1
2
+ x−1 = 0 ⇒ x−1 = −1 or 0
Root x−1 = 0 leads to regular root. (Check!)
So, take x−1 = −1:
At ϵ0 : 2x−1 x0 + x0 − 1 = 0 ⇒ x0 = −1
At ϵ1 : 2x−1 x1 + x02 + x1 = 0 ⇒ x1 = 1
..
.
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 Algebraic equations

Rescaling the equation

X
Let x = ϵ , then ϵx 2 + x − 1 = 0 becomes regular, i.e.

X2 + X − ϵ = 0 (17)

(NOTE: Finding correct starting point for expansion = finding suitable rescaling to regularize the
singular problem.)
What is the correct expansion for (17)?
(
0 + ϵ − ϵ2 + 2ϵ3 + · · ·
X = (18)
−1 − ϵ + ϵ2 − 2ϵ3 + · · ·

Substituting X = ϵx gives (13).

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 Algebraic equations

Systematic approach
Let x = δ(ϵ)X .
Here δ(ϵ) general scaling factor and X is strictly of order one (X = ord(1)) as ϵ → 0.
Thus ϵδ 2 X 2 + δX − 1 = 0.
Now consider dominant balance in equation as δ varies from very small to very large.

δ≪1
ϵδ 2 X 2 + δX − 1 = small + small − 1 = 0? NO (19)
δ=1

ϵδ 2 X 2 + δX − 1 = small + X − 1 = 0? YES (20)

X = +1 + small (regular root) (21)

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 Algebraic equations

1 ≪ δ ≪ ϵ−1
If δ a little larger than unity, then 2nd term dominates:
ϵδ 2 X 2 + δX − 1
= small + X + small = 0? (22)
δ
YES only if X = 0 + small. But that violates restriction that X = ord(1).
If δ increases well beyond unity, term X 2 breaks the dominance of the 2nd term when δ = ϵ−1 .
δ = ϵ−1
ϵδ 2 X 2 + δX − 1
= X 2 + X + small = 0? (23)
ϵδ 2
Can balance the zero on RHS with either X = −1 + small which yields singular root, or
X = 0 + small which is not permitted because violates X = ord(1).
δ ≫ ϵ−1
If δ is very large, then
ϵδ 2 X 2 + δX − 1
= X 2 + small + small = 0? (24)
ϵδ 2
Can only balance the zero on RHS if X = 0 + small which violates X = ord(1).

CONCLUSION: δ = 1 for regular root, δ = 1/ϵ for singular root.

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 Algebraic equations

Non-integral powers
Consider
(1 − ϵ)x 2 − 2x + 1 = 0 (25)
Unperturbed solution: setting ϵ = 0 yields x = 1 (double root).
Try regular expansion x(ϵ) = 1 + ϵx1 + ϵ2 x2 + · · ·
Substituting and comparing coefficients of ϵn :
1 + 2x1 ϵ + (2x2 + x12 )ϵ2 + · · · − ϵ − 2x1 ϵ2 + · · · − 2 − 2x1 ϵ − 2x2 ϵ2 + · · · + 1 = 0
At ϵ0 : 1 − 2 + 1 = 0, automatically satisfied!
At ϵ1 : 2x1 − 1 − 2x1 = 0, cannot be satisfied with any finite value of x1 .
Cause of difficulty? (Look at the exact solution.)

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 Algebraic equations

Exact solution:
1 ± ϵ1/2
x= = 1 + ϵ1/2 + ϵ + ϵ3/2 + · · · , (+ve root) (26)
1−ϵ
So now try expansion x(ϵ) = 1 + ϵ1/2 x1/2 + ϵ1 x1 + ϵ3/2 x3/2 + · · ·

Substituting and comparing coefficients of ϵn/2 :

At ϵ0 : 1 − 2 + 1 = 0, automatically satisfied!
At ϵ1/2 : 2x1/2 − 2x1/2 = 0, satisfied by all x1/2 (but x1/2 still undetermined)
At ϵ1 : 2x1 + x1/2
2
− 1 − 2x1 = 0 ⇒ x1/2 = ±1, (x1 still undetermined)

At ϵ3/2 : 2x3/2 + 2x1/2 x1 − 2x1/2 − 2x3/2 = 0 ⇒ x1 = 1 for both x1/2 (but x3/2 still undetermined)
..
.

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 Algebraic equations

How to determine expansion sequence if exact not available?

Assume x(ϵ) = 1 + δ1 (ϵ)x1 + δ2 (ϵ)x2 + · · ·
with conditions: 1 ≫ δ1 (ϵ) ≫ δ2 (ϵ) ≫ . . . and x1 , x2 , . . . = ord(1) as ϵ → 0
2
Substituting into (1 − ϵ)x − 2x + 1 = 0 yields

δ12 x12 + 2δ1 δ2 x1 x2 + δ22 x22 + · · ·

−ϵ − 2ϵδ1 x1 − ϵδ12 x12 − 2ϵδ2 x2 + · · · = 0

So leading order terms are δ12 x12 and −ϵ.

3 possible leading order balances:
either δ12 x12 = 0 if δ12 ≫ ϵ
or δ12 x12 −ϵ = 0 if δ12 = ϵ
or −ϵ = 0 if δ12 ≪ ϵ

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 Algebraic equations

Last unacceptable, 1st too because we need x1 = ord(1).

Hence δ1 = ϵ1/2 and x1 = ±1.
Omitting the two balancing terms leaves as leading order terms 2δ1 δ2 x1 x2 and −2ϵδ1 x1 .
Similar arguments as before:
either 2ϵ1/2 δ2 x1 x2 = 0 if δ2 ≫ ϵ
or 2ϵ1/2 δ2 x1 x2 −2ϵ3/2 x1 = 0 if δ2 = ϵ
or −2ϵ3/2 x1 = 0 if δ2 ≪ ϵ
The only acceptable option is δ2 = ϵ and x2 = 1 for both x1 roots.

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 Algebraic equations

NOTE:
1 Because the above determination of the expansion sequence involves some messy intermediate
details, in practice one would take two attempts at the problem to determine δ1 and δ2 :
▶ First one would substitute x = 1 + δ1 x1 and find δ1 = ϵ1/2 .
▶ Then one would substitute x = 1 + ϵ1/2 x1 + δ2 x2 and find δ2 = ϵ.
Splitting the problem up into stages, one has to consider at each stage less terms of
undetermined magnitude.
2 Finally the superiority of the iterative method should be noted in cases where the expansion
sequence is not known. A suitable rearrangement of the original quadratic is
(x − 1)2 = ϵx 2
which leads to the iterative process
xn+1 = 1 ± ϵ1/2 xn .
Starting with x0 = 1, the positive root gives x1 = 1 + ϵ1/2 and x2 = 1 + ϵ1/2 + ϵ.
Not only is this considerably quicker but there is also no awkward step like the ϵ1/2 level in the
expansion method which leaves x1/2 undetermined.
3 For a double root we must expand x(ϵ) in powers of ϵ1/2 .
Similarly for roots of order n we must expand x(ϵ) in powers of ϵ1/n .
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 Exercises

Exercises
Find a two-term expansion for the solutions of the following equations:

1 x 2 − (3 + 2ϵ)x + 2 + ϵ = 0
Answer: x = 1 − ϵ + 3ϵ2 + · · · , x = 2 + 3ϵ − 3ϵ2 + · · ·
2 ϵx 2 + x + 1 = 0
Answer: x = −1 − ϵ + · · · , x = −1/ϵ + 1 + · · ·
3 ϵx 3 + x 2 − 1 = 0
Answer: x = 1 − ϵ/2 + 5ϵ2 /8 + · · · , x = −1 − ϵ/2 − 5ϵ2 /8 + · · · ,
x = −1/ϵ + ϵ − 2ϵ3 + · · ·
4 x 4 + ϵx 3 − 5x 2 + 4 = 0
Answer: x = 1 + ϵ/6 + · · · , x = −1 + ϵ/6 + · · · ,
x = 2 − 2ϵ/3 + · · · , x = −2 − 2ϵ/3 + · · ·

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