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AY /A/TN pO ee | NYY Introduction to Perturbation Techniques ALI HASAN NAYFEH University Distinguished Professor Virginia Polytechnic Instiute and State University ‘Blacksburg, Virginia and Yormouk University, Ibid, Jordan ‘Wey Chass Lier on Pathe 1993 ® ‘A Wiley Interscience Publication JOHN WILEY & SONS, INC. New York + Chichester + Brisbane + Toronto + Singapore eee erodeaty ptt fa di Senin tet Se Ry Aenea ae Ta ae pa ee ay © 198 byte Wey & So, Wey Case ey En Patil 18. imal, ied inant bn Cat eration oan fy pa of woe jot tt prs by Seto 17 8 Fe 13h Une Sane Copy At ioe permaion ‘be cpt one enn Reuss er ‘SeFemnane Dt, Wi So ay of Congres Caton i Paci Das Tata an “A Wl eon near 2a Ronee sab 3. Pre Son shot Te Seven 371 N32 as et To my parents Hasan and Khadrah ‘my wife Samirah ‘and my children Mahir, Tari, Samir, and Nader Preface Many of the problems fcing physics, ensners, and applied mathematicians invale such difeltis at nonlnesr governing equations, saab coeiens, ‘nd nooliesr boundary conditions at complex known or unknown boundaries ‘Mat preclude soling thm exactly. Conmquently, solatons are approximated Using tumercal techniqos, analytic techniques, sd combinations of both Foremost among the aly techniques ae the systematic methods of pes tubaions (aymptoti expusons) in terms of a mall or le parameter of ‘coordinate, Tir bok x concered nly with dese perturation techniques. “The author's book Pérubarion Methods preenteinsunfed way a aesount ‘of mos ofthe perturbation techniques, plating out theists, erences, ‘ed sdvantage, wel a their maton. Although the techniques re descebed ‘by means of examples that start with simple ordinary equations that an be solved exactly and progres tomard complex parti-diferenia equations, the ‘aterl concie and savanced and therefor is ntended fr researchers and Sdvanced graduate students onl. The porpose of tht book, however, & to ‘resent the materia in an elementary way tat makes it ensy accesible vanced undevpaduses and fistyea graduate students in a wide varity of ‘entific and engineering fields Ara rel of teaching perturbation methods for eight yeas to Rstyest and advanced paduatestadeats at Virginia Poly. technic Insitute and State Univer, I have selected limited number of techniques and smpied thir description consberably. luo U have attempted tovanaver the questions moa fequontly ealed by my stants. The Lechniquet fare decid By mane of simple examples that const mainly of algebra aad ‘vdinary ferential equations. "The materi n Chapters} and 18 and Appendices A and B cannot be found in Pernrbatin Methods Chapter 3 dacuse asymptotic expansions of integra. ‘Chaper 15 5 devoted to the deteinaion of the ajoints of homogeneous linear equavions (lb, ordinary erential, prt deren, na nena) tutions) andthe sobabibty contin of line Inbomopenenus problems ‘Apoendin’A summaries tigonomcsic lenis, and Appendix B sammaraes ‘the properties of linear ordinary fret equations and descobesthe symbolic ‘method of determining the tolvtione of Homogeneous and ishomopencs ‘Stdaay diferent equations with constant concent ‘The reader shoul havea background in cles and elementary ordinary “sifereal equations "ach chapter contains 2 umber of exerts. For more exscis, the render ‘stele to Perturats Metads hy Nayich and Monier Ondo by Nayleh and Mook. Since this book I elementary, only at ofthe pertinent books Is included inthe biblogsphy without any ater of etn them la thee amingebied to K.R,Asfar and D.T- Mook for reading the whole manuscript and to L. Watson, M. Willams, C. Prather, 8. A. Raga, Wickman, A. Yen, Y. Lis, H Reed, J. Dede, Y. Ms, and W. 8. Sare for teading parts ofthe smanwirpt. Many of the gues wore drawn by T. It Noyiehy KR. As 1. Wiskiman,T, Dunya, andT. MeCawlysand {wish express my appreciation ‘o them. Finally, 1 wish to thank Patty Belcher, Jane Bryant, and Sharon akin for ping the mani. ‘Aut HasaN Naveen ecb. ie foot 180 Contents 1 anTRopucTioN 1 1.1 Dimensional Analy, 1 12 Expansions, 10 1.3. Gauge Functions, 12 14 OrderSymbels, 17 1LS_ Asymptotic Ses, 18, 1.6, Asymptotic Expansions and Sequnoes, 22 1.7 Convergent Verms Asympoti Seis, 28, 1.8 Elementary Operations on Asymptotic Expansions, 24 Exerces, 4 2 ALGEBRAIC EQUATIONS En 2.1. Quadratic Equtons, 25 22 Cubic Equations, 39 23 Higher Onder Equations, 43 24 Transcendental Equations 45 Exerc 48 3 INTEGRALS st ‘31. Expansion of loterands, $2 32 Interaton by Pas, $6 33 Leslens’sMethed. 65 1 CONTENTS 35 TheMethod of Stepest Descent, 88, Exerc, 101 44 THE DUFFING EQUATION 4.1 The Strsightforward Expansion, 109 42. Exact Slain, 113 43 The Lindstedt Poincaré Technique, 118 44 The Method of Renormalization, 12 45 The Method of Multiple Seales, 122 46 Variation of Parameters, 127 47 The Method of Averaging. 129 Exerses, 31 ‘5 THELINEAR DAMPED OSCILLATOR 5.1 The Staghtforward Expansion, 135, ‘52 Exact Solution, 136 153 The Lindstedt Poincaré Techno, SA ‘The Method of Multiple ese, 42 55. TheDMethod of Averaging, 44 Exerc, 16 39 6 SELF-EXCITED OSCILLATORS 6.1 TheStraghtlorvard Expansion, 148, 62 TheMethod of Renormalization, 151 {63 The Method of Mulpe Seles, 152 64 The Method of Averging, 188 Exerc, 157 7. SYSTEMS WITH QUADRATIC AND CUBIC NONLINEARITIES. 7A. The Staighforward Expansion, 160, 107 14 wr 19 12 The Method of Renomalzation, 162 13 The Lindstedt Poincaré Technique 164 1A The Method of Multiple Seales, 166 1S TheMethod of Averaging, 168 16 The Generined Method of Averaging 169 17. The Krylov Rogolsbor Mitopoiky Technique, 173 ess, 175 {8 GENERAL WEAKLY NONLINEAR SYSTEMS ” 8.1 TheStaiphtforward Expansion, 177 82 TheMethod of Renomalizaion, 179 83 The Method of Multiple Scales, 181 84 The Method of Averating, 182 85 Applications 184 Exerc, 188 {9 FORCED OSCILLATIONS OF THE DUFFING EQUATION 190 9.41 TheStniphtorward Expansion, 191, 9.2. TheMethod of Multiple Scales, 193 9.24 Secondary Resonances, 193 9.22 Primary Resonance, 208 93 TheMethod of Averaging, 209 9.3.1. Secondary Resonances, 209 9.32 Pamary Resonance, 212 Ener, 203 10 MULTIFREQUENCY EXCITATIONS 216 10.1 The Stightfornard Expansion, 216 10.2 The Method of Malipl Seales, 219 1024 The Casey #104 1,220 1022 The Case ey ~ eo = 1 andy 2,222 103 The Method of Averaging, 226 1031 The Cie wy #9 * 1,230 1032 The Ceo - Wy = 1 andy 2,230 Exerc, 230 11 THE MATHIEU EQUATION as 11 The Stightforwand Expansion, 235 112 The Floquet Theory, 236 113. The Method of Stained Parameters, 243, 114. Whitaker's Method, 247 15 The Method of Multiple Sales, 249 116 The Method of Averapng, 253 Exerc, 254 12. BOUNDARY. LAYER PROBLEMS 287 121. ASimple Example, 257 122 TheMethod of Mall Sse, 268, 123 TheMethod of Matched Armptoic Expansions, 270 124 Hipher Approximations, 279 12S Equtions with Vaile Coefficients, 284 126 Problems with Two Boundary Layers, 296 127 Malle Decks, 304 128 ‘Nonlinear Problems, 307 Exerc, 320, 13 LINEAR EQUATIONS WITH VARIABLE COEFFICIENTS 35 13 Fist Onder Sear Equation, 326 132 Second-Order Equation, 329 133 Solutions Near Regular Singular Points, 331 CONTENTS 124: Singlcty at tint, 342 135. Solutions Near an Irena Singular Point, 344 Exerc, 355 DIFFERENTIAL EQUATIONS WITH A LARGEPARAMETER 360, 4 The WKB Approximation, 361 142 The Liowille- Green Transformation, 364 13. Eigenvalue Problems, 366 144. Equation wth Stoly Varying Coefcens, 369 145 Turning Point Problems 370 146 The Langer Tanto 27 geal Problems with Turning Points, 379 Exerc, 383 tion, 378 SOLVABILITY CONDITIONS. a8 1S. Algebric Equations, 389 152 Nonlinear Vibrations of Two-Depecof Freedom Gyroscopi Systems, 394 153 Paametricaly Excited Gyroscope Systems, 397 1SA Second-Order Dilferetial Systems, 401 15 General Boundary Conditions, 406 154 A Simple Eigemalue Problem, 412 157A Degenerate Eigenalue Problem, $14 158 Acoustic Waves ina Duet wit Sinusoidal alls 418 159 Vibration of Ney Cicaar Membranes, 426 15.10 A Fourth Onder Diserentia System, 432 1511. Gener Fourth Order Differential Systems, 438 15.2 A Fourth Order Egenvale Problem, 441 15:13 A Differential Sytem of Equations, 445 15.14 General Differential Systems of First-Order Equations, 447 15:15. Differential Systems with Interfacial Boundary Conditions, 452 15.16 Integral Equations, 454 15:7 Parti Differental Equations, 458 Exerc, 462 [APPENDIX A. TRIGONOMETRIC IDENTITIES APPENDIX LINEAR ORDINARY-DIPTRENTIAL EQUATIONS spyiocRarHY INDEX an 80 so 07 CHAPTER 1 Introduction 1A. Dimensional Analysis Exact solutions are race ia many branches of ui mechanic, oid mechani, motion, and physics because of monieare, inhomogeneities, and gene oundaiy conditons. Hence, engineers, physics, ahd applied mathematicians fe forced to dete approximate solutions of the problems they ae facing, ‘These approximations maybe purely numer, purely anata, o combi tion of mumercl and analyte techniques. In this book, we concentate on the purely snlyica echalgues, which, wen combined with a omer eehnigue Bich asa finiediference ov fite-ement tecque, il very pomerfl and ‘erie technique, "The Key to solving modem problems ls mathematical modeling. This process, sovoles Keeping certain elements, neglecting some, and approximating yet others. To accomplish this important step, one neds to decide the onder of ‘mapatude (ie, snallns or lvgenes) ofthe diferent elemeats ofthe system ‘by comparing them with eachother a5 well a withthe basi elements ofthe system. This proces scaled nondimensionalzaion or ming the vatables Aimersonlss" Consequently, one should alvays introduce dimensionless ‘arabes Before attempting to make any approximations. For example, if an ‘ements length of one celimeter, would this lemeat be lage ot sal? (One cannot answer this question without knowing the problem Being con sidered. If the problem inves the motion of a atelite in an obit around the fart, then ope centimeter is very very small On the other hand, ifthe problem lovolesimtermolcuar distance, then ne centimeter Is very very Ie. AS 2 second example, i one gram smal or large? Azan one gam is very very small ompaced withthe mae oa stelite bt tx ery sry ngs compaed withthe ‘mas of an election. Therefore, expesing the eqathins dtensnless fn Brings out the iniportnt dimensionless parameters that gover the behavior of the system. Even i ne isnot intersted in approximation, ts ecommended that one perform thi important step Before analyzing the system or presen, 2 werrooverion ‘xperiental dat. Nest, we gi a few examples lusting the process of bxawrnt 1 ‘We some th moon of «pte of mas sexta bya er aprng having the constant fan cous amet havi he cece a shown in Fpwe Ul Ung News secon a of ation, we have au, de mete y Menno oo where uh dpacenent of the pate an ine. Lt vase that he atl wasted fom est om he pon vg 9 ha the al eandons © aa ln this case, wis the dependent rable and 1 he independent valle. They need tobe mace dimensionless by using «characters stance anda character Itc tie ofthe syste. The dplacementu canbe made cmensionles by wing the ina placement up asa chuacesti distance, wheres the tne an be nade dimensiones by ug the invere ofthe systems natural frequency y= Vi Ths, we pat « So trent where the aster denotes dimensiones quantities. Then, tu dbuyut) em at ae so that (11) becomes 4. as Ze, “2 Fr eA massac by asp an von ope DINENSIONAL ANALYSIS 3 8 syns BS agit met AS + gr hag =0 Hence FH yf, a wre Put | det +a er a3) Fu yet yur=0 as) where - aa tn terms of the above dimensnless quantities, (12) becomes 0) ans as) slag parr herp, which represent the rato of the darping force to the inert foce or the tesioing fore ofthe sping. If thi ratio ir ama, then one can wie the dimensionless quantity 4 athe smal parameter inobtaiing an approximate ‘elution of the problem, and we speak ofa ily damped system. We thould ote hat he sate cannot be considered lighly damped jst because is small = wlmesy = hon must be sal EXAMPLE? Lat us asume tat the spring fore a nonlinear function of w according to fosng H+ i? a6 here andy are constants, Then, (1-1) becomes nifty ft tart ka 1D ge gy et ta 0 a ‘Asin using the sre cimensionles quantes a inthe preceding example, we tae sg Oe gin HE gu gue roa 4 werRouscTiON Eat yt det ae utter? =0 as) where u ate om tt as) “The inl conditions tanfonm ain (1.5), Thos, the present problem i fane- tion ofthe two dmessonles parameters "and e. AS before a represents the fatlo of the damping fore the Snr ore oF the near restoing force, The furametr represents the ratio ofthe nrkinear and Unear estoing ores of the pig "hen we speak ofa weakly nonlner syste, we mean that Kyi sal. ven if ky rama compared wih k the nonlineanty wil nt be smal fu 8 Tange corped with Kg. Thus, i the parameter that characters the ronineseiy EXAMPLE 3 [Asa thid example, we conider the motion of a spaceship of mas m that is moving in the qraviatlonl fel of to fixed masscenters whose mass mand In ave moh ch bigger than m.” With expect tothe Cartesian coordinate ‘Sate shown in Figure 2, the equations of motion are rmsGx___mmsGr-L) 1 Baye eo oo mmGy___mmaGy aa ee ee where the tie, isthe graittional constant, and the distance between Tac and my a th cae, the dependent variables are x andy and he independent variable ss Chey a carats lng ofthe problemi, te dstanee between the tho mam comets A character time ofthe problem i not as obvious. Since ge 1-2 Asien estan Ge fo fied mi ete DIMENSIONAL ANALYSIS 5 the motion ofthe masses and my ate assumed tobe independent of that of the spaceship, mand my move about thei center of mas in lips. The period of osclations a8 Teles Fs) so that the fequency of oxciations 0 OF uy “Thus, we use the lnere of i a8 character time Then, we lteoduce d- smensonles quantities defined by rT aay ‘so that 7 de et) a aad dy a") a a ar Hens (1.10 and (1.11 bse nmGla* mob» Te De PE imis® Bor Te oy mo Bae Sei 09 ing (12), we he ene we put A thee C 16, 6 xrRoovcrion and (1.14) ana 15) become ext ost aan aay) ‘Therefor, the problem depends oaly on the parameter, which Is wally Caled the reduced ms, Mim eptsente the mas ofthe earth and mth mass ofthe moon, then ora ne which le amall and can be wied ata perturbation parameter in determining an Sppronimate ston to the motion of spscerat in the gravitational Bld of theearth andthe men, EXAMPLES ‘Ass fourth example, we conse the vibration ofa clamped circular plate of, radio @ under the nflence of uniform rail lod. If w isthe wansvese Sisplaerent ofthe late, then the near ations of the late are governed by w= Pw pete Detw-Pvtw- pee 0 (119) here # the time, D isthe plate sgt, Pi the uniform radi oad, ad pe ‘he plate density per unit aren The boundary conditions a weo a0 atree ® 1.20 wee treo ad tn ths ca, w I the dependent vale and ¢ and rate te independent savables. Clearly, aia characters length of the problem. The characterise tine i setred to be T and te specfed below. Then, we define dimension: Tes variable according to Hence, Se wey drt at aa re owt) dv 8 on ave _ alow") are 2 det war de Tae Since (1.19) becomes 2 (2 P. gatys = gerye = BEB Bp VOW Br St We can chose 7 to make the cofient of 34/07 equal to 1, that VIP. Then, (1-21) becomes ee cote gets Ee a2 where Ey CQ ed 023) In terms of dimensiones quantities, th boundary conditions (120) become 029 wse " ‘Therefor, the problem depends onthe single dimenslones parameter € Ifthe radial led large compared with Dla, then es small and canbe wed as 8 perturbation parameter untrorecrion EXAMPLES ‘Asa final example, we consider steady acompresible flow pst a fat pate. ‘The poblem is governed by 025) 029) am 128) wrUee20 roe where w and are the veloc components inthe x and y iections, espee- ‘aly p the pressure, the dens, and 8 the eoefcent of vcs. Tn tls cae, ue, and p ate the dependent vasbles and x and are the inde pendent varies, To make the eqotons dimensiones, we ue L asa charae- fect length, where Lethe diane from the lading edge to a specified point ‘on the plate as shown in Figure 3, and vie Uae a carctrsie velo We take pUE ava characteristic preure, Ths, we define dimensionless quantiles according to Then, du Wau) det Ve ae at de 2 Un tat aaa a a ge. Pw ptt plat DIMENSIONAL ANALYSIS 9 Ua atet He Ua set Bes Sites ataers0 atyteo Unut=Uni2 90 axtonee a3) uations (1.29) through (132) canbe rewritten at a3 34) 35) 136) 37) where 03H ‘scaled the Reyoolds number. uations (1.33) tucugh (137) show thatthe problem depends only onthe ) 4 ayCe~ eo) Hale xo)? > (LAD) Which, ypom puting x = xo, yields ay = Ce). Difeentitng (142) with respect tox, we have FG) =D 4 Dy Ge my) +4 Saale x6) + 143) which, upon puting x = xp, yields 22 = (1/2) "Ceo. Dilerentinting (143) wih respect 0 ies "GR" 30, Ala) aay as oninung the process, hich, upon puting x = 9, yes ay = (30/0 eobain of nets) 10° 04s) an f= 6). Thsore, (Acne reten = 0 s0)2 OED Gea G46) uhh eae the Taylor sere expansion of) about. Since ce (conn) sine Ltsasyrenx sot F602) a soe a7) Lon ° ww = ow = 4 pave Lasyremieayt a art sy “The sbove Taylor seis expansions are feqbentiy vl in subweuent chapters 1.3, Gauge Functions To ths book, we are intrested inthe lnk of functions such a8 (0) a € tend to ero, danoted by €-» 0, Thsleut might depend on whether e ends 9 In what follows, we ase that the parameters have been aoralized so that 0. If the limit of fe) ext (doe not have an went einglaity at {0 sichasin 1), then there ate thre possibilities f+0 rap a €40, O=. Most often, the above clsfieation isnot very eel because there ae in Anitely many functions that tend to ero as €~ 0 For example, ey sne=0 im (1- ose)=0 Big (© sin)=0 im tat +0) 5) tg =o ‘Also, there a infinitely many fonctions that tend to =a ¢ 0. For example, Mae 7 Myicpetee 7 as Pan aed Tree t6atow do he hv ten we me hl ‘ed em i hyo ose a nny. esa ome htt sh he nd oni teat oem td iiy Tee seg Set na cnet no ee i ponuecte and theives powers of Formal e,we know that Ire rece and Oke cercetc ext Let us determine the rte at which the preceding fonction end to 210 oF nny Using the Talore expansion (187), ne ve were 95h sothatsn e+ Or €+O because Using (148), we have ed emer at sothat 1 coreOa8¢ 0 becuse Using (1.47), we bse nsinee Se eranen SS sothat ¢- sin +082 O because ig (1.5) eae ta sort =(-$ fy. y ‘0 that [In(1 + €)]* + Oas ¢* +0 because att +01" on (y-£ mite as $ To determine the ate at which exp (-1)e)~0 a €~0,we attempt to expand tina Taylor series for salle To accomplish this, we need the derivatives of € ste=0. But (sa) ‘which, a € 0, get Over 0, Hence, we ned to use FHospita's rule to deter. ine is ita €~ 0. Ths, ‘GAUGE FUNCTIONS 15 deg FO tin z which, upon differentiating the munerator and denominator twice with respect tox. pve Bgl Or Hence, r@-o ase) Differentiating (14a) with espect oe, we have (1550) (0563) r"@-0 (1568) according fo Hospital's ae. Continuing the process, 1010) as forall n Therefore, follows from (146) hat ee no+ 040408 is certainly not teve, The Function exp (-/€) cannot be represented by 3 Heese artemis tetany gover fee sca to Topas le, Tne, he power af ae nt compete nd Saplanse y expC 1 aoe sat che aon (1.59) ent. (a. etwe eee, i so that in oy? as beeae sine SOE a tg = un Te “MG aine “28 ny ing athwehoe Tyee ee a othat (1 fe? = coneyt ease becae rower of exp (Ie) tends to Since exp (Ie) tends to nto faster than any power of «, exp infin faster than ay inverse power of beens . to pple as scan fo Tosi. There, we nee 6s Th aon yi edo fy me mee {ay day Pon’ efe tie msm bowsma ane ‘Therefore, we aed to supplement the gauge fenetions by In (1) Simiry, we ned to supplement the grugefetons by [la (e)]“ to ep ‘estat the functions that tend to nro more slowly than any power of hat no mater how small isas long a8 it postive, The above dscsion shows that, t0 obtain complete set of gauge functions, the powers of ¢ matt be supplemented by lps, exponents eal in! 1A, Order Symbols Instead of saying that sin tends to zero atthe came ate tate teas to 0, Wesay sn eis order €36¢-+0 or in eis big "ot" of ease“ O an write nan seo Ingen wept eee as) ocuic= ay) Tos. ae0, ere=00) core 1 +062) sme=01 tne =019) come e066") sc e=041) ceo) Soya) senso) wr be oem shouldbe noted that the above mathematica ode expressed by the symbol 2 formally distinct fom the physi oder of mapnitudebecauneno seco 15 taken of the numerical value ofA, that, the constant of proportionality, ‘Ths, Ae = O(@) even iA isa hundred thousand, However, one hes the mystical hope that they ae somehow felted. In other word, ne hes the hope ta the constants of proportionality ae O(1) 50 thatthe aumescal value Is not very ‘much ferent roe that gen bythe order symbol I many instances, the information avaible about given function may be womplete to determine the ate a which tends tot lit but oft Uo determine whether the rte i faster of slower than that of pvengsige ‘agen. In auch istances, we wae the order symbol 0 (ile ob) defined fallows MO*ole] 0 0) reset) nena cose = o(e*) cone =o(e""*) oo sino!) ereotet) (at) stenmmny 1. Amt Se ‘conte tte pal pore[ ae as) for lage postive. One method of determining an approximation to (4) is Laplace's method, which fescue in Section 33,1 coast of expanding the offen! of exp (x) in powers of and then integrating the resling series ‘erm by term. Using the binomial theorem, we have “EO ay which converges for x & hn as Using the aio et in (1.64), we base tes cytmar I Ge yntem “ALOFT aS ence, the series (1.64) diverges fr all ales of eo, To investigate whether (Les i of any vale for computing /(), we detemine the remainder if we lwameae the series after tens, To do tis we mote that a cnt" Heace, where Therefor, SAGE a Moltipiying (1.65) with exp (-x) and iterating theres fromx= 0 tox ==, we obtain sede Ryle) poof” Sek soap FO saat) ss ten maorbifet Ae aan We note that the remainder ia function ofboth and Instead of using the ratio test, ne can check the behavior of Ry) fr fixed as Worm In ode forthe sees to converge, im fy rust be zr. This ot true in our example is fc, Ry 0 as N-> 5 thatthe seis diverges for al values of «in apeement wih te eeu ofthe rato text. Ths, the seves (0.66) is to be sel, must be fixed. Hence, et us investigate the behavior (OF Ry (4) foe Mixed To accomplish this, we need 1 ertinate Ry (o) ‘Since and x ae postive and then te wel [teva (Mt omitted in treating the eri afer termes mercy Jes than the fst neeted tum, nanely the (N » 1h term, Moreover a& {om ith N Bixed, Ry. Therefore, although the eis (1.5) diverge, for fixed the st. tems inthe see an represent /() with an ror that cn ‘be made aba small by taking wo sufTiny ie. Such see sealed anayerptonc series ofthe Poincaré pe ani denote by Heoy~ at aw) In genen,sven a sees Erue (n/c") where ay is independent of w, we say athe seis is an asymptotic weir a write (70) am We hud tt hey an apm ine i ha he cro ited tmsing as yn a Shed em nhs el gd ores ah hiya ae od spe eco sae Sn Bi et sgn spt wee ne ae tom, ea ean cee esas ed rh Tete, fr pen thew a pn aes Fe 4, Behavior of emsin a dheget anmtaiesees 2 wwrmopuction salle err. n practise, one rarely determine more than one oF two Lem the expansion, and hence one need aot wonty about the vergence of the seve. Im the cases in whch many tems canbe ealeulate, they are usualy ialoed by performing the algebra naiplations on dil computer The Sete i hen examine’ Uo reveal ts analy structre, and then, Hi ns Tormed approptately using rational factions, natural coordinates, or the Euler ‘ransformation. Improvement of divergent series isnot discussed in this book ad we refer the reader to van Dye (1975) and his efeences. 1.6, Asymptotic Expansion and Sequences [As shown in Section 1.3, there are many functions whose behavior cannot be represented in tems of a power sees of the small paameter Moreover, We found thatthe powers e must be soplemented by its lpait, exponent, [ogatitum ofits logaritam, and so on. Thus, to determine an asymptoue tere sentation of + prem function, we may be unable to use powers of «alone In Stead, we anus a geneal sequence of functions (6) song as Ss *01by-(0] a €0 a Such a sequence calle mn csympotc sequence. Examples of such asymptotic ee ane Ging (ere ar In tems of asymptote sequences, we can define nymptotic expansions 48 Fotiows, Given Ep dnBn(@, whet the a are ndependent of eand byte) an sympotc sequence, we my that this expinson iran arymptoe expension and wate 1)~ Faby) 8 e0 0.76) ley, an asymptote seis isa special ease ofan asymptotic expansion. We note that an asymptouc representation of 2 ven /(¢) #01 unigu. In fact /(@) can be reprecened by an lnfiite curber of atymptotie expansions because thre exists an infite number of asymploti sequences thal can be se inthe cepesntation. However, given an asymptotic sequence 8y(€, the ‘representation of 4) in terms ofthis sequence i unique a shown below. Let toot HO~eobl0) 44846) 40:5: + am Diatag 1.77) by (0. ave LO 4, 9, Oy, ho *" 5° ‘CONVERGENT VERSUS ASYWTOTIC SERIES 23 Which pon ting €-0, yids 10) au in LO, ees for mot (othe eft and dvding the esting equation by 8y (0), weave 1. 510 (178) 1.7, Convergent Vera Asymptotic Seis In Chapter 13, we determin the two diferent representations x 130) rte as) where 12) (133) ‘of Bess’ function of order zero, The seis (1.80) is uniformly and absoltely ‘convergent forall ales of x, wheteas the series u(e) and o(2), and hene, (31) vege for al wus of x. However, the represeatation (1.81) i asymp tote bee the enor committed by truncating the series is the order of the fist neglected term For aml, the fire few terms (180) gve fly accurate results. Infact, the fiat nie ters ge a vale of Jy(2) correct to 11 signcnt igurs, How ‘er, a increas, the numberof terms needed to yield the same acuracy in ‘creases rapidly. At x = 4, eight tenms are needed to give an accuracy of three sinican figures, wnereas the fe ecm of the asymptotic expansion (1.81) Yes the same accuracy. Ae incenes further, an accurate real is tangs with far les Labor by wing the asymptotic divergent series (1.81). In fat, for ‘ey large values of ¥, the convergent series i tls rom the computations) point of view, owing tothe faite word length of modem computer. Ths, ny Attempt to eralate Ja() for large wsing the convergent seis (180) fas beyond « piven vale of; 10 be sue, this valve depends onthe ski ofthe rogrmme. 1.8, Elementary Operations on Asymptotic Expansions To determine approximate solutions of algebra, itferentil, and integral ‘equations and to eraluete integral, we asume expansions, bette them Into the equations, and perform on ther elementary operations such at add- tion, subtacton, multiplication, exponentiation, intepaton, and diferent ion Some of these operations are not juste. When they ae ot justified, thy lead to singulair and noruiforniten For example, vere (veg DERG) oo] nee am 1s not jstied when es = O(1) becste the second term becomes the order of ‘he fist term and the third term Becomes the orde of the ist ee. Ths, the frror commited by tuneaing the seis aftr terme ls not O(€™), the der ofthe fst nected term if = O(@), and we speak af «nonuniform expansion Sindy, 1 pig theres ers ss) snot josied when ex = O(1), esau the eror committed in truncating the series after N terms isnot O(@™), the ude of the fire epee tem, Com sequently, one needs always to check wheter the obtained expansions are ‘nlform or not Theis the major ebjective of perturbation methods Exereiet oy! @ G-deer ie (©) cox Ten fo Vie footed (a) sin (1+ e- €) 1.2, Expand enc ofthe folowing expressions formal €4n keep thes ter @ virver () Utecausy Co) 460, +a)? (@) sinGgreanseeor) w= Gao) Ldee oo nies Te 1, Let tat #5 tea in h= 3 LL > VT= SRT aD), expand for sal For mal determine the order ofthe function wa (!) seme maven 0-9 14 ei wit vraae et TH ete tome? wiv Tews contin ota 1.6, Determine the order ofthe following expressions a €~+ 0: +50) an wa! 1.7. Determine the order ofthe folowing a €~0: wn ma) onl) ey aint 1.8, Arrange the flowing in descending onder forsale 26 wwrrooecrion wo ol) for sat iad +e) cotle) sm (2) Be ve tt 0 at) bm Ge ome) mde at eo ot ule!) pon gansta!) gue ge Ee ee es eee eee i em ool) af) afl] BOT) of) of Vas eset mate searhe) sms] 1.14. Wich of te falling expasions is nonuniform ‘eon of nonuniformity? vied radars sui). o(#) coege jeter 2 TAF ove) ( sosinnt ecopee FO smx- be sexeRewses 27 CHAPTER 2 Algebraic Equations a ne dc ret oft eo dat pend on sal prec Toe slants tepseted aban aymploe Stumlon term ofthe ol ameter Sich tpn ced Po Ste remurbarion To debit mets, we bpm by spying to ada ‘Sulton tenet eget stone ely aba for eompron We ‘Shader abi eeatios in Scton 22, hghecrder equation in Seton 23, tnd trancendent equations i Seton 34 2.1, Quadratic Equations We begin with quadratic equations because thelr exact sltions are avaiable forcompariton, We consider thee examples. EXAMPLE 1 ‘As fire example, we determine the roots of 2 -G+2yetate for smal. When €=0, (21) reduces to Bet2=G-2¢e- Deo e2 howe soot te x = 1 and 2, Equntion (2.1) i ald the perrbed equation, Svhereas (2.2) i elle the unperturbed or reduced equation. When eis sal but fate, we expect the rote to dove ght fom I and 2. The fit step determining an approximate solution le to assume the form of the expansion In this cate, we asmme tht the oot have expansions inthe fore en tent ea en where the elise tnd for ll terms with powers of" for which n> 3.18 most, ‘pplication, one clelstes only one orto terms in he expansion bec the ‘gee needed to eseulat the higher-order Cem so invored. The algebra it 8 relegated 10 2 digital computer when possible, We should note that in many lyse! problems, especialy nonlinear problem, determination of highe-aret {erms is not straightforward even i the rote algebra is eegate to diptal ‘compute. In this book, we are concerned only with the st few terms in the ‘expansion. Ussally, one refer othe fi erm xy 25 the zevotvoder term, te second term exy 2 the fstarder term, andthe tid term ez athe secon ‘ier term. In other words the order of tem decided by the auge function rather than ts ume onder, ‘The second step involes substituting the sumed expansion (2.3) into the sverning equation (21) The result e Goten teat Ge2Olretey tent p42+e=0 BA) ‘The third step involves caring out elementary operations sich asain, swbiraction, mulipcaton, exponentiation, and s0 on, and then, calleting otficiets of ke powers of Using the binomial theorem to expand the fist tem, wehive Geo tery Fey Heo aad + Ong ens Hay #79 Hea Hee He J+ 2e00r1 #20 mgr, ted 120xsn Hed + ex8 Rees, +POKe 148) es) ‘where ony terms up to O(€) have been retained, consistent with the sumed ‘expansion 23) Had we sought an expansion of O(€"), where n> 3, we woul ‘nave inciuded terms upto O(€") in (25) Mulipiying te factor i he reson team in (4), we have 0420 Ge tex, HE Bry # 30x, Hey + erg +20 $20, =r Hee, +280) FOG #201) + 08) Here again, only tems up to O(G*) have been setuined, consistent with the ‘sumed expansion, Substuting (25) and (2.6) ino 2.4), we have 2B + 2etgn, 12x: HH) Bay = eGe, +2e0) Gx He) t2HEt no Collecting coefcens of ike powers of eyes G8- Bee #2) 4 Qr—x = Bey - 2p 1) + PR ony tab-3r-2e)t-20 2) The fourth step involves equating the coefcent of exch power of ¢ 10 20 Tojo ths step, we ete Oin (2.7). The ret 530 ALGEBRAIC EQUATIONS so Bey t2+0 es) and @.7) becomes eee) Sey Bey 1) Oren HT Bea De) Dividing by eaves Deets = Bes ~ Bea 414 eons tad Bey dy) e0 9) Wich upon ting € 0, yields Degas ~ Bey xy +120 e219) ‘Then, (29) becomes eQxen, ta -3-2n)* which when divide bye, yields 2eexy HF 3-2 40(0)*0 ey Leting €* On 2.11), we have 2xexy tat B= 28 20 en We note tht (28), (2.10), and (2.12) cam be obtained drt from (2.7) by uling the coeticient of ach power of eo zo ‘Ihe ith step involves solving the plied equations 2.8), (2:10, and (2.13) in ssconmon. Equation (28) ithe me atthe reduced equation 22), and ence its solution ae 2 With xe known, we can solve 210) forx. We note that 210) is ina in 1a most problems all perturbation equations are near, except petaps the ist. Whensxg= 1, 2.10) becomes xit1e00 or xect With x and x, known, we can solve (2.12) for x). Whe x (2.12) becomes Lay wy-320 or When x9 =2,(2.10) becomes w320 or a3 ‘Then, (2.12) becomes wyt3200 or eed ‘The lat step involve subetiting the values obtaied for x9, and ito ‘QUADRATIC EQUATIONS 31 the asumed expansion (23). When xg = 1,2 = Land x3 #3; therfore, it follows fom (23) that net a) ori flows from (23) tat say * Da #2 we2tse 38+ ey ‘uations (2.13) and (2.14 provide approximations forthe two roots of (2.1) ‘To deterine how good these approximations ae, we compare them with the enact sltion so] pte OTTER eo] pene VIF) ens ig on oe, ee Co ersey nt 4 geese DED parses deeded = [Gt eyed ede be + hh hn ht no 235. [erseeioarcete > Jarre 14et6e ty fre + are Irene r ln apoement wth (2.13) and @214). EXAMPLE? ‘As 2 second example, we consider an equation whose roots may involve fae tional athe than itera powers fe, Specialy we conser -DG- Nee en When ¢#0,(2.17)eeduesto ( De@e-=0 \whowe roots ate x = 1 and r. This syst that we sek approximations to the roots of @.17) nthe form 32 ALGEBRAIC EQUATIONS: sexton tent 18) ere asi, we are stopping st O(C?). Hence, the resulting expansion i clled 2 seconde expansion, Subttuting (2.18) into (2.17), we ave Gor Leen teat Dee eten text) ieee ten ten 109 ‘which, upon expanding, ils Go-Go H+ ebee= Nay tebe Dias to D8 Fea HOG De tag tent =0 Coletingcoeficient of tke powers of eget Ga" Des D+ lH =a +0) F8l@e ots extend #20 G19) As before, only terms up 19 O(e) have been retained, consistent with the ‘sumed expansion, Equatng the coefficient of each power of ein (2.19) to 2er0, we aban bo- Na- 90 020) Oxy 1 e2 Qe Ione txt tay =0 em) ich canbe soled in secession for x9, ‘Tae solutons of (220) ae Wen (2.21) Becomes (ena tie0 swttar ‘The, (2.2 becomes Geos wothat Hence, one of the roots is aes gore 2 When xe =1,(2.21 besomes (Day tre0 sothat ‘Then, (2.22) becomes On aay Te othe -t a2 Equations (2.28) and (224) show that the above expansions brexk down (Gan ate nonuniform) a r= 1 besa the “omen” tothe ston ofthe reduced equation tend to =f fat, + need not be exactly equ oI for the hove expusions fo beak down. The expasions break down whenever the frstardes teem, second-order term, and soon ae the oxdet ofthe 2erothender term, Because the corrections o the zeroth ater tem wil not be small, con ‘uay tothe ampli underlying the method. To determine the order ofr for which the above expansions bresk down (region of nonuniform) etemine the conditons under which sueceniwe terms ate the same order Tt Fallows from (223) thatthe zeroth- and fstorder tems are the sane ore whee or 1-100) ‘whereas the fist and second-order terms are the sme order when Solgta] « «roe Less o¢ey Sine for small ¢, bigger thane, the repon of nonuniformity is 1-1 = (OC), the larger ofthe above two reson ALGEBRAIC EQUATIONS ‘As disused In Chaper 1, nonuniformities inthe expansions aie whenever an elementary operation wed in abaiing the expansions i nt justified. To ‘Termine ths operation, we investigate the exact Sltion, To this end, wer: sete 2 ITs wont rtereo Gtr-gstreo whose foots even by xe} (tr eV a) apap} MED Rel +9- 2 co sete. te] (920 eee itp adr. ol a] on were ain ony tes vp to (2) have Bern sete, content withthe “Sumedexpunon, Pung (26) nt (225) wth the postive sgn pes oe fhe rote at (itn ter rr OF saflereter ] en In agreement with (2.22). Puting 2.26) ato (2.25) withthe nega the second oot a sien ges ae] seg [lerectere ~Sebeting te i ‘QUADRATIC EQUATIONS 35 see ea * in agreement with 228. eSining at (227) and (228) om the exact aatin, we performed ony ant exponetaon pein in (226) snd the aaiion and sbacton oper {lon (227) and @28). The subtraction and addition operations ae wal Jfuhed ad hence the eonetaton operation heme operation, ka Sena 028) Guy? by 1 far ‘we made the mpl sumption tt a 0, the second tem is much bigger thn 1. Hee, the dominant past of ea Oy perp easy which demands the powers of ebe the same, That dey or fory tobe diferent from 2. Thea, fellows fom (248) that ye0 or +t ‘The fn value y = 0 corresponds to the fst root (237) since inthe selon (O(€") it appears to be 20, whereas y =-1 comespond tothe second roo, ‘has, it follows from (2.42) that tothe st approximation the second soot ‘ssivenby 1 In agreement with (241). To determine more tems ls the expansion of the second oot, We ty selene: as) Subwitting (2.45) into (2.34 yields Jebesce scot “2x te 11406920 Hence,g*1 and (2.45) becomes sets inagreement with (241). Alteratvely, once v as been determined, we wew (242) transformation ‘om x toy Then puting x= ein (2.38) yee yayteo 246) ‘cunie quanions 39 hich canbe solved to determine both roots because ¢ dos not multiply the ihes order 2.2, Cable Equations In this section, we ao consis tre examples. The oot ofthe st example ‘an be expresed in powers of the small putametr ete 001 of the second ‘xample eed to be expres in factional powers of ¢, and some of the roots ofthe third start with inverse power of e EXAMPLE 1 ‘We conde the equation P= (6408 4(11 1294-648 =0 ean We ty an expusson in powers of 25 sent eas) Substituting (2.48) nt (2.47) ges Gre tens FP G4 tems +H FIG Hen #9) ~6te=0 abv 3exbey = (64 Gd + 2e1921)* (11420) Geter) 6H + 28 Sexxy ~ 603 ~ Rexers ~ xd # Ig # Ten, Dery = 64° =0 Collecting coefficient of equal powers a ees 23-65 + 1xy 64 eCSebxy ~ Drax Hay AG + Deg) HAO here terms up 10 O(e) have been retained, consistent wth the order ofthe ‘sumed expansion, Equating each of the coefficients of «and eto zero yield 22 Gd + Ixy - 6=0 4s) ade, ~ 12ers + 1c, 28 #29 #0 50) Bquation 2.49) an be ewsten in factored form as Go De - 964 3)=0 Hence, eto 2 or 3 oon fm (250 at eb 121 228-2 hoe ato agit es i foows fom 231) tha #08 fe te ven sel-fer Wen 2 low fm (251) a +0. Nene aon ten by ae2+@et When xo © 3, i folows fom (251) that xy = 3. Hence, the third oot sien by weathers ‘Thos in his cae all rot go in powers of EXAMPLE 2 ‘As tsecond example, we consider 20 (408 #6 26x- 28 @s2) Asin let uty an expansion nthe frm xen ten te 53) ‘Substutng (253) into (2.52) ies Gea bens to Pte leg tery HIE HIS 20) ten #9) -2ee HEB 1 Ske 24 lab Bey 28 #Sey Deg) Hoo guatng coefficlents oflike powers of ewe have wid 549-20 as Sed, ~ Bran - #8 + 5x1 Bay 70 235) ‘To solve (258), we ators eft hand sie and bral Go" Wy 2)=0 whch yl “To solve (285) fore Ht ewe as (eh ep #5)x5 288 42 Hence, es) ‘when = 2,1 follows from (256) thay 8, Hence one ofthe oot given by Bet es7) ‘when tg = 1, it follows fom (2.56) that x, *, ndating that the astimed Form ofthe expansion is wrong. "To determine a vad expansion when x9 = 1, we change the form ofthe ex: pansion (253) ote fllowing: retten telnet 90 5) and determine vin the cous of analy Puting (258) in (2.52), we bare Ct en betrg P EHO Hey Feb HP ray teed AO 6-290 Fen + 13etn, 230g #30 = A= Bey By AT wen 26a 45 45ehey +5 = Deo 2M =D AO Hence, oll te es) In order thatthe dominaot terms in (259) balance each other,2¥ must be equ to Tore fpandany = 2/34 Hene, follows om (258) that the second and ‘dua roots are ven by ete Vie ‘This example usta the fet hat diffleulties aie whenever the assumed form of the expansion ie not cozect. But once the form i orested, a con- ‘Stet stir blaine. Tis typi of pesturbaton probens, EXAMPLE ‘Asahi example, we conser ei exs2tero 2) 42 aucenearc Equations |n which the small parameter multiplies the highest power of x A €~0, (2.60) reduces to s2-0 and hence, we sume that one ofthe 00th the form xx tent co) (2.61) into (2.60) yielas big tery +P tna ten 42 benO ube sat tele exes Equatng coeticients of ike powers fe, we have +220 aytidsiso Hence, 2 and x, =7. Therefore, one of he rot ven by xe-DH Tet To determine th other rots, we note tht they tend to =a ¢-r 0 because ‘multiplies the highest order. Hence, to determine expansions for thee root, we sume tat thee leading terms have the fem sede 30 ea) Substituting (262) nt (2.60), we have OP ety tae eo es) In order that the domaant past in (263) balance each other, Laer or red Pryeo Hence, voor vi ‘The ete y =O consponds to the fist root, and hence, It dsarded here. ‘To determine an improved approximation tothe second and thd 001, we use the above information and sek expansions nthe form tt es) HIGHER-ORDER EQUATIONS 43, where y= or 1 Subsitting (268) nt 2.60) ges ie )+Zrtnectaeero EMRE? ty) tay tay DE AO Equting coefficient of like power ofe, we have Payro Bree tae Hence, ss before, y= 2! and 1 Therefore, the second and thtd rots are ven by 23. Higher Order Equations ln thissection, we conser higher-order equation and concentat on the case in which the small parameter multiples the highest power ofthe wknown Specifically, we consider 265) hee the a ae independent of ¢ and x,m and mate integers, and nm. AS €-70,(265)eeducesto tey"0 (266) Which hs the rots ay, where #1, 2,3,-.. 4m. To improve upon these oot, welet xem tent es) in @65)and obtain eleg Hees tI lee Hers HI Heaney Fees HITE ba alty Hen, FOR tay beg Hens ta 44 ALGEBRAIC LQUATIONS: eanP 4 tayng tay elma HG Dg a 3B7P A= 2) dg aa? 4 tan] 21 = 28 4 O(E)=O quating cofficent of ike powers of e,wehave setae tagsd (68) (rad 6m Dement 8-29 alae 26) tion (268) these 2 (2.6), an ce, a te tte = he sey Ten tons on 25) at aes 082 oF) xj af mat“ + (m= Hence, Ha al fat 8 4 (me Damas toot) 4s O70) ‘We sould aote that (2.70) breaks down whenever the term inside the brackets ‘ashes This conesponds to mil ot of 2.68). In this cs, the exran- {Ton goes in fictional powers of ¢ and one neds to follow the procedure used in Example 2 ofthe preceding section "To determine the remaling n ~ m foot, we note that they te ‘co because multiplies the highest power of x, Then, we aie expansions forthe inthe form xedexytos 920 en e ‘Substittng (2.71) ito (285), we ave (& = em Extracting the dominant tems, we have ony wenn Hence, (d= m)=-me sotat e73) om Equation 2.74) has Oat. root with mulplicity of» and yo ate where r= 23... Hence, wt ova) any where k= mm. We discard the rot y =O because it corresponds othe ist ‘Using (2.73) and (2.74), we rewrite (2.72) a8 ry ge ey ng gaye Hence, equating the coetficiets fe" on both sides yes rg my Ng aay Hence, e769) em where wand war defined by (2.73) and (2.5) 24. Transcendental Egetions We consider the roots of Bese's function (x) fr lige x, hati, we con- sider the oot ofthe transcendental equation Joe) =0 ‘when x large. In Chapter 13, we determine an expansion for Js) as.2-+=. It Fellows from (13.141) that poe eee eee x= D7) hereu and ware defined in (13.129) and (13.130) a5 err sheer Maar Garaget @79) Lastest COT PP ae * Cc) 46 ALGEBRAIC EQUATIONS Setting J) = in (2.78), we have cor(e | n)e-vsin c= b=) est) ere f= {1 follows fom (2.79) and (280) that 15 (hea Ta itis am where ws hat been made ofthe binomial theorem. Putting (2.82) into (281), We Bin thatthe rz oot of (2) ate governed by 3 Pacing ‘Siace is Inge, the righthand sie of (2.83) can be neglected forthe fst approximation, Theres is eae B= 283) ete $5) Hence, echee@t pr on xe@tDe es) where mis am integer, which must be larg in oder that x be large As shown ‘below, even =O yields an icredibly acarte esl. "To determine an improved spproximation tx, we put xe}ee@ePets of x2@tders (85) in(@83)and obtain 1 cot ls De 81-55 p08 * alee #3) T Using trigonometic lentes, we rewse the lfthand se paper Hyneot 1-1 cote eH 8) = cas $n reat eat e-tand =-@ 448942) 036) ‘TRANSCENDENTAL EQUATIONS 47 Hence, (2.86) besomes 1 23 yee + ro SHO TG ee | Eady wp 2) hic eam algebras equation for take [24(Gn +3)} = esa eal parameter and rewrite (2.87) 38 ae T+ 65 BaP = e(h- $6) 330 + 038) [Next we try the following expansion for B26, $20 F254 e39) ‘Substituting (289) nto (2.88), we have 5) $05, 425 FORT e885, BO where ony terms upto O(@) have been retained. Equting coeficents of ike powersof ewe obtain Bye1 8,20 54 4st 785-33 Hence, 5, =~41 Therefore, nt Dete ager e230) ‘Table 21 colnpaes the approximate solution (290) withthe tabulted roots of Jo). The agreement tt increible even fr the lowest root, which i ap proximately 240482, a not very lupe mabe The dsgstment inthe lowest rode i inthe fourth sgifiant ge and the ee approximately 0.07%. ‘Tae accuracy improves asthe root number Ineeases. For the fourth roc, the peturation expansion agrees with the tabulated vale to eeven significant Ages. ‘ramus: Compassion of Appotinat an Tabled Root of Bess Fusion Rone Fesiton 240308 $2008 865392 1179159 14s30%2 180T06 2121 ad” 3aoee2 $2004 $73 1n79iS) Ya9u092 1800I06 2121 (48 ALGEBRAIC Eee Exereies 2A. For small 6 folowing equations Jtrmine two terms in the expansion of ech rot ofthe G) Oates Urars2eiend @ BrGter zero () 2eG- id trent 2e=0 (oH 40- dap "C= o8: 1s4e=0 (rd ee Her2On Fa soKrT 112, For small, determine two tems inthe expansion ofeach root of the following equations Ge) 6? Hur aat =Bun ese 2-0 fo ev sa 2) 9, preres Mone eeha) @ atte ns atan0 (0 etl thee 200 Wo eatewt3u-220 eateut ae2eo i) ext sated t=O @ ad at stay 120 ( eluteut)-a%esu- 2-0 (i) ela? sat 2a?) 2a" 304120 Go) et bat 22) he Ha Lo (a) ub ceee a 42? run 280 ° 2.3. For small ¢, determine tworterm expuesion forthe solutions of ogee eee 2.4. Determine two-term expansions forthe Ie roots of (@ etnx= @) Fees 2.5, Diterntiate(2.8) an use (2.7) and (2.40 to show tha the ae 908 ede) =o are appvonimatey given by wna dmeds “re, show that se De a “compare this eu with hove ablated fo he fit even 00%, 1Le. The asymptotic expansion of Bese’ fonction of second Kind of order On erp fwcto-goue te] oo ‘Sow thatthe root of Yo) =0 te Hem bY eet Dees compare hn et with those ablated for he st seven Ft “17, Using the asymotti expansion of Yo(s) nthe preceding exert show {hat the root of P41) = Ore wen bY 3 ssurde gery compare tis eit with those tabulated fr te fis seven root, 24, Theasymptoti expansion of) 8 4] Pee AOE INT Sean 3 420) o) Compare these ests with those obtained in Exerie 25 fore=0. | 115 Sampath ets with hoe bled forthe ast seven ete when 29, Theasymptotic expansion of Y460 5 reorye [ureter ns" eos fer-be] om nee 50 ALGEBRAIC EQUATIONS (2) Show thatthe 05t of YC) O ate ren by sed Seria ‘Compare this reat with that far Yin Exes 26 {how tha the rots of ¥s)= Oe gen sea rantae, xeethtly ‘Compare this result with that fr Yin Exess 27 YO) Compare thes seats with howe tabulated for he Sat seven foots when CHAPTER 3 Integrals ‘There are many differential and diference equations whose soltons cannot be expresed in tems of elementary functons but can be expresed inthe form of Intopas. Among the many methods tht can be uid to vopesent the slations of eifferenti equations a Interuls, we inention the Laplace and Fouset transforms Before we dicuss methods of Sterminingspproninations of ite als, we show how to represent the solution of spe ilferental equation a fn intel. Other examples ate ven i Section 135 and Exercises 13.17 and Bus, ‘We consider the general solution of the following fit-order linear odinty- erential equation: yard on Multiplying 1) by the integrating actor exp (6) gee ea ‘which can be rewrite a 63) trating both sds yields oa) where risa dumayy viable of ntepation, x fan atbitray Unit of integra tion, and cia constant fy (I) =a, then wf arte st 52 INTEGRALS: Hence, pratt eet [Lae os) tn this chapter, we disuse «numberof sthods for determining spproxima- tions to integra as the one in (33). These methods neade expansions of the lntegranas, integration by pat, Laplace's method, th method of statlonary fous, ad the method of seepet devcent. These methods are deeb by lying them to speci examples. 3. Expansion of lterands Ta this section, we onside four examples EXAMPLE ‘Asa fint example, we consider the value of the integral son{ sme éx 06 oat ritze® 600) en ‘Using the ratio test (3.7) yields ith term HG aterm MG Dee the series (8:2) converges forall values of ex. Since <1 and smal the remainder tem in (3.7 8 O(€?) forall values of x. Substituting (37) {nto (3.5) and iterating tem byte, we obtain 1) e400) 6s) ‘io EXAMPLE 2 ‘Asa second example, we consider the complete elipic inter ofthe fst ind 10 [ators on ees en, 2 (1 sin? ov et Losi 0 min OF DEDED Cayo op DEDEDED 3 aT X (cmesla? 89 +OCm*) G19) Using he ratio test yeh ah es 226 Dem (ep ( be aye or “_—— E aes pened ( )e- Diem sat oy n=) Xe oh 6 werecrats TABLE1, Vasiaton off with m = 002 04 0506 0708 tae 099920 098316 098049095382 10) converges for all ues of 9 each that msi @ <1. 1 ms smal, the reminder in (3.10) OC) for al ales Sbsttting (3.10) into (3.9) and inteprating term by tem, we obtain ree [at [sa ("at na fom [at nae Sent "st 0s 040) = ee ence, @9) becomes, tite [iekme find 2ints at ove] 020 ‘Table 31 shows the alo, a3 fneton of m, where ithe approximate ‘expresion G.13) and Te the exact tue of 38 tbulted on pape 608 of ‘Abramowitz snd Stegun (1964) Arm O, ll 1. When m <0 the evr incurred In representing J, by yi lex than 0.8%, For m= 0.7, he ee a re in representing By I les than 2, Thos, fn g00d approximation fy for smal aes oF, EXAMPLES ‘Asa third example, we consider the integral tes [rm errar Gy for small. We expand the exponential in 2 Taylor veri a [EXPANSION OF INTEGRANDS 55 15) feo @19 forall Hence, the sere (3.15) converges forall ales of. Moreover, sace¢ Asam, the order of ror (2.15) uniform, Subsiuting (315) nt 3.1) and iterating team by tem, we have roto qe Catan Beso) G7) EXAMPLE 4 ‘Asalas example, we consider the eno integral reece oun {or smal. Expanding the integrand ina Taylor sees, we have pore ea ‘which converges forall vais of showa nthe preceding example. However, bo finite namberof tems ean represen exp (+P) for alla shown in Figure 52.On he other hand, se cores +002") 620) for smal. Hence, we present (3.18) in the foowlog alterate form: " oan weLowLe x ‘56 INTEGRALS ence, a(fes) C9-Lf pS eee ara eemmeret tae meee 620 andthe limit of integration om 0 oes fom 0 to and that on goes rom Oto = Mene, (23) becomes ne [ [rene (Co?) 9 dude (323) so that e ne [et ontve 625) ‘Subsituting (219) into the second saree in (3.21), itepating term by tem, and ung @.25), we obtain _ ane tis ive- EM [erat ven E SAVE wt fe gate x 100°) 629 3:2, Integration by Parts ‘We expan this approach by applying it to five examples The ast example brings ot shortcoming of tls approach ané leds into Laplace's method and themethod of stationary phase. EXAMPLE 1 [Asa ist example, we conier the complet factor function defined by oo [Sar 62 forage. ‘recrntiod of iteration by pastsis based onthe ident do) ude ode ox) dv a(u)- ode 62 tw ano are fonctions ofr, then integrating both ies of 8.28) rom =f £0 fresnel (Poe ox remy 0 we eas any nde eps ona fareude es) ing expression for dois ite Usually, w and do ae chon soc thatthe reating expres WERe” Meer they are core och that the succes er inthe expan eae) doce in order, To ilusate these points, metry ewo choles First, we et a= 02) Hence, used oe} os) ubwitsing (8.32) and (33) into @.30) yields 039 638) 58 nerecRats Hence, tay e=ine Since petri tn sccotding to Hosts, (3.37) becomes retnas [ett Substituting (3.38) nt (934) yds {s cetinss [etiear 630, 63 o33) G39) "We note that the second term on the righthand sde of 3.39) much lager than the fist term a +, Therefore, the above choles (3.32) and 3.38) G0 ol yield an asymptotic expansion. ‘second, weet Hence, 40) oa) ea) INTEGRATION BY PARTS. 59) To continue the proces further, we et, fom which Continuing the process, we bial ate {¢ a seoreons [Sea Sine "09 Ba"? when x cece, [ Frasge [ow “Then, (3.47) ean be eewsiten eatin 6a) on) Gas) G48) oa (60 INTEGRALS: G48) nd hence, i san asymptote expansion, We note thatthe seis in (3.48) verges because mth term im uh tes STEP Gwm TY we w However fra fixed he err canbe made abit smal by ineeaing x. EXAMPLE? ‘Asa teond example, we consider es a {or large postive x. At inthe preceding example, the ehoie weet denGersytar oes not ed oan asymptotic expansion. Tus, we et a 650) user ene, dun-(erntdr eset os ‘Subetitting (50) and 31) nto (3.30) yids Laere 10) worl [Spa os ‘Tocontinue the process, weet weer denen es) Hence, dus-26et aro os) Subatituting (53) and (3.54) nt 30) yes Caer ‘Then, (3.52) becomes al [aes tork-ber 030) Contig he po we hve sen os Shc anda pote, a erst adhe, Tero os and hace, i an ayo expanion, We note hat themes in 2.58) a ‘eres ecsie vim mba CG Ge ak rm “Cap However for «feed, he remainder ean be made arbitrary smal by incre sng -m- EXAMPLES ‘Asa ted example, we conse he Laplace nega 109) Len04 a) 62 mvreceas for lage postive x when f(s analyte (Leal ts desvatves exit inthe inter val of tnterest) and the integral exits Such intepralsoecr inthe ston of ferential equations by using the Laplce transform, We et Af desea 4) au=f(oae co) Had we chotenu = exp (x1) and do « /(D at, we would have fund the rs lng expresion nt tobe an arymptoic expansion, Substutng (60) and 2.61) into (30) yes [ene LC enpoe 19 -L%o4 [ omrea os Comin pss wp wero ase on) eae aroe esa stan 45 400 (3 tari 16) 00 10.2 rol ok erroe oO LO3 F enproe os Continuing the proces, we obtain ‘@) £9 eo Lo INTEGRATION BY ARTS. 63 L Perna a = sie $B ea ere eae cack een meres r= [ yo G68) for large postive a when (i a aralytic function of It assumed that the funtion 7) decays peopely st 10 that the integral (3.68) exits, Such Interals occur in the solutions of éiffrential equations by sing the Fouer ‘anor, To iterate (3.58) by pals, we pu aaa anal 6s) sothat aera vm! 670) ‘Subsitutng (369) and (8.70) into (8.30) gives Lf roa [ete 0] to-QLC moe am Contig cen ne pig sage esa £0) 10 em Which isan asymptotic expansion. 4 INTEGRALS EXAMPLES ‘As alastexampe, we consider the generalized Laplace integral reo [ererina o>e 6) {or lg postne x when h() and (eae ifferentablefanetons oft. To inte toate (7) by pate, we need to expres the quanlty under the intel sign in (@.73) aude In this case we cannot put uf) dome ae oD) because the Ist expression not Intrable in simple tem. To obtain an integrable expression, we modify (3.74) and put ae=ernrenae 675 ota ne os 76) Sobtiaing (75) a8 (3.76) nt (3.30) ys * emyenare EOP = f° Lorwe Sarl: om Comasing the roe, we find that ey) 20, 16)~ SO) Sw eet) Fe) In writing (3:77) and (2.78, we stud that) a hae ferential and {Bat 20 in [0]. FAC) stationary (oe, = O)at any oat [8], the above prot breaks down beer the itera in (77) doe ot exit Wh(qy0, 78) shows that ely the imme nepborhoods of the end Points conte tothe ltegel, Moreover, 4) #(), ony the mnedate feiitornood ofthe end pent wis the age vv of conus to the Ssymptotic delopnent ofthe tg. This sees tat oly the mediate eipbothod of he pint ¢ inf, ] cveponding tothe maximo ve OF NG) sontes tthe ssymploe expuion of he nepal especie of ‘whether = ¢ san interior or an end point. Ths the central idea of Laplace's Iethod. Ifthe maximum vale of ht) occur tthe boundary, sy =, and IF {is nonstationary, then one can replace the upper limit in (373) with e pro sided that A() hat no stationary wales i fa, citrate the renal by pars, 4nd obtain the asymptotic development of). if the manimum value of M0) {ouesponds toa stationary point, the method of iteration by pars fl. In the next section, we daca Laplace's method for determining the asymptote ‘expansions of integral such as (3.73) without esting (0) tbe difeentiable and the maximum vale of (to occur ata nonstationary poi. 33. Lapace’s Method, In thie seton, we corier tga ofthe general form 1c [enero om) for seal M() and large postive x. We asume thatthe integral in (3.79) exits (Ge it has finite vai), As disused inthe preceding ection, scoring to Laplace, ony the immediate neighborhood of the pint corresponding to the rani value of Mi [2] contsbutes tote asymptotic expanion of 1G). Lapacedevied peer method for determining the aymptotic develop: rent of integas having the frm (3.79) Inti section, we explain Laplace's ‘metho using i examples, EXAMPLE | ‘Assis example, we conser the speck case 040) “To determine an asymptotic development for Ie) for lrg x, we expand (1 + 19" in powers of, ntegrat the esting expansion term by term, and replace ‘he upper limit by >, Thi jsifed blow. Te follows fom the binomial theorem that (ryt ere Pee Eye os Using the ai test we have teem, EDM cont @ 65 werEcRALS: cand (8, 10), where & isa small p hrm wate O30} | , Sa om) [Next we show thatthe second Integral in (342) le exponently small for Ine postin To hi es went > (1 Tor poate aes of ‘Asx = exp (-10s) tends to evo much faster than any power of x". More ‘over, for Hite values of 8 and a x >=, exp (x) tends to tee fch fstey sha any power of" Tf, the ead neal in (382) ends expone. ‘uly to 2eroand toe [' rset item 08 15x +o, Ths, ony the immediate seghborhood of ¢ =O contibtes to the ‘symplotie development of 6.80), ‘Substituting (381) nt 383) and ntgrting tes by tern we obtain 1 [on(E cor) aE cw [rere os To evaluate the lst integral in (3.84), we lnteodce he transformation r= x50 ‘hat de =drfe- Hence, ‘repeated integration by pars ofthe a inter in (3.85) yields [Yrrw oxy LAPLACES METHOD 67 G30) ‘Since exp (6) tends to zero a +o uch aster than any power of x" the ‘eum multiplying exp (8x) in (86) is uch smaller than any power of Hence, where EST stands for exponentiy sal erm This resalt independent of the vale oF 8 incoding Infact, ‘This completes jstifetion ofthe above sated procedure Subsiuting 87) into (34) ges, 1) Gx) wher the exponentially small ems have been omitted. Using the rao ts, we ave ntterm yg, tata 2 Ge Dah term AE CIP Ge Ty Hence, the seve (3.88) verges. Therefore, the equality sgn canaat be wed and stimu be replaced with an asymptote sie. Thus, we wate or 10)~E SEE ow ae os) ‘Ths re coul have een aad by ination by pat “The procedure sated show ly refered to at Watton loa, wich thes tefl anmplte deopnent of ine of he form w= [ rena 290) (88 INTEGRALS where (is continuous onthe interval [0,6], has the asymptote expansion H~ Saati! 10 6910) with being postive for the nepal to converse, andif b= t= 1 1. To prove this fonmla, we use the method of integration by pars and Pa deve dr rothat dus G- Ide “The, follows fom (3.20) that Feye-rt [rep f tee ony ‘The intpal in (3.113) exists and equals Te ~ 1) ont forz > 1. Then,.112) follows from (3.113). IT () i tabulated for 0 << only, the recusoa for ‘mula (112) canbe ued to detemine Pa) for z> 1-Forexanple, P6.3)=43743)=498.IE3)=6NEIEITE3) 13GIEINIII3)=4IEILINCI)) ted analytealy when integer ora multiple of $. When 2s + ponte integer the ‘ecursin formula (112) gies PG)=G- PE D=e- Ne-2RE=2) =G-DE-DE-D-—-GOMRW —_G.114) Potting = 1 in (@.108), we have ou) coef ences flows from (3.114) that r@=@- 0 6.116) Af sa postive integer Therefore ifm = 2m +1 where m isa postive integer fst) f2mt1+1) ryt fe) af ee) mee Ten alow fom (110) at Famer = pmb?) Gurr) (agreement with (3.106. Ife =i} where'm isa positive steps flows fom (3.112) that Tom + 4)= n= 4) Pm - §)= (m= LGm~ PPO eon Der Dor - ODODE G18) ets Hn tonto nye [eevee om ane ttn 0319) on rea foe asm et gt inf VF ig 228 reve G21) feet eres Pome P=On- Per Pom-P--YAAVF G12 fm isa postive iter. Consequently, ifn = 2 where ms amines, oF) =1 for the integral to exis, To deters the principal prt of) for Iange we expand h()in a Tayloeseies as Nm hey EMCO oF + oa, Then, we have ‘because (0) ~pen [eon deonrones' ae 088) where 86 postive umber, Siae only the immediate seighborhood of f= 6 ‘Contbutes to (x), 5 canbe replaced with, The ests reo~ nee [ornare ay 6.86) Using the tansformation r gee 33. A fucion with ante maim to ti: po moe otar eu wormage worifgts) ee [peta eae on JE isan odd integer, the intel in (3.148) vanishes, ad one needs to deter ‘mip the next er tthe asymptote development. If ian eve integer, [ovtenf Using the ransfomation +? = 9, (8.149) becomes [rete [om eraerft!) e150 cording to (3.108). Hence, (3.148) becomes ; gg) ft 1) ~ emt) as ree @usy 6.49) EXAMPLE 6 Ina preceding examples, 10~ ft >-1 G52) hee cs the location ofthe maximum ofA). Ata Ia example, we conse a 2s in which F()~ 035 aster than any power of #0 tat it ant be represented asin (3.152). Specialy, we consider 109- f'e for tag positive x, Since /0)= exp [(¢~ 0)" tends to aero much fer han ny poner of (¢~ 2), the contbution tothe integral from the immediate eghborhood of ¢ «is exponentially aml. Consequently apliestion of Wat son's lemma diet to (3.153) doesnot veld its asymptotic development. ‘To determine the principal ptt of the asympteic development ots), we not searae exp [-(0- a) "] Irom exp x(a) 1 lathe, we auld come oe them and rewite (3.153) 8 Dente de ach G33) 1) Gas) nea ne (ay! xe a)? ess) setlonary values he) ate loeated wheve a0eg ag eo 6.156) ‘Solving (2.156 yids raren? eas) forthe location ofthe maximum of A). This location is fonetion of x, contrast with the preceding examples. This, to determine the arymptoi ex ‘patson ofthe intepal, we fst need to transform the vaabeof atten so thatthe manirum ofthe exponent independent of. Letting fares 6.158) we rewste 6153) 28 1 enn oO ay ter G13) ‘The maximum value of KG) = -G@2 + #7) in @.159) occu at s = 277 Hence, oaly the lnmedateslghbosood of this point conubutes tothe as ymptole expansion of #2) I i rater than the loaton ofthe maximum of ‘Thus, we expand hin Taylor series bout this point and obtain AG) =n) = 366-2) 4 G60) ‘Then, welt ae 2d e161) a (2.159) and replace the upper and lower Limits by 4 and ~, espectively. ‘Theres eonnen! p= 1) |e e162) ‘on aecount of 8.25. 24, Medd tS he tion snr own os wor-[ roma soe aay txt tit ven) nN ld eg Tie tt om ah ponds fan wn Amplitode and argment (phase) If f() and h() ave continuously differen ‘ble, one may be tempted fo we the method of iteration by pat by letting LO aya canto negar LO accor nena «file me ‘Then, i follows from (163 that sothat on reselQeth 2 PELBT amr orm reff? 192%). 0(1) gray ‘As in the case ofthe generalized Lapice integral (Example Sof Section 32), the method ofinepration by parte fis if () vaniher at any pot In the inter [a, 6]. If K(G) # 0 in [a,b], (3165) shows that only the sumedate nlghborhoods of the end points contibute tothe asymptotic development of ‘1(a). The rapldoxlations of exp {oh()} tend to cane! the conrbutons 10 the integra exept i the neighboriods of the end pont, a shown in Figure 54, Moreover, both ends contibute tothe ssymptoue expansion, in eantast ‘withthe generalized Laplace intl ie which only the end with the larger valve of contbutes to the asymptotic expansion. If H() vanihes in the interval (Ge, the phase has stationary pots) the contbution othe asymptotic expan ‘on of the integal aries from the immediate neighborhoods of the end and Satlonay pins, withthe major contbtion asin fom the neighborhoods of the sationary points, a8 evident from Figure 3:3. The rapid osclations of xp fah()) shown ia Figure 5 tend to cance contributions to the inte ‘cept inthe negiborhoods ofthe end and satonary points. Figure 3-5 shows eS (ode 504 wi a ewe 34. A fenton wth pce, hut ht th ection fm he naonad of aiomy tan tom heepborood of nen po. Hence helene 0 coe tok ccpnion ef Fount nicer fom the neorhood of ary poms In th abe ota pins themed of teton GUSED Lure od arponinton o heim Asin G68 the pone eae dee) te prance of esnay pi Stokes developed RUS cos or naonay pe to determine the conan of he IN JsSinod ure tony pnt = othe ayptte elomet fhe senate guns JC) aed) a pow off. As thorn blow, te i Zonioun fom te nebono! ofa ata) pomt 66), eric ely the watlonay pts conte f the aig te the a opt tguion of) Rested the method of ati se Eyton foe exaries is Ae sore nt | wi (i Few 35. A foncon wth EXAMPLE 1 ‘We begin with 2 casein which (0) has a stationary point at = conspond {ng toa maim ora minimum and it hat no other stationary polis. More ove, we stu that a) ite, According to the Stokes method of stationary ‘has, only the mediate aelgboshood of =a contbuts to the lang term in the asymptotic expansion of (0). Hence, 10)~ [soem 6.108) ee 88 sal postive mane. Th othe at aproxmation,/() canbe Teieed by dau nC) canbe expanded ia Tylor ners m= ha)+ EH) (-—) + because () =O. Thea, (3.166) canbe sete 8 romren [ Since only the immediteneghothood of ¢ =a cootbutes to the intel, 8 an be epaced with n, Letting! a7, we rewrite (3.167) 98 * super eno ae 3.67) roroene [ammo een ‘To evaluate the integral in @.168), we appeal to Cauchy's theocem, which stees that the deatve af nction FG) of complex varble exists and ‘continuous inside and ona closed curve Ce inate), then [res =o 69) ‘wher the integration scarred around the closed curve C. The base idea isto ‘choose € in such away that the orignal Fourier integrals transformed into a Laplace integral, that is the dominant pat of the integrand i areal decaying ‘exponential at, nthe case under consideration FE) = exo LE ia" )27] 6.170) and ts derivative ext for all values of, Hence, Cavchy’s theorem applies and ‘we hae (3.169), To apply Cauchy's theorem, "Ct con fist of the real axis, line making 45° to the ral ai and an eighth ofa cele ‘withthe rads Ras shown in Fgute 36, Hence, 82 mevaceats pee 4, Deformation othe concer of nto, [rerses [ reas [ rereeo iy =R coud +iR sind =Re® ein But ony that 27 eR &R2 con 29 +18? un 20 Hence in order that the contibuton of Cy a Ro vanes, me mat hoote 8 tobe postive or negative depending on whether #4) poi ox negate, respectively. Moweover in order that the integral be converted lao Laplace Intel he angle of rotation must be x or “fx depending on whether h(a) 's potve or neptive, respectively. Hence, it flows fom Figure 3:60 that when #"@)>0 [rowen [ear betannan ney ean) Then, [[ roelee f"ewnroen 10 ca [commons angn [" ewmmrorast ay orm) 1 | | {THE METHOD OF STATIONARY PHASE. &3 where ea sal postive number Since 8") > Oa sin 29 >On the interval [e, de], the nterand tends to zero anifomly, and ence, the lat integra in (G1173 tends to zero thereat R +=. To estimate the integral ove the intra [Ojel,wespproximate sin 2 by 20 and obtain afve wrmenerana apn [ear OO" ay Re ‘Therefor, the integral ovr the contour C; vanishes nd i fllows frm (3.171) tha 20 eRe [rome [ toa mw Row Gara ‘Along the cure Cy, = 90 that 2* =x, whetea along the curve C),2 = exp (fin) so that 2?"= 7? exp (His) = where ithe distance fom the or fn to any pont on C, Then, subsiutig (3170) ito (3.178) yee [ameron dea oto f eee? ay me [emer we 0.75) Equation (8.175) shows that the Fourer integral in the neighborhood of = ationy pont has been converted into a Laplace intel by rotating the ontour of ntpation Tom the rel x als bythe angle |. Making the abt futon vier in @.175),we obtain ene EO Ce Yared e769) en scan of 25, sng (176) 168) ys rayeenbrtiene ose a) Var) ‘As mectoned above, the contrition from the neighborhood of stationary point i (2!) conpated withthe O(a") eontabution from an ed plat. ‘When W(@) <0, the contour of integration needs to be rotated by the ange Fro dat pareoin ‘Then, (3.168 beomes a~pqernorein [ eareient sy whichis Laplace intel Because h(a) <0. Making the svbstituton VT snd usag (25), We obtain rom (3.178) hat _ Visigesnor-cinie 10) a In general, one needs to rotate the el axis by an angle @ 0 that ah") in (6.168) becomes a negative el number. Since gene gare! ar con 28 +0 sin a= Gin it fellows tat cos 20 =0 or 64. Then,z? =i sn 28 and fah'(@? er) 020 ‘Consequently, when "(@)> O,one shoud take 8 = Jn, whereas when M"(@) O, we rotate the contour of Integration by te angle fx, thal 2 =r exp (4), The reat bn tea pioemoreien [7 eemeer ay Wermake the ubastution vir@ and obtain 10) VE peeneriinn p=, ara Le ese no LELOS se Git en M0) <0, wate ot fein by hele en 40 <0, ne nue oro pon by haf mate VHC rer and odin VRE cone 100) ae Boo EH EXAMPLE ‘0 4 hid vanle, we comer tein whch A) ha sation po x 1 =@,n0 other stationary points, and ness HG) =H G)= nO G but ROG) # 0, We assume that) ite, We expand (7) 0 Tay snd ob 1) On Tyo sees no=noreLworaceats en 86 werecrais Then, fows fom (3.163) that othe Bat proximation ronoene [ eaPiorstna aime ating = we ew (186) 1@)~ Hen f earn ge Gasy Tent hentia 0.197), we cone tints Lapa integal by rou lng the contour of intepation by the angle 1/20 when Aa) > Oso that = =r exp (f2n). The ests sey-neyemenien [ear 188) ‘The integn in (3.188) can be expressed in ters of the gamma function by making the subattton ay and obtaining [eon aret Fotis) [tr ena (2\ fet) om ecg e 5 sora] Ce ae a oom 0 When H%@) <0, the contou of iteration neds obertated from the re, ‘by the angle -#/20. Then fllowing steps smi t thote above, one obtain (1) 10~[ thes) OE ste en» gum “THE METHOD OF STATIONARY PHASE. 87 We note from (3.190) thatthe leading tx inthe contribution ofa neighbor hood ofs stationary point to the asymptotic expansion of (3.163) is 0"), where m corresponds to the over of the lowe derivative ofthat does not “anit atthe watonary pont Therefore, (bas many stationary pols in [ey the leading ton to the aynptois expansion of (153) are rt the ‘eghbodhood of the statlonay poistcovesponding {0 the lagest vale of. If more than one stationary point coreponds tothe Irs tale of m the leading term in the asymptotic expansion of (3.163) canbe obtained the summation of the leading contibtins fom the neighborhoods of thee point, EXAMPLE 4 Inall precoding examples, /() finite a the stationary pout tn this example, swe conser the preceding example when Of ss 0 G19) where must be greater than 1 fo the integral (3.163) to exit, Sobsitating for he) ands) fom @.185) and (3.192) int (3.163) and replacing with =, 10) ar 193) 20 foo eon where A iteumed to be les than n= 1 for (3.193) to exist, Letting = a=, 98 {ewe 3.193) romnemo [renontnes — 0199 [As before, when O(a) > 0, we transform (3.194 into a Laplace intel by fotaing te contour of integration from the ral axis by the ange x/2n so that F=rexp Gl2n)-The ests rompemonecnn [reearna 0.95 ‘Te inten (3195) can be expedite ofthe pm fcton by akin he auaten and obtaining he ae [renPormant Ten 4 r ‘Substituting (196) ito (3.195) yields so [gt promt enon 8 ase eae, * Gas7 When #(a) <0, coating the contour of integration by the angle -#/2n and {allowing steps similar othe above, we obtain, wo) AL gani-saeryisn 6.198) ‘We noe that (3.197) and (3.198) tend to (3.190) and (3.191) asA~0. We note fiom @.198) that iF* 1m, then the leading contsbuton tothe typos expansion ofthe integral arise rom the end pola = b 35. TheMethod of Stepest Descent So far, we considered only integra In which the argument ofthe exponents ‘i the integrands are eter prey real (Laplace integrals) or purely inary (Fourier inter) In this section, we consider ster in which he agus ofthe exponents in the integrands ae complex. Ths, we conifer intel of {Be form sey» [repent 6.199) ‘where ais «Ie rel poste number, Cia contour of integration in he com plex plane, and /() and WG) are analy fonetions of, repr na region of {the 2 plane that contin the contour of integration. A function (2) i alld ‘nayie inthe domain D ofthe plane I it defined and has 2 Servatve at ‘fey point in the domain D. A funtion hs) that i analytic ina elon D, ‘eo for Mite numb of pnts sid to be meromorphic in D, The excep ional points are cle the snares ofthe function Ne), A function A) of x complex vile x “x + diferente tthe point ai sin Mea 82)- hizo) 2 200) «sands independet of the choice of sz. The limit scaled the derivative OF AC) at 29 and its usaly denoted by Wy) or dey de Putting vs # in MG), one can sul separate the rest in vel ad iagiay pars a 2G)=AG+0)= 0009) 966) e201) Substituting (3201) nto (3.200) and taking Az = Ax, we have Py : 6) im $680 #894) 8669.30) ae Oo” fen, ‘a 41 tin, YO # 88 ¥0)- H6e0.96) ae ‘ar Hence, tray e202) Substiuting 201) into (3.200) nd taking Az = iy, we have Jp, S022 Aen), yp Haare? 89) Yona) a ae 77 Hence, hay BR a ay G20) ‘Siete deviate mst be independent ofthe cole of efor faction Me) 1, diferente, the expresions in (3.202) and (3203) mun be the sane, 6208, ‘Sezraing teal and imapncy pars in (3.20) yids the soled Gehy- 26 a8 2-2 0.2053) 90 werEGRALS 6.2056) 6.206) whereas eliminating ¢ fom (3.205)by cross diferemation yields eye e207) To determine the asymptotic development ofa), we use the anayscity of the intend and appedl to Cauchy's theorem (3169) to deform the contour of Integration Cinto 4 new contour C' on which either yor gis constant, thereby transforming the Integral Into either a Foue or» Laplace integral. Then, the “sympotc development can be etemined by sing ether the method of Stationary phzeof Laplace's method. Itis preferable to trzaform the itera into Laplace Intepal (.e, constant g) because the ful asymptotic develop rent of Laplace itera arises only fom the immediate neighborhood of the ot where ithe Ingest on Cn contast, te fll asymptotic development fof «Fourier integral depends, in general on he end points 2 well al station- any poins of ¥ onc” ‘We note that contanrphase contows ae steepest descent and ascent com tours. To show tis, we appeal tothe concept of gradient in elementary ees. ‘The gadient of o(c,9)s defined by G20) sd he drain of gn the a 2m Hence, the maximum valve of dn occurs when m= pip. Ths, the steepest ascent contours are parallel fo V9, whereas te steepest descent cone tours are parallel to -V@. It follows ftom the Caucy-Riemana equations (0.205) that vory=o 6.210) so that yp is perpendicular to VV and the derivative of Yin the direction ve & zero, Ths, V i constant on contours whose tangents are pall to G8, ‘howl that consant-phate contours corerpond ta stepext scant and descent contour ‘THE METHOD OF STEEFEST DESCENT 91 We sould note that,» cam never havea tue maim o elma cep at asingularty because if or example, Be. re Eto ‘on account of (3.206) However, the ssace gy) my poses 2 at spo shih ea Matag Sich a pti caled a nd pont becase the mice 9») embed {sor mountain ys ora col at shown n Figure 37 By th Cushy Reman ‘tions (2.205), esse at 212) ple at 2428, aay “Ths, 4 depot oft ah asa pont of (ry) a well pont ‘where h(G)=0.Ifs =z9 sa saddle pont andifh (eq) "A (ea)="="= Aca) =O, ‘recap asad point of order +1 Tite 2st plat shes ae to or mor lr! ares (wre of con stant or spurting he hott ofthe depot as wis Moro, through dle pointer ae two rote onstan-phae contours (eres of e212) 213) A pre 37. Topopnohy ofthe sce $= RE) ser be mde pz, fr 8 pa {imeon Ne) Toe heny so canes fo the cee af he gad ays om he ‘Ste pts the daha cares fle ke soto, ¢ re, scot The constant ¥), which are the steepest att dough dhe sade point. Some of ‘hte tepetpaths descend, whereat the others ascend "Athoud the forms ofthe consanlevel and phate paths pasng though 2 sale may be complicated in the whole = plane i easy tind tei forms Darbar rita oyenereZ Aeon" —— 02 tent sameaenen oa om nepenegesneoonnapsiy $266 FFM cot eto) Ye ve HK aint me) 6.216) where gp and Yo ae the values of and at the sade point. Thus the eve Sires @= dy pasting through the sade point ate proximately ven by, coset m@)=0 of xtmon(ne De e217) where = 1, 2,3; 2m, Equation (3:2) provides the 27m constant level Curves @ = [(e + hx nln that die the neighborhood of zy into hls and ‘aes. fellows from (3216) thatthe constant-pase (steepest contours Y= ‘be ae approximately given by in(xtma)=0 or xtmo=ne @218) where m= 1,2,3,... 2m. Eguation (3.218) provides the 2m steepest contours 0 = (ar ~ a)im, m contours of seepst descent, and m contouts of slepest, Tn the simplest at, the sdle point sf order 20 that ther are wo step et descent contours and two steepest ascent contours, as shown in Figure 3.8. Moreover, there ae four constant level curves, separating the nelgborhood of the side polnt ito two hls and two valys, ar shown in Figure 38. For 2 saddle point of order 3, there ae six constanteve contours, separating the ighborhood ofthe sale plat ito thve hls andthe valleys. Moreover, ‘here ae three steepest descent contours inthe valysand Ue steepest scent ‘contours inthe ils shown in Figure 39 “The above dicuson shows that an elective method of determining the asymptote development of integrals whose end points Ue In two diferent, [wy 38, Toppy ote ace 9 RAG) oa ml pit fe 2 whe x= daly te method of sepa dscet develope by Rien nd Des lei by Riemann nd Debye. 1 Como fermi te contour often to ae contour Co at 1. the contour of nteration passes trough a zero of Hi): 2. the imaginary part W of (2) constant om the contour, 3: the contour isthe of serpent descent 1 the resitions on the deformed contour ae sich thai pases though more than one sale pont, each will make its contibution tothe intel with the ‘ain contribution asin from the one coresponding tothe largest IF (2) oes not vai, the contour of integration chow to sts the second ahd The aly re dt, espn cares ete, ei a eee nd 94 nerbcRALs: ‘tid conditions only. Next, he method of steepest decent is described by ie pplication o tree examples, EXAMPLE ‘A fit exinple, we conse the flowing Integral representation of Bee's funtion ofthe fit kind and roth ode. to)=2 [Tyas forte 6219) Intepraton by pars falls inthis cte Because he choee weet lead toa nonasymptotc expansion, wheres the choke uaQeztylt goed ae ead to singular expesons at: = #1 ‘To determine an approximate expression for Jo(a) for large aby using the method of steepest descent, we deform the contour of lnteation into a con Santphase contout. We noie that (2) =f that the phase Yat == 1 i, ‘whereas the phase at 2 = =1 is ~1. Thus, the contour canot be continuously ‘eformed into a sage contour slong which the phase i conta. However, we ‘an deform the contour into one that consis of te ln segment: Cy which ‘uns up frm =I to =1 +1 along astight ine parallel to they axis; Cy, which ns pl to the x sue from -1 #4 to 1-17; and Cy, which run down fom 1+ 1¥ to 1 along a sraight in paral to the y ax, a6 shown in Figre 3:10. By Cauchy's theorem (3.169), desea jon ~ “| ge 310 Cou aormaon or (3.29), ‘THE METHOD OF STEEFEST DESCENT 95 a fe ele 02m ‘Stil speaking, the contour of iteration must be deformed as shown by the ‘dotted lies to void the scaled ranch singularities atx = 1. However in the limita p> O the nepal ends to that gen in (3.220) Hence, we wl not ‘worry about sich border branch points in what Tallow. AS Y =, dhe integral “long Cy vanishes because the integrand vanishes uiformy there. Then, ‘Mating the subetition = = 1 + nthe fe intepa and = = 1 44 athe second integra, we rewite (3.221) 8 on a G2) ay of Va Oe Fa OOF pang foie Se Pereaioe oz ‘Te inter in (3.222) ave Laplace integrals and ony the immediate neighbor- hod of» =O conus to thet asymptotic developments for large a. Thus, ‘ng Waton’s Imm, we expand the nonexponentl part ofthe inlepands or small y-and inteprate the reste tr by tem. The leading teem inthe a ‘yptatic development of Joa) enone 1) EI Cymer AE [peremrey ae 1 verry [7 is if porn C8 ety =20008 J feet 5 metar (0223) weve 0.20) no~VEmte-iy were 09 EXAMPLE2 [Asa second example we conser the Ay integral aioe! [aderaa oe ot 0m “To transform (3225) into antes having the form (3.199) we Introduce the transformation =a sand obtain Aico [lento geteonaet® [7 omen een eal gomnnt a [erwwna [erwnata eB [emt a eee, ey 822 P09 a ane Inteaton by pts yd ial ston ce fre he expo 1 sri fon ts poe sets when shown bow he eran ieee ta anya amine espe Slope of ANG), We tt the ed ‘steepest descent. Here, ». 7 hayride ez) RE)=G* +), tnd the ale pois ae te ero fH) =O, that the pit = 4, AL ‘the saddle points, One imeres “ neni hi2o=5} ‘Hence, Im h(i) = 0. Putting 2 = x * yim the expression 189 TT neyeilyeet oy tat o) ayGa? x= DAE TD 22) ‘nce tm h = 0 a the sade point follows from (2227 tht the seeps se ng oop the se pointe en by In =O, a xGe-y 0 629) quaton (8228) 2 cable equation contin of he maar isan of he fo branches ofthe hyperbola ja -yttts0 om) suse paths 8 shown in igre 311 with ows indcating he rection of Fae ra ay Toerfore, 10 apply the method of steepest deen, We een fur of tegration fom the elas into the contour 1. which pases though the sade point =f, 2. which sa constant. phase contour, nd Thich a steepest escent contour fom the sade poi. , St a sep asin sri i'n ch Re) Figwe 341, Contant pe coo elaine Pe tts tne Ay foam mows inet ‘The deformation I possible sae the integral decays exponentially in thereon between the contours at ==, Hence, we replies (3.226) with aye [ete 0am 7 ‘Along C8229) hos that =? AE)=VO- Hy) for PL ean Moreover, (has is maximum at = (ey = 1). Therefore, the integra in (8.230) + penalized Laplace intel and is asymptotic development canbe ‘binned by ssng Wtzon's emma, To this end, we make the sibetion PNG) =H 2 +2) P= Fa"? G20) (72-1) and 227) becomes Hee, sdG? + yaee-trae 2 40.230) comes 0) fT ae 0239) [Next we need to expand (2? + 1)" for sll rand hence, we ned to dete mine's 82 function of. To this end, we expand the left-hand side of (252) in 2 Taylor series around 2 ap obtin GoD fie ear hot solution fr smal canbe expensed the form, paisa rt 238) Th, + =Ca yt os 90 6.236) ‘Substituting (8.236) into (3.234) leads tothe fowing expression forthe ead {ng term in he asymptotic expanson of Ai) oa M0)~ Soe ae (23) should be noted that dtaed tracing of the steepest descent contours is seldom necessary because the asymptotic development of an integral wholy tse fom the immediate neighborhoods of the polas where i rates. ‘hese points ould be interior or end points, In order that be greatest at an "THE METHOD OF STEEFEST DESCENT 9 Interior point, it is necessary that sch a point bea sade point. Ths, the ‘resent eampl, i rauficent tac very shor segment of steepest escent Contour of integration through the sale pont. Since =~ ia salle point, the exponent in (3.230) ner tis point canbe approximated Heh? 42) 2- 502-2 e-IP # 6238) and he direction ofthe contour will be such that 2/4 =? = 1? is vealand Doithe. Hence, forthe lading tem, we bette (3238) into (3.230), take the nis of integration from == to, ane obtain ge aye amy ovo 825) Dorey cag eee tos [eee ax for tcp postive a where ie complex aumber thats independent ofa, The saddle plats are sven by reyehen reo ae nate Hence, they ae foeated at z= 2209 we let pointe ate located at 2 = 40 exp (1). Since 'G) the slept, the sade points are of order wo. ‘To determine te symptotie developeat of (3240), we use the analyticity ofthe integrand and deform the contour of integration into the contour C vst ‘ses through the origin andthe sale point z= 0 exp (ie) and that isa step ‘stdescent contour ee Figue 3.42). Thus, we rewste (3.240) a5 exp Gi), then the sae 6 llerent om 20 tor femmanLemra am) ‘As mentioned eater, only 2 very short sepment 2 of the contour C pasing we 412, Delored conourCofinetin fr = Handy 9225 ‘through the saddle point contbutes to the atympiotc development of 1) Henee, e)~ [eorrres Gam) ‘Since #9 exp (ia sade point, the exponent in (3.242) neath pola ean De expanded as (aie 24) *200% eM - 3008" oc!) + G28) and the dccton ofthe path wil be auch that saves ce as? G20) here 7? ira and postive. Hence, eon 1 6245) ‘Tha, there ae two posible choles fr the diction ofthe path of integration, ‘mame = fv and w= {AL this point, one needs to inspect the Beha of 6 land V over the complex plane (Figure 12) in order to decide the sense Which the path pases throph the sie point. Figure 312 shows tat the ection ofthe pth of integration ify, 0 that we must take the pst sign In (265) because ¢ goes from a negate toa postive value onthe pth. These LANES ate taken to be ~s= and e according to Watzon’s lemma. Then, substitut- ing 3.245) nto (3.242), obi forthe leading term ep fos tae oh) po 1a)~ 10)~ YE 0 $74 200? 2) eee 88) Exercises BAL Show tat ase 34, Show that ape re0 [came ] 1 4a-naca] 3S. Show tatann-o Show that 102 wreoRats Ho Compare thie r © [Sa Fsenes- sian were 1 bas teasers CE Ge oF bea jyisse7 an? a 39. Show that ate = w [ee o [eee t Ba 5.10, Show tat ax += “ ofa © (rats bat Bovina o fs pane Pet po w fe o [eared [ sean ene B a [stz “Ez SAS, Show tat anco-ree rexencises. 103 mason @ [comm ane Caiecie on where A> 1,» >ayand MOO) > AC) 316. Show tat are VE wo [ere aE ew Geren * (emi sig 0 © [ oo weie 327, Show [lene ape ries Dea betes 3.28, Show tat arco f[wseorar sence [etinear 329, Show that sta-+ of the Legendre polynomial of 5.30, Consider the intel represen navel wevarounte Show that 1_ we varaaytens Vint (uo 13.31, Consider the Air fanetion (tof the second ied defined by Patn)~ Bey [freer resins es a (a) As 20, use Laplace's method forthe fir integra and integration by rs for he second integral and show that, eo 0 (©) Replace z by “rin the above inter then, use the Laplace's method fr ‘he fst itegral andthe method of stationary pase fr the second ines, nd obtain neo~ zebae om Got ode CHAPTER 4 The Duffing Equation The fe oscllauons of many consrative systems having & single depet of {Heedom ae governed by an exation ofthe fmm es Poo Fen)=0 «a where 8 a nooner fonction of x*. Here, d?xtfdr i the acceleration of ‘he sytem, wheres f(e*) isthe restoring force. Let *= x8 be an equibrim tm: then, f(x) =0. Moreover, astme that fs analyte hen it canbe expanded na Taylor series st. 2d) ha Get 2B) Haye xt + a) tee co) Hence, (4.1) an be sewaten a auton (43) debs the motion othe sym in the nitro ofthe equim poston. Rix convenient to introduce the transformation w 230 that (4.3) becomes Pur Se shut tht tue +20 «9 Att thet AP e043) Mot of thichapter is devoted to the flloning special cae of (6.4 tent thu =0 3) 107 where &; >0 and ky may be positive ov negative. Equation (4.5) is usually Called the Duffng equation. Re mentioned in Chapter 1, one should make i 3 practice to write the governing equations in dimensionless frm before solving ‘hem. To this end, we choose character length U* ofthe motion and & character Une Tan let Using the chain ule we have ‘The, (4.5) becomes atk TAu tree «o tis convenient to choose T*s that 7%? = Land ete = kyTPU% #08) 2. Hence, (46) en be tewsten a tute? =0 «sn ‘We not that ea dmensones quantity, nd isa measure ofthe strength of the nrlinearity. A iil conditions, we take WO)"xe 0)=% as) “The solution w of our problem i function of the independent variable «and the parameter Hence we writ =u(:e), whet the parameter eis seprted foo the independent variable 1 by 2 semicolon. Inthe next section, we deter nine 2 saihtfoneard approximation to (47) sud (48) for small but te «. ‘Tis expaston i nonuniform for Inge limes. Then, an exact sltion i ob Taied in Section 4.2, andi uted to show tat the Frequency eof the system isa fanction of (ley the noninesnity). Ths fact i ued in Section 4.310 Aeteriae rif expansion by expanding both w and win powers ofthis Inthe Lindstedt Poincar echaigue, Im Seton 4, we nteoduce the expansions or an nto the stsghtforward expsion el ende i wriform o norm {hiss the metho of rnoemalizaton, In Sein 45, we dsr the method ‘of multiple ales, in Section 46, we deci he wed of vation of param ters (method of speci pertorbatons), and in Section 47, we desctbe the method of averaging. 4.1. The Straightforward Expansion ‘When €= 0, (4.7 reduces to atu=o a9 whose gener solution i i co8 +B) 10) where a and fp ae abitaty constants. When eis ral but een from 200, The gene slion of (47 sno longer gen by (4.10), anda correction most ‘be all tot We try a correction in the form a power seis ine that ise is H(e.e)=wol 4 en ( 4 Fus( + Past con} Hess, we reset ou dissin to the int term inthe correction sce. Ths, tre seek an approximate solution inthe form ue ustt)ren(+ (2) «2 Since only on term it kept i the cometin sevs, we call (4.12) a fstorder expansion, We beitute (12) into (4.7)and obtain lig +i, #O(€) 4g 4, +OCE) + oto Hens FOC)? ing the binomial theorem expand the ast ee, we ave Iu en, +O? =u + Ba forn FOLEY] + Bue fens + ODI + fens FOE)? #u Heau, HO) wy, 413) Substituting 4.14) int (4.13) and collecting coetiiens of equal powers of weabiaia y+ ua t elas tu #18) #010) =O a5) We note that since me are ony interested in tems upto OC), we need only the terms that ate independent of from the quailty isd the brackets in 13) “his act can be we to minimize the algebra. Setting €~ On (4.18) ges +ue20 a9) “Then (4.15) Boome a, in, Fy EE) an ising (4.17) by eels Ho THe pUFFING EoUATION a $4, 448 4009-0 as Seng =O (4.18) pies fy tus tub =0 as) Comparing 4.16) ama (419) with 4.18), we note tat the former equations can be obtained by simply sting each of the coefcents of « eval to zero In 4.13). Tus is how one usualy derives the equations governing and ws Moreover, we note that (4.16) and (4.19) have toe soled in soceson, One Sit solve (4.16) for u, subsites the test ato (4.19), and then sais for "Te general sltion of (4.16) an be weten st rs 08(04 8) 429) wheezy andy ae arbitrary constants, Subititutng fru into (4.19) yields 1 wa cos (r+) aay, Equation (4.21) i an inhomogeneous equation whose general oton const ofthe sum ofa homogeneous solution and a particular solution (Appendix B). ‘To determine 2 prtialarsoluuon, we find ft conreion to express the At homogeneous term na Fourier series wing the gonometie eay (8) co 0 4 con +2 cond snd rewrite (4.2 tus m= 2ad cose By)> Heb coe OH +389) 4.22) ‘The homogeneous solution of (4.2) canbe expesed at cmste+ 6) aay whee 2, and Pyare arbivay constants, Since (422) ea, one can we the Prinlle of superposition and detemine partic soltions asthe um of two Partcalar solutions comesponding to the two lnomogeneous ems. That i, one ‘eteines 2 particular solution by adding two particu solutions of the Following wo equations: Hy tay = eb c00 (6486) «2 ay tu, = fo8 corr 38) 625) A particular slation of (428) is (B75 and B76) ad = fabrsin (e466) 426) ‘Aarti solution of (4.25) (B68 and 6) Wag obo r+ ae) 42 ‘THESTRAIGITFORWARD EXPANSION 111 Hence, acordng to the principle of superposition, 2 paral solution of, 2s Br sin B® fb Thetefore, the general slain of 4.22) 6 cos (1+ Bi)~ BoB sin (+85) +s a8 os 14384) 429) ng for le and uy from (420) and (4.29, respectively, oto (4.12) 6 31+ 395) 628) Sub ids the following frstorder expansion fr the gener solution of (8.7 cos C+) lay con(e +B.) Gade sin (e+) + red cone 384)) + 20) Where, 21, By, and fae arbitry constants, We started with a second ‘order equation hat ‘can satisfy two intl condition bu tappears that we ended up with four rirary constant. turns ou that the constants Bs andy ace mot aitery and thatthe wo lal conditions (48) ae enough 10 determine them. To sc ths, we saitee (4.30) into (38) and obtain oy conf ly 088, #36 cos) @n sin By ~ ly iB +3 a in B+ 3 8 in 380) 430) “ransposng ll terms to one side and equating the oefients ofthe power of ‘eto 210 in (431) and (432) ellen’ to equating the colin oF BRE wer of¢ on both sides hese equations. The esl ae order et <08Be 433) a nfo 634) Order 2, om, =f a cos 439) fy sinBy == 28 ny ~ 3 ods 3 9, ‘Sauarng and adding (4.33) and (4.34) yes cos Be + i? cht oan ‘Then solving (433) and (4:34) for ves 112 THe DUFFING EQUATION aro tin) [acim] «29 eee hed foo? 38 #9650385 in)? (438) Bay ‘Thos, once ay and fp are azulated from (437) and (438),a, and fy can be caleulated om (4.39) and (440), Tet us return 10 (4.30) and note that ay os(t +B) ey oo8 (04 B) : sin sino + ex, 6086059 ~ a sn coco By ~ =a cose +2, c05 4) COs 9 SinBo ea sin By)sin¢ cos rcos8~ asin sin con 48) aan “ [eo ay corte +625 coeds any Lesinpe ay und +e, slag 43) 1 folows fom (4.42) an (4.43) tat e240) 24=8+00 oo) sing (441 ad (4), rewrite (4.30) 8 unacar(e +H) +e} [2+ OIE [8+ 00) 444 [e+ (0)? cos 34 #38 010) + Hence, ss acon(e+ 6) 8? Brain (4B) 3 om GAIA Ho-~ GAS) ‘We could hase obtained thi slution drs rom (16) and 4.19) follows: The solation of (4.16) taken nthe form ig 0s (48) (45) Theo, (4.19) becomes ay tary =a? co (C+ B)=> Ee cos C4 )~ $a? cou(3E+ 38) (4.47) ‘Now, in writing down the sation of (447) we take only the particular so ‘om That is we write the sfution of (47) a5 PXACTSOLUTION 113, Leen (++ ga coe 20638) (448) 1 fro (446) and (4.48) nto (4,12), we obtain 448), Thus in solving problems of this king, ne hts two chokes, Fuss one may in lade the homogeneous solution a eich ordet and conser the abitay fon fans to be independent of e. Second, one ray dvepad the homogeneous {olution at ll orders except the fist and consider the arbitrary constant to be Aependent upon, The ater choice i wed in mont of ts book Returning to (4.45), we fad tht to the fst approximation wma cosets) and that its fst conection =4Persin (+8) fe a con (30 +35) We note that thi correction i small, a8 i supposed to be oly when eis sal compared with unity, When eis O(0), the term that i supposed to be femal cotetion becomes the order of the main tem. Moreover, when er = ‘O(), the “smaliconetion” term becomes lager than the main fem ce, the stighfornard expansion (445) is ald only formes such tha or OUI), that is, 1 < O(6"). Consequently, we sy such expansions are nomsrifoon og ‘retcown Yor log times and we call sch expansonapeiesiuan eros ‘Te season for the breakdown of ths expansion the presence of the toms 4 sn (+ 8) product of algebraic and erulr terms Such terms ate called més secular terms in the astronomy literature, The word sella decked from the French word sce, which means a century. This designation i the ‘elt of « being very anal in atonomiclapplitions and et becomes op recinbe ater very lng times, the order ofa century. Thus for the expan 'o be uniform, the cortections must be fee f secular term Ta he net ecg [Ne blain and examine the exact solution inorder to determine the sone of {he secular terms In subsequent sections, we develop mets hat son secag texms.and hence, ye uni expansions. 42, Exact Solution uation (7) belongs to the class of second-order equations rom which the fit ceive is absent. Ths class of equations can ve intepated by aking he hangs of variable d= wad changing the dependent nae ff as To thisond, we have (649) Then, (4.7) becomes 114 THe burriNG EouATION et tutee 450) which, upon separation of arabe, becomes deus ew) as) Interating (4.51) ies oleh (hus beat) =n- FW) a2) Whee h 2 constant of intpation. Since v = i, {6 is proportional tothe Kinetic ney ofthe sytem, Siceu +e proporsonl tthe etoing fore, F=f uted ba + beat 's proportional to the potenti energy ofthe system. Hence he proportional {fo the total energy of the system. Fora given hy, (4.52) yee am integral of| ‘he motion in the we plane, which i called the phase plone. I can be ued 12 delineate the qualitative characteristics ofthe motion. “To constrict some ofthe integral curves inthe phate pline we draw fist the cure F(e) in Figure 41. When « >0, Fa) has one satonary pin, namely 1 = 0 I corresponds toa minimum of F(a) On the other hand, when € <0, (a) has staionary points a = Oand u= sel? The ist point comesponds {oa mininom of Fe), whetes the other two points correspond to maxima of Flu). Alo shown in Figure 4-1 are thee hoszontal ines corresponding to ferent values oft follows from (4.52) hat, oe eV te FOI! as) ‘Ths, there are real valves or wand hence, thee ae rel motions, and only i ‘n> FQ). Moveoer, the motion i symmetric about the ans. Singe = 0,2 ‘representative point on a integral carve move lockwite tices, When e> 0, there are real motions only when > = 0. When hy the Intel curve consist ofa singe pont, which i eferrd toa centr When h> ‘hs the integral curve consist of clesed rectory, which corresponds to 8 ‘Periodic motion. Th, posible mation ste period ‘When € <0, tere are real motions forall lus oh Figure 419 shows tht, when = the integra ure coasts ofthe oni, «center, and two tjee toces ranches), one opening tothe ight and one opening tote lf When h = ‘ny the inter curve consis of two tajetovies passing trough the pons: lef and o = 0, and w= ~Je™” and 0, These pointe ate refered tos sale pont, andthe corespond tothe maxima of Fu) and ae abled by the letter S. The isectories that passthrough the sale point are uml refered to as seporaicer When I< hy, the integral curve consis of two trajectories, ‘one opening to the right and one opening Lo the let. When hy eesyrcoe A) +> (4.868) 08 8F #39~ Bear + (35439) Seu rain Ge #3694 860) Using these expansions, we rewrite (4.85 cnt +5) + ee JePy rin (ea conte ML + an) | contrast with the slghtorvard expansion, in which the mixedecolar term connot be anated anise 9 =O, coresponding to the tv ssation 122. THE DuFFING EoUATION ‘have bul i (4.87) the parameter co, which canbe chosea to aia the inedaecuartexms, Thus, eting the cotTlent ofthe maxed secu term to ron eae 9) ‘hen (687) eben to acon t 9+ jhe cose 39)4 as) Disearing the tial case a = 0, we find that (488) stsed when, = 412° apecment with (4.78) obained by using the Lindstedt Poincaré tech ‘iq. Comparing (489) with (4.29) we se that they ae ental. Tus, the preset echnige yilés the sme expansion a the Lindstedt Poincar tech que. Since the taesformation (4.66) and (4.69) i introduced int the non ‘uniform stighforward expansion (445), which i then made uniform, the preset technique i usualy refered to a8 unifrmiztion ova renormalization procedure 45. The Method of Maltple Scales We retun to the uniform expansion (41) obtained by wing the Lindtet- Poincaré technique and rewrite at wma con(e 8+} cat) + he? con G+ 38+ etal) 4- 4.90) We note from (4:9) that the functional dependence of w on? andi ot dis joint beens w depends on the combination es wel aon the individ? and «Ths, in place of w= u(t, we writen =e). Carrying ou the expan sion ($90) to higher order, we fad that u, besides the individual and ed. pends onthe combinations cree," Hence, we write MOMMA Re 50) Mts0)= (ToT ToT aon where the Tae defined by Tar Tyee Teer Tyee, as) We note that the Ty represent diferent me scale because es small patam- tes, For example ie f,vatatios on the sale Ty can be observed onthe second arm of watch, anaions onthe sale; ean be observed onthe minute ‘um ofa watch, and variations on the scale T canbe cbterved on the hour arm (fa watch, Thus, Ty epresents fst sale, represents a slower sae, Ty rep "events an even slower seal, and soon. Since the dependence of on ane ‘Te METHODOF MULTIRLE SCALES. 123, ‘occurs on diferent sales, we image that we hav a watch andattemp 10b tere the behavior of won the deen eles of the watch Thus, stead of determining a3 fnlion of f,we determine a function 00 Ty. Ty, Tye To thin ci we change the independent vail in the on Ia uation (4.7) fam 00 Ty, ys a+" the cha ue, we have aia aya a9 aaa on a o- oe 2 fo Zetia Bye con ot aTaT, ( wan am) eon Hee (4: besos Pe aly a te Fe oe Mg a(2 Pe Peed ecn0 O95 iesman (man's) anes ‘We note that we have replaced the ora ordinary deren equation bya patil differential equation. Consequently, i appeats tha the problem has been ‘Complicated, This is re, but experience with themed has shown that the Aisadvantges of inoducing ths complication are far outweighed by the vantages. Not only does ths method provide uniform expan, 80 pro ‘ides ll the yarlous noligarreronance phenome, 4 we shall in sabe. vent chapters We seek uniform approximate solution to (4:95) i the orm aula TyTyo0° 4 0 Tos Tes Tae It 95) ‘Subsitating fru fom (4.96) nto 498) gies Bae, Fu, 4, PH 4c eM tu tetas =O arg arg arar, oD guating cach ofthe coefficient of e and eto ero, we have (498) 499) ‘The peer oton of (4.98) canbe written Me 2WdT Tay Ve08 To BT. Tas 3) (4100) We note that a and 8 ae not constants but functions of the slow sales Ti, “because uy is function of TT, Ty," and the deviatves in (698) Tp. The function depenéene of ¢ and 09 Ts, Tas (124 THE BUFFING EQUATION {spot known atti evel of approximation tis etemined at subsequent Ievels ‘ofappronimation by eliminating the secular ers "Nex, we substitute 4100) into (4.9) and obtain fe cos(Te #6] =o cor (To 8) = 3eP con To 4B $e? cos OTH 130) 28 Fn gy 2 2 ancroeye(2e SE ge) conto Ba sor Stamcrene(e ge te) orn a = 12 enon 139 09 ‘he and cots tems ta roe wate a, or aun ree thse ems ate eT scoped by ting SS ote soaet of sn(fs) sod cos (Ty) ei oo The ii (4:10) (4103) “Then the ptr rotion of (4.101) becomes w= he eos OTe 43 109) The solution of (4.102) be a= A(T), Ty,-+°). Then, if a0, (4.103) can be whose auton p= 3e'T 104s. To.) 4.105) Substituting for uganda fro 4100) nd (408) into (4.96), we have a cos(To #8) + feo” con OTe 4 30)* 4.106) ‘Substituting for 8 rom (4.105) nt (4106) and ecaling that = (73, T3.°° wweobala WaT Tae V0 Ta TAT Ta BAT Th I +O. Ty Yee BT 4 FT Ta) $387 Toe + (10 I we stop the expansion as in (4.107),0 and pcan be considered constants 2 within the ode ofthe error indicated Thi so beens OT. Tyee alee) 0 10.09 gE ere =BH 09 Bus To Y= BalEt e109) = 80.0. sheet ‘Toa, replacing nd bythe constants and yin (4.107), have sweden Ty } Ti? 68) TAP OTA FT? 3H) +O~) —_ 106) ‘terms of the erga variable, (4.108) canbe exposed as cost Fi +B) fi on Oe Fed? +38) +01) 10 {nareerent with he expansion (490) obtained by cher he Lindstedt Pina tecnigu or the method of enomaization Inspecting (4109), find that the eo O() an hence, the ede ofthe As team when ¢= Oe). Ths (4.109) i not ali for > Oe), Moreover, 04=0€7) the eror i O(e), and ence, the ods ofthe second tr. Thre foce an expansion that is ald when = Oe") conse ofthe Tt tem oly Tats, +B) + 010) (6.10) for al ime up to O(€). This means tht to determine uniform first-order expansion, we need only to eliminate the terms tht produce cla tems om the equation for u, without actualy sling for thereby determining the se pendence of ue on 7). Sindy, determining fit-ordes nfm expansion ‘by using iter the Lindstedt Poincaré technique or the method of renrmalia- tion, we need ony to limnate the secular terms fromm the equation desribing \.and hence, determine y. Furthermore inthe higher approximations, we let oon e+ 126 Te ouFFNG EqUATION 5 euttatassatiroet) et a we ae after an Wt onder enpasion, we acute theseles Ta, Ti, 1y bl we donot include the term OC"). Before closing this section, we present an alternative representation of the solutions ofthe perturbation equations; namely, we represent the slution of (4:98) na complex form ater than the real form (3.100. To this end, we use ‘he Fact that (A22) cone =f te “Ths, (4.100) can beret a ta flee 4 M+) foe 4 fae OD a facto dare unde 67% any wheres the complex conjugate of 4 and An beet Gan) Fora fst ouder expansion, we conser Ato bea function of; oly Substituting (4.112) nt (99), we have Expanding the cble term in (4.1 we obtain 24s ayralem (2 sarge ote “ye oz Je ROM BEM ans) ‘We note that the terms proportional to exp (Ts) and exp (iT) produce see- ‘ar tems inthe particular scuton of wy. Thus, for auniform expansion, each ofthe coeficents of exp (74) and exp(-1Tq) mst vanish. Thats, a6) @uy VARIATION OF PARAMETERS. 127 We remind the eadr tha, for a ifn fasted sation we do nt need to solve for uy and it slicent to iaspect equation (4.115) and eliminate the {ene that produce secular termine, ‘Comparing (4116) and (8.117), we find that they ave not independent be cause taking the complex conjpte of 116) lade to (4117) Hence, fone of them i saisie, the other I automatically aise’. To analyze (4.116) we t= lace 4 by i pole form (4.113) The ret ie 2 gy, 68 ge eee Baeteie-o ox ‘We recall the fst that» complex number vanishes if and only steel and ‘mapnary pats vanish independently. Since o and 8 are rea, the independent ‘anlhing ofthe teal an iapinary pars a (4.118) lds (ats) a ar {in agetment with (4.102) and (4.103) obtained sbove by exprening the vole- ‘on in rea for. Comparing the comiex with thers repreentation, we find St more convenient to ute the complex form, Thu, th complex for 1 used {in he remade of the book. @.20) 45. Variation of Parameters When €= 0, the solution of (7) can be waten at : ay where a and are constants, which ae sometimes refered to a8 parameters. follows from (4121) that conte +) as-asintr+) Gaz) ‘When #0, we anume that the solution of (4.1) is still given by (4.121) but [2B THE DUFTING EQUATION, ‘with tmesaryng a and 8 In other words, we consider (4.121) asa transfoma- tion fom u() toe() a 0), Tis why tis approsch called the method of aration of parameters. Using this view, we note that we have two equations, ramely (4.7) and (6:12), for the tree unknowns u(),a(), and 6) Hence, ‘re have the feedom of imposing third cosition ir euston). This cond ton fs arbitary except that it mst be independent of (7) and (121). Tas arbicrnese ean be wied fo advantage, samely to produce a simple and conve- ‘ent transformation, Out of all posse contions, we choose to impos the ‘ondition (4.122), thereby assuming that u a well a have the ame form at the linear ese. Til condition lead to x convenient transformation because i Jeads oa set of irs-order rater than seconds order equations To a() and) Dileentiating (4121) with rxpet to f and eecaing that 2 and ate Fane. tions of we have ala (+) +008 + 8)- asin +8) G3) Comparing (4.123) with 4122), e conlode that eos C4 absin(e4)=0 ane Dierensiatng (4.122) with expect tof, we obtain acon (t +B) asin(e+)~ acon t+) (4.125) ‘Substituting for wand from (421) and (4.128) at (47), we have in (+8) +a 08 +8) = co (48) a9) We note that (4.124 and (4.126) contitute a system of two Hst-orderequa- tions for & and Bi, They can be spied futher. To this end. we multiply (4.124) by coe (¢+8) and (4.126) by in (¢+ 9), add the results, reall (A), snd obtain ae sin r+) c08 49) «am Substitatng or into (4.128) and solving for 3, we obtan Bees cos (+8) a8) if #0. Thus, the orginal second-order equation (47) for u(t) has been 1 placed by the Iwo fstorder equations (8127) and (4.128) for a(?) and) ‘We emphasze that no approximations have heen made sn ening (4.127) na (4138) ‘Comparing the tarsformed equations (4.129) and (4.128) with the original ‘guation (47), we find thatthe transformed eqiation are more nonlipea than ‘the odie equation. Thea, the question arses what isthe value ofthis tan foxwation? The answer to this question depends onthe vale of eI eis smal, ‘he major parts of a and vary more slom'y than with a shown Ia Figure gue 42, The vation of, fan wih fort0)= 15,010) 00, ane 8. 442, This fat canbe ued to advantage anally and numer. The anayt- Jel advantage uted in the method of everasing (Stetion 47), Numerically, {tis advantageous to sole the transformed equations instead of the oigioal ‘auation Beesute a lng, step size canbe used Inthe integration. This the fewon why asonomer ne the method of variation of parameters to detemine {he equations dering the parameters of the orbits. Then they oumerically fotve the variation] equations rather than the orginal equations. Usually, Tromomes and essa) mechanics refer to this approach as the “special method of perturbations.” 447. TheMethod of Averaging sing the tulgonometsc dette sin co @= J sin 264 | sings cot we renee (4.127) nd (4.128) 28 st }cor26 b corde a= fe2@ain29 ings) ans) B= fea +4 000264 oond9) 4.130) where $249, Since “1 O(€) because the conc ton tem the order ox lager than the fi er owing t he presence ofthe ‘ixedeciar em, This nonuniformity ls Mustated in Figure 6, which com pares (620) with slton obtained by mumerellyitepating (64) lal, {he staightorward and named! woltions ae in agreement, But increases, the analyz! aolton devats more and moe fom the numeral sltion, wich approsches 4 pevodesluton havag an amplitude of approximately {wo irexpective of te inital conditions. The peo wolton approached by the numer solution tele tm ccle igre 62 shows the nome toltion inthe ps plane wo line, where ©) for seve vale of and initia condone. When ei smal the imi cycle has an amplitude of aprox mately two especie of tent eoniton. "Weshould noe that the mine el em (620) apes if eat [Excluding the vil eas @=0, (621) is stsed Aiappeats fam (620) she 92. the amp minedsecule ter disappears rom (620) = 2con(¢+6)+ erin (1 36) (eee hich periodic and to fist-onder hasan amplte of 2. This he int ee (620) 2 the mined ater term hot Wy AA AN WVU rego Compn of ahora ego hex aon) fre 0)= es pe 62. Paw pane or Relig’ egies) «= 0.015 (6) «= 045) €= 15) “THE METHOD OF RENORMALIZATION 181 62, TheMethod of Renomalization In ths section, we apply the method of renormalization to (620). Thus, we et Peure(i tao 98 ay Hence, per teait ‘Substituting (624) lato (620), We have wnacon (rep eartyrelb eh os (4B unr t + fe? sin Gr #38 Bert 9 4+ 628) Using Taylor sees expansions suchas hos in (4.86), we rewsite (6.25) 8 ea con(r + 6)+eloyarsin (46) L(L~ baer cos(r+ 8) fa an Or 43891 429° 628) oy ire the mination ofthe secular tems from (626) demands tat 29 ete eur to) wy 62 (> Eedero (628) Since 4-40 for nontevilsaluon tFolows from (627) and (628) that (G0 and a= 2. (The cise a2 canbe diepeded Ith amplitude define to be postive) Then, t follows from (623) that ¢=£ + O(@) and from (626) that u=2ee8 (t+) * fy esin 2438) 629) hich the init eel "The question ares wheter pemiting the toy tobe complex wil esd to union expansion a n Section 5 3, To answer tis quetion, we express (626) ‘n complex form, To tht end we note that, coda Le 42%) sine (ee) Ten, werent (6.26)48 we pecten ve {Eb 10) tale? - peor} tects 630) ‘liminating the secular tem in (630) comands that yua- de) 3) Then, feel eet 62) Ie fellows fom (623) an (631) that reese dee (633) Hence, (632) becomes, us faenp lilt Hie beers eed tect = Feesp El ar] exp ie 9} te Therefore, exp I e€h- Lory on 48) (630) Equation (638) shows that um at += sf lal<2 and that =O a8 {Sit lel>2, Tis ret is eoneousbeesise Figures 6 and 62 show that {he numerical ton of (64) apronch approximately tw, inspect of inal conden, and beac, the mae of. Hence, the modieaton of the Lindstedt Poinearé tecigne othe method of renormalization by allowing the toy tobe complex may lead to erroneous res hs cave, Therefore, one ‘Roald soit applying ther of thee techigus fo dtemine aber than per oc ston. 63, The Method of Multiple Sele To determine a uniform fest-order expansion forthe olution of (64) by ws lng the method of maple scales, we introduce the tales Ty =tand Ty =. Thea, the deceates wih sespet to warsform into 4 Ds4eDi+ a Beviermo.+ where Dy * 3/07, Hence, (6.4) becomes Dut 2eDyDyu w= e[Dyu- § yu + 635) We sek n sluton f G3) in the form nuda TH) FF Substuting (6.36) nt (6.35) and equating the cotTiients of <® sides, we atin Dh tue =0 «3 “2DeDa # Dato § (Dete)® (638) As before, the pnt soutlon of (6.37) i expressed in complex a ) expres in the Flowing comple Diy tay wer AT IE +H YE™ 6639) “hen (638) becomes Diy ty =D 22M abe eM - $Me - erty Dbeg tus IQA AAPA 6 Sate se (640) lining the cla terms from uy demands that Daa tata ay, Asbefore, we expres inthe polar form An fae (642) where and Bare ral fonctions of 7, Then, (639) becomes ig fac B4 bye ATP) costs +8) 43) ‘Substituting (642) nto (641) ves Ee ihe balls bate Diving by the factor exp (i) and separating ral nd imaginary pat, we obtin fhe be 48) 0 45) The solution of (645)is = 85 constant (646) ‘The solution of (644) can be obtain by separation of aah, that, Bde de ane “ entre) « "apres het ap he 67) at ist we ia (a) Inepating (648) yes 154 SELFExcrTED esciLLaroRs Tyte*2loga~ log l2~al~ log +8) where ie constant Hence, 49) ives are SED (ete) 4 Trew (+0) “Teepe eS) Substituting (66) and (650 into (643) and setting Ty = 1, we have gD 4M on 04) (sn) Substituting (651) ato (6.3), we obtain he following fst order expansion for {he pene solution of (64): H=2[l vem carey emnlersayes 52) ‘seg he nl onions WO)=e4 H@)+0 5) fd rm (652) that #211 6e°7-" cxby 6s 0-21 +e] sn +060) 655) 18 follows from (655) that sn By = Oe) oF = 0 + Of). Then, allows from (654) da denier 658) Solving (656) for expe ves os Therefore (652) becomes wolle(S Jee] cones (658) Equation (658) shows that > 20081*+0le) 6m) HH ui sonore i iI | . “A a Fee 62. Compan of he appoxiate luton () with the exact sition (or miyses,)sbandenas f+ ivespectve ofthe value of aya long a8 it sient fom zero. This rent fin agreement withthe numeral solstion in Figures 6-1 and 63. Fig: lute 63 shows that (658) i in pood agreement with the numerical solutions of 64). uation (658) clay shows tht « doesnot have the form aco (+ 6) Where # i an exponential funcuon of tne. The Linstedt-Poincar technique And the method of renomalzation, even when cis comple, force to be 3 ‘exponential funtion. This, these approaches eannot be expected to yield « food approximation of the solution. On the ober hand, wih the method of ‘ultple sale, changing the orginal ordinary diferent equation into a system (of pattaiferental equations permits enough generat Inthe Tox of the ‘olstion to obtain an excelent approximation, 64, The Method of Averaging As in Sections 46 and 5.510 apply the method of averaging to (64), we need to.use the method of variation of parameters and ntoduce the anafonration Meo 6.00) a0) 6s An defoee, we differentiate (6.60) with reapect 00 ¢ and obtain ‘156. SELF-EXCTTED OSCILLATORS: Gi =-asin +B) rao (048) ~ fellows fom (661) and (6.62) thet, sin (48) 662) eon (¢ +) ebsin +0) =0 663) Differentiating (661) with espe to ives =-acon(e +B) asin (e+ B)~ a eos(e +B) 0) Subttng (6.0), (6, an (6.64) nto (4) és asin ((-40) cos (+B) erin (€+8)~ $s 48) (68) Solving (643 and (65) fr dan ges he owing vaionl quo asin (+ 9)~ $a sin? (+ 99} sin +8) (646) aB=clasin(t+B)- $a eo? (CoO) coole¥6) (65) Using the tgonomete Wenies sist = $$ 60020 (eos 48 A e08203) sin cos =} sn20 sin? 06080 = § (020-49) "We rewrite (6.66) and (667) a8 cl (1- La)~ 1-402) coe 2r #28) seat con r+ 41 668) Brel U~ fetpan r+ 29)+ et sin Ge 49) 66) ‘The assumption oO i used in avin at (669). To the fit approximation, wwe Kep only the slowly varying terms, that i, the tems independent ofthe tira functions. Hence, tothe fist epprosimation, (668) and (649) ar re laced bythe lowing averaged equation (60) peo on which ren ful greement with (6.44) and (645) obtained by asng the method ‘fruit slee Figure 6-4 compres the solutions of the vations equation (68) and (645) with the sotons of he averaged equation (670) forthe ital condons )=e5 0)=0 6) ee clear thatthe soitons of the averaged equations ae averages ofthe sla tions ofthe variational equations. gue 64, Compson of masons of th vans eats (68) ad (648) wth Se fe tented eon 60) fore“ 85 "8,00 =8, a0) = 80 (61. Comider van de o's uation aturat-wit (0) Detemine two terms inthe sehforward expansion an dau "(Ui the method of eormaiation to render te sihforvard expan (Ur he metots of mui sales and aera to determin fs a) Compe Theres (9) am (and Init the tts ofthe ‘ter union expansion including the transient sponse of the vluion of Gradurda- Puy exc 158 SELFEXcrTED osciLLATORS 6.3. Consider the equation dred FE lense a0 64. Conse the egetions Heda 2efC1- din Determine» fist-order uniform expansion for wand, 65 Ue te methods of ari smulple wale to dstermine fst Stuee ade when <1 6 Use the methods of mute ssa ae ‘order uniform expansion for a MS semeig te dtrmine 4 fa Deu et-wvite wren <1 CHAPTER 7 Systems with Quadratic and Cubic Nontinearities We consider the fies oxiations of 2 particle of mass m under the action of [avty and retained by a noninea spring a8 showa in Figure 7-1. The equ ton of motion s es moe p= c.) San tet ome on ‘whore g the paiational acceleration and ft) isthe esranng free of the Spring. We asue that fl) ubi function of<* that Feet) = yet thax on were h > 0, Substiating (7.2) nto (7.1) ge os OE gt the a “The equbrium positions xf canbe obtained from (7.3) by dropping the > caleration ters. The silt is eat thos? on In this chaper, we investigate small osclations about one ofthe equiv ations To thi end, we let wteapeut os) 1 (73) and obtain nBSenuarnencrten 08 Expanding the cubic erm an using (74), we rewste (7.6) a8 cc) SO by hart ue + Shyu i \ As before, we introduce the folowing densionlss quanti wurst emote where OV Re isthe linear natural frequency, which & astume tobe rel (We note that when the massspring system sented orzontaly the natural fequency iy /Eym) ‘Then, (7.7 becomes tut au? tau? =0 os) where a= kyx3#/ma?. In what follows, we astume that a= O() a contrast ‘wth the Dufing equation, (7.8) contains» quadratic as well at eae te, In- Sead of (78), we ene slp more pera equation, namely Btu tog bau? 0 09 where ay and ay ae constants nthe ext stctio, we determine a second-order stalghtforward expansion te the slutions of (79) for smal but inte amplitudes We tender ths expan- slon uniform in Sections 72 and 73 by using the method of renormatiaton and the Lnistedt Poincaré technique, In Section 7.4, we determine a uniform seconds order expansion by wsing the method of multiple sls. In Section 7.5, ‘We show dat the fest approximation of the method of averaging yields an Incomplete solution, In Seton 76, we intoduce the generalied method of averaging an obtain 2 uriform second-order expansion to (79) ial Sec tion 77, we inuoduee the Krylow Bogolvbor Mitropolky technique 7A, The Stighforward Expansion To cany out stegtforwardexpacsion for unl bat fie amples for (79), we need to introduce » small parameter because aone appear expla ‘his equation To this end, we seek at expansion nthe form w= anit Pus tasty 19) here is a small dimensionless parameter hat isa mesure ofthe amplitude of ‘elton. I can be used asa bookkeeping o etching device and et equ {o unt if the amplitude taken tobe small ae dscibed below, ‘Substituting (710) into (7:9) goes, ey FF Os HF any tea Fay Hoo Fae ts Hab IP Has(au, teu teas? =0 11) ‘Using te binomial theorem to expand the terms in parentheses in (711) and keeping terms to O(e only, we obtain Gy 4) Gs Ht 0) + Os bus Dosu ts +H) + @2) Equating each ofthe coefficients of to 20 in (712) yee atu, 20 033) atu 44) fy 6g» 2asuiua oped os) which canbe solved sequentially for us, and i, ‘The general solution af 7.13) can be expres a so8(e +B) o19) wheres and fae constants, Ten, (714) becomes pty ae? coe (4) faa Lape! cos 24426) 2.17) ‘As befor, we do not include the slaion of the homogeneous problem fr 'y- Moreover, a particular solution for (7.17) can be obtained asthe sum of S40 ticular solutions, oe foreach ofthe Following equations: AP tu =f ge? 18) A ru = faye oe Qe 29 1) ‘A prc soation f (7.18) i = bos 20) heres parla sluton of (7.19) (B6 and BD) WD = fog? eos 20628) aan wari all = foe bostemere2 22) Ssbsiaig 7.16) (12) nto 7.15) es Baoan 2aacon (e+e ye ap cos(2r +26) oom (48) 162. SYSTEMS WITH QUADRATIC AND CUBIC NONLINEARITIES fy tus = (God - Lond eon(0+0)~ Chay + Lab)? cos e+ 3H) 7.23) Since (7.23) te, uy euf af 2s ‘where and uf ae prc stons ofthe flowing eatin: a oul = Gab Bani coves) 025) OP raf «Gas bade cor e430) 026 1: flows (869 and B76) hat WM =(hal- Rayerain(es) om WB = EC et babe con 1439) 28) Substituting (7.27) and (128) nto (7.2) ye us=(hal- Faslersin ++ Gas + Lede? cosr+3) (729) Subaituing (7.16) (122), and (29) into (710) yields the flowing tid ‘onder up to O(2)] sight forward expansion =e con (t 4) | anes [cos 214 26)- 3) eG ob Fears (e+) +4 a+ dob) cos r+ 30) + 30) We note thatthe dependence of won andes inthe combination ee. Ths, one ‘an set ¢ 1 and consider # a the perturbation parameter. The sraghtforvard ‘expansion (7-30) beaks down for 1 O(a") because the cond correction "erm i the same order or lager than the fist correction term, owing to the presence of the mixedseulr term, Next, we use the method of renormalization to render (730) uiform 72. The Method of Renormalization As dacssed in Sections 4.3 and 4, we can construct uniform expansion {or (79) either by applying the Lindstedt Poincare technique tothe dle tial equation or by applying the method of renomalzation to (730). ‘is, we intoduce a transformation +=, where we the nonlinear frequency ‘©F G.9), Moveover, we expand ina power series of with the fst term Being ‘he linar frequency (nti eae it iui). Thus, we wit Flt teat 3 “THE METHOD OF RENORMALIZATION 163 (es (130)-Then, we have tea tea toy appears nt (ean tart 9 uy tag toe Keeping tems upto (2) gives = eye tah eet 03) Subetitting (732) nt (730) yds cos [r+ B- coir AoE waded thane? (cos(2r + 28- 2ewyrt 2284} wyyr #3) $20 (fad Jaslle> eos (WH wart sin [4B cane J+ 4 hat fe) eos 37+ 38- Sear 8H opt $32 (eh wpe die 733) Next, we expand (738) fr smal Keping + fed. To this nd, we need 16x rnd the cela funetins in (733) Using Tylor serie, we obtain 8 (r+ eye HOCH = wrt} coe ett fewir= Oot el ain (e+9) feoyr- Oot ear coe 48) wean et 8) + exyrsin (r+) Aled eye sin(e +8) tole oreo + 34) 1 os [274 28- Dae 12F- wr mon r+ 2+ [Reoyr= 22¢6- en sn e928) wos @r +28) #2ewyr sin (r+ 28)+ 035) nf 48 cour 1CGE- wnyrt-—] enero 039 08 [9F#39- Sear 132 (Io ears] rem GrtaDe 03D Substituting (7.34) though (737) into (7-3) and keeping tems upto O°) ‘only we obiain ccor(e+8)4 ever sa (¢+6)* ayes (r+ 2)- Joel +2 (fuer eae (r+ 8) fod ~ asda = alot = wr ate) +Yoveoytrsin r+ 29+ Las fat corr #30) + 038) screw. Then, all ‘164 SYSTEMS WITH QUADRATIC AND CUBIC NONLINEAXITIES secular tes are liminated at (2) except one, which i eiinated if (hele Posy? +a, 20 ox») Hee, exa(het fae? oa) Whee ecu ter etilated (738) becomes wecoces(soD)6 featleos(rt29)-3} 4-05 AD) were pear rGas- Aedes as We ote tat the secu erm at O(@) in (7-38) used to determine. Ther ‘maining partis bounded and hence it aot nude in (7.41 because the ex ion is ended to tis order, andthe ctor is O(e) forall SOC"), Tis point dso in more deta in Section 45 Returning to (730), we note thatthe st secular term appears at OC. ‘Consequently, we could have concluded tat «y= 0 before carrying out the ex- pamion because the texm ey Hn (731) creates secular tems at O(€) and not LO(e), as needed to eliminate the scuat texm fom (7.30). Had we used hi fact we would fave shortened the algebra considerably. Next, We show that ‘pplication of the LindredePoincaré technique to this problem inoles less tlgebra than tht needed in ppg the method of renormalization 73. The Lindstedt Poincaré Technique Introdocing the tansormation rin (7.9) ees Gu" Hata toyu? 20 043) where the prime denotes the delat with respect tor. Next, we expand Indu in power of es8 we anit) eure) + Cae) aay eat teteust 048) ‘As discussed in the prsoting chapters, th fst term in the expansion of i the lier frequency, which tunity inthis ae. Subetting (748) and 145) Into (743), have eee tus Mal eal Feu Eytan teu teu Has(aus + eay tay to anlan tug Hus #-- 9? =O ‘Using the bigomil theorem fo expand the exponenisted quamites and keeping terms to fe), we obtain (19200, +a} 2PunNaai +l teas) ten tens teas tay(eud + 20a) tayeu +20 Molpving the fst oo tems and equating the coeficiens of like powers of ‘ tozeo yields uitw 20 046) Wag eau aut oa) WS tuy= Row (WF Qo Rastauy aye (248) ‘The genera solution of (7.46) canbe expose as ur 20086+8) 49) where and ae constants. Ten, (747) becomes wit; =2,acor(r +9) con (048) tug =2ayacos(e+8)- Saxe? $ ase? coer 28) (7.50) liminaing the sacl terms fom us demands that, #0. Ther, the solution of (7.50) canbe obiained as in Section 7.1. The esl 8 tat fo + fase corr #2) sy Subttsing (4) and (751 nto (748) and ang the ft hat y=, we oan tus = Dee co (r+8)~ Daya cor(r+ DLP + fone? cos(2r+26))=asetco® (+8) (752) ‘Using tigonometicdnttes ain Section 71, we rewrite (7.52) 8 Wty Qua Fees Eade) cone 8) = hat babe? corr 30) 033) Eliminating the secular tex rom (7-53) demands that dune Baye? + fale =0 wrt dase fale? os Substiaing (7.49) an (751) ln (744) yl (781). whens at (784) into 0.45), asing +=, andrea that oy =O yds (742). Ths the Lindstedt Poincare technique produced an expansion that i i fll pet: ‘en wih hat eine by sng the meta of renomaaton wh os 166, SYSTEMS WITH QUADRATIC AND CUBIC NONLINEARETLES 74, The Method of Malte Sales In this section, we determine a thidorde woiform expnson by sing the svat fa sc, Ne sete ht inne we eed tice aes Tee hTyetand Tye Then, etn Statins Scme bedsrenyse,e ass) e Saoh+200,0,+ e004 620,0,)+ 36) where Dy = 2/07, Using (756), we tanform (79) into Dut 2DpDv+ COhu+ WDyu) tu Hayat +a? #0 757) ‘We sek a apeonimat solution to (7.57) the frm we enlTo, TT) 4 CUTy Tse) ula TT) 4--~ (058) Subsituing (758) int (157) and equating each of the coefisients of eo ze0, wwe obtain Diy +a, =0 59) Dig tug *-2D—Dyuy~ gu 760) Dis 4s =-Diay~ 2DoDasy = WDeDyuy~ Zoes~ aud (761) ‘The sation of (79) canbe expressed inthe flowing fom: =A Te +A TEM os ‘Thea, (7.60) becomes Dig ts == 2D Ae 4 21D FeM « as APT 4 24T + TM) (1.62) "liinating the secular terms from uy demands that DA=0 of Ana) os) ‘Then, the solution of (763) taken to com of ts pti solution only, which can be obiined by wsing the pial of superposition a inthe pre ceding section. The result Jot faye aA as) Sting 52), 7.68, an (7.5 int (761 ys Dijuy + uy =~ 2id'e% + 21H'e°% ~ Daglde™ + Ae TY ay AeA Hair Dold) ade +e? (66) ere the prime indicate the derivative with respect to 7 tn asvng a (7.6), | {THE METHOD OF MULTIPLE SCALES 167 we usd (7.68) so that Dyuy * Dy 0, Using the binomial theorem, we rewste (76) Das tu = E21 #1 APA = 20a “Gator vee om niating the secre from demands that “2M + (Baha) 4*H #0 ss) Expresing 4 inthe pole foom Az feel 7) where and aera, we rewrite (7.68) 8 Hel safe «ah fomire=0 it +08" 4G - Zande =0 70) Separating teal and imaginary parts a (7.7) yields vo on af =a abet on) nt Then, i foows fom (7:72) that, 03) 78) 35) ‘Thea, (7.58) becomes urea cos(+6)+ § PePasloos(2r +25) 3] + 736) Using (0.73) in (7.96) an the Fac that @= a and Ty = 7, we ews (7.76) a8 1 en cos (ot +o) ¥ Paha le08 Bet +289)~ 3] +> TT) whee orltGa- Aedes 078) whichis in agreement with (741) and (742) obtained by using the method of Tenormallzstion and the Lindstedt Poincare method ‘168. SYSTEMS WITH QUADRATIC AND CUBIC NONLINEARITIES Next, we aply the Sst spproximation ofthe method of averaging to (79) 15. The Method of Averaging As before, we ue the method of vacation of parameters to transform the dependent warble rom u to and where us ercan(t 9) om cane) 80) and ¢ iss smal dimensiones parameter that isa meanie of the amplitude of (sellaon. For the nonlner problem, « and fare vaable. Difeentaing (7.79) with respect oe yeds Berens (+) coe 4H) eabsin(e+B) BI) ‘Comparing (7.80) and (7.81), we conclude that a cos(e+B)~obsin +6) =0 om) Drei (780) with espe to yields A e-cacos(t+B)- eden (e+ ead e+s) (283) _Sebitating (7.9) and (7.83) nt 79), we have Asia (+9) +a co8(¢+6)= ae" cos (C48) Fane ew? (48) (184) Solving (7.82) and (784) for dan i we obtain 2 in (1+ )co8 (648) + ase sn (+B) c00 (1+) (788) coco (+8) 49503 cot (148) 86) where ie assumed tobe different from zero in aig a (786). ‘ince ¢ 1s sll, and are slowly varying function of Then, one might attempt to average (73) and (76) fo a Tist approximation. To thi ed, ‘ne utestrigonometcte Mente to rewrite (7.85) and (786) a8, a= 4 oa[in(¢+6)+sn 21439] + fase sin (2428) in (40 +49) as B= 1 eyats con (e+) con 01 301+ faye fon (45) 44605 01 #26)43) 48) Keeping the slowly varying parts on the righthand side of (7.87) and (788), ve obtain ico 749) THE GENERALIZED METHOD OF AVERAGING 169 J Race 790) ‘Whereas (789) aes with (7.71, (7.90) doesnot are with (7.72) obtained by using the method of multiple sales. There ta team fale? ming fom (7.90) Foliowing the details ofthe sltion in the preceding section, one finds ‘hat this tem i the result of the Interaction ofthe fit and second-order a ‘roximations. Tai interaction wat not taken into acount in ariving at (139) land (7.90). To include the effet ofthis intercon, we ned to catty Out the solutions of (787) ané (788) to higher order. This ie accomplished by sing ‘he generalized method of averaging, whichis discussed next, or it alan the KiylovBoplibov Miropelsy technique, which discued in Seton 77. 1.6. The Generaized Method of Averaging ‘Toaply this method, we introduce the variable onees os snd rewrite (7.87) and (7.88) 38 - ose ing sin 36) faye? (2 a 29 +n 4g) m2) B21 +4 aed cos 6+ 60534) | aneta(eos 49+ 4e082643) (7.93) "We sek approximate ations (792) and (7.92) in the form elt) cota.) Hel, 798) 9 dll) + eb 0erBa)+ 26,65) + 098) 45 Alea) + Aon) + 796) Bee Fela) C060) os) ‘re fnetions 2)... and 1,63... ate Fast varying fanctions of, whe t folios fom (7.96) and (7.97) tat ay, and hence, the dy and Oy ae slowly ‘ayn functions of Using thecal ule, we write theft deities of (794) ad (7.95) a 2s reign osm 9) 1 (7,96) and (7.97) into (7.98) and (799) and keeping terms wp to OC), we obtain ae, oe r andave 7.100) 170_sySTEMS WITH QUADRATIC AND CUBIC NONLINEARITIES o sefer pre +304 Ste, 24) 7.101) Es 3h Neat, we weed ty subatute (7:94) and (7.95) nto (7.92) and (7.93) ax rand the rigid ses for sal keeping terms up to Oe). From the ig. and side of (7.92), we hve e€ang +5039)" +a) 5986 3H) = + Rx) fy #4 08 #8346 +3608 344) + a in in 345) 2 +e (os #3 08380)* PQ sn 26 in)" aN in 245 +504) + From th ight and of (7.93, ve 43 con 9 05 34)» e+e con (#6) 08S eb] + = ay 4) 08 = 3 sn 0634 = Seay sn] + =a costs 0134) # Cay costo 08340) = 3a gy 5385) 10) ane at cons + 4 cos 26 +3) = Palco Ay #4 cos 26g 43) 0105) ‘Substituting (7.100) through (7.105) into (7.92) and (793) and equating co ‘ffiients fle powers of e,we obtain oa A+ open goo 340) 7.106) 107) ent co by + 08.34) 7.108) 034(3 208 by + €08 344) ~ Zaeod(in by "THEGENERALIZED METHOD OF AVERAGING 171 tin 394) + § aod(eon 44 +4 cos 26643). .108) Next, we ie the method of seperation of vrbles to separ slomly varying terms in (7-106) tough (7.108). The slowly varying parts of (771065 an 7 108) yt Ay==0 @.110) whereas the fst varying pass yield ean GEt= Loves corte om 3) ean) Apart solton of (7.111) a =H eablcos ft § 08340) ans) ‘where a partir olton of (7.112) ¢ 61 Fassel 3sn y+ sn 34) oats) Substituting (7.110) (7.113) 3 (7.14) into (7.107 and (7.109), we obtain ‘at{cos + $08 340(ain do #50 340) +f eledG sin 65+ § sin 36)(co ot 3.608345) + Fevean 2650 45) oats) edetlco ts §c05360)(8 cost #0836) = hole sag § sa 3) #303) + eyes ty #40826 +5) e9 ‘Using trigonometric entities (Appendix A) we rewrite (715) and 7.116) as (405 ~ a) sin 240 + an +1) sin y+ a in} ary 261 gay added + (des ~ Red rt os- faded faded or 26 hase dadud cosy + dole conse ans) Sine we are seeking an expansion valid O(@), we donot ned to solve for End gy Al we need to doe to investigate (7.117) nd (7-18) to determin he Slowly varying pata hence, determine A and’, Hence, 7 au) S.-Gar- bebe 20) ubttatng (0.113) and (7.114) (794) and (795) is acter 4 2838) ay d= 6ot desea in 443835) cum ating (7.110)(7.18) a (7.120) at 7.962 (797 8 a0 aay Gorte Gen faded a) 1 follows fo (7.128 tht a= constant, then ows rom (7.128 that dont Qen- ober +. ons) wer constant, Subtting (7.121) and (7.122) int 0.9) pe. arwelea~ fovedlcosee #4 co. 360) 41 08 [te # Lost obo + ansoyeeed ons) “To compre he present ston with howe obaned by wag the method of multigie rales andthe Lindstedt Poincar technique, we need to expand the ‘Sreularfueton in (7126) for smal ¢ about Thus we write t= loa feat J €0034)] fo = eenasn dla go #034) # cascon go Hance oa $08 408340 ‘te 644g + eas 608 bo hanetaal +} cos 260+ § cos 260 +4 Feon2e)+ ay 08 fo oun “The expansion setesented by (7.125) and (7.127) agrees with the expansion Go7) and (7.76) obtained by wing the method of multiple sales. Comparing he pera i tease with thor Sn Sections 7-2 and 74, we contd that the method of renormalization and mltple sales have advantages ove he geet tlned method of ean CP adeleor 264-3) 17.7. The Krylov Bopolivbo- Mitropoliky Technique In this section, we desea vant of the seerlied method of aera namely the Keylor Bogloboritopoltytecnigue ‘ow Aheasymptoie metho. Wien the none txms ae nected the solution of (79) 8 ‘often relered to at meron e+) 7328) where «and 8 are constants and ¢ ia small dnensionles parameter that a ‘measure of the amplitude. When the noninet tems ae includ, we consider (0.128) tobe the fst term in an approximate solution of (79) but with slowly ‘ying ater than constant @ and 8. Moreover, we intodce theft cle @= 1149 and wse ato represent the slow varitons, Ths, we sek an approximate selution to (79) inthe orm wnercon 9+ Fuse.9) +Pusle.d)+ or) Sica and ae dowy vying facto owe ope them poe sis =e @)+CA@)* 7.4130) do1te0,@)+eb@e oan) ‘hs mtd canbe eed a2 mp se ree than api nn em xe eae wh ee 1a tee tardegd deadrad eum Pip? Qag BaP 5? See Fuk Z re Srek ox Dirt (7.190 with eset aneist eae ou) we the pln dette the dst with pect othe sgunent St ‘tuting (7.130) into (7.134) gives Speman Soh Ar eAilety OAH HCA MEAL EI 4564.4, 100) os) (131) with spec to yields Sr etiat eayae 0.136) 174 SYSTEMS WITH QUADRATIC AND CUBIC NONLINEARITIES Substituting (7.130) nt (7.136) ves Beeti(edy FA HDAC TD $2 04,9) +0(0) Subsituting (7.130), 7.131), (7.135 have as, 1 (7.137) nt (7.132) and (7.133),4e 4 * Aare reer 92 faateat IZ bob tee 49) 36 Stason nts enairod Hear rear oars tea eZ saneenn on Sreusinod Het, Bradhefadta2] eam Bead] meideratasamae cadena Leasid]e eas) Theo, (79) omer Peale Bea Sthelereaeo serene Ze Phe. Sir aist Hlrar outros =0 (7.140) Satiing (7128) nt 7.140) ad eating cores pone of coeotin “buy 20, 0 6088-24; sing F090 cot 9 Gp tts" 2, acosg- IAs sng tone cor'9=0 (7161) | exercises. 175 Pan sg Fe 524, PEE (04204) 0 cos p= Bay + Av) sn eh 2A Bae (84 20,) cond 2 pang ty (ALS), we vente C141) 38 Hag? 26 (7149) lining the veclar term ro uy demands that oc0 ant oy ‘Then arbor ton of (1.45) ewe vas-feset | eter 26 cass) Satting 7.144) (145) int (12) ve Hevea 24} ott ons) ine snes Append 8) we ewe 7.146) 8 28 sayeth Doe faeces 2hng = hast Bebo conte oat inning te seems oa eas tat Aa=0 %=Gay- fade 48) Substuie (7.148) and (7.148 ato (7130) and (7.131 yee a0 o.49) Qa habeas 2.150) ‘which ae in agieement with (7.123) and (7124) obtained by using the peer tlzed method of averaging, and ence, withthe solution obtained by ung the tet of multiple seals, xercits 2.1. Constr the equation eaete ao show 0 142, Putx=2¢u and deter 3 equlibam postions ex = 176. SYSTEMS WITH QUADRATIC AND CUBIC {Nii sil mine the equatlon governing. Then, determine «second-order uniform expan ‘Hon for smal but Pte amplituces using (8) the method af multiple ales, and (Othe poneralied method of erin 172, Consider he equation ‘Sow that wan exubsium point, Determine a second-order uniform ex Sanion fr small but finite motions around w= 1. Hint put w= 1+, deter Pipe he equation desrbune rand then ws the Lindstedt Poipearé method ot the method of multiple rales othe gnealied method of serene. 7.3, Consider he equation ‘show tht w= 1 an equim poston, Determiae a steond-order expansion formal but Tate motions sroundu = 7A. Conse the equation a Te Show that the equitrim points are x= | and 2. Examine the motion near {here cquiviom points. Determine 4 tcond order expansion around the table uli point res the one csrespondig fo snuslgl mations) 1S, Determine a sesomd: onder uniform expansion fot 0 exch 16, Determine second-order uniform expansion for CHAPTER 8 General Weakly Nonlinear Systems In tis chapter, we conse systems having a ingle depe of ieedom under the lduene of general fret Specifically, we conser the equation atu=etui) @) where € sa smal dimensionless parameter, the dot denotes the derivative with {espet tothe dimensiones tie fan wea dimensionless dependent vasible ‘The function fis geerl but ptcewiae continuous, 0 tat the equations con {ideed inthe preceding four chapters ae special cases of (8.1. In this chapter, te donot resi to be a aye function of wand ‘hs before, we stat by determining a first-order staightforward expansion and dacs te uniformity. In Section 6.2, we se the method of renormalization to render this srsightforwad expansion uniform. In Sections 8.3 and 8.4, respec tively, we oe the methods of multiple sles and averaging to determine fs ‘order ‘uniform expansions. Finally, in Section 8, we apply the results to ‘onaalyte functions swell a tote cases rested in the preceding chapters, 8.1. TheStaiphforward Expansion Asbefore, we sek a irstorder expansion i the form wie) = ult) e+ ea Substituting 2) nto (8.1) eee gb, 12°F ug 4 ay #5 aH, Fly Fy 4°) = fie) 63) Latin the coefficient fe and eon both ale 4.1), we ba iy *uy=0 os 40, =f i) @) m7 178 GENERAL WEAKLY NONLINEAR SYSTEMS ‘The general souton of (4) can be writen as coe (t+) eo) where and pare constants. Then (6.5) Beomes 4 $y = fle con (46), -es0 (4) en To detemine » particular solution for the inhomogeneous equation (8.7), we find it convenient to expres the inhomogeneous ters a Fou sees. To this nd, we noe that fis peodie unction oft having the period 2. Hence, is ous exprson has the form Meco, -a8ia eB] =1le)* Fla contoe +n) +E nome — 69 = o£ ["toonacase o tor! [nomeeesonms 010 so [" memset ay Using (6.8), we rewite (8.7) 25 a runt E teoortnrrnaye F sesin(nes ns) (6.12) Since (6.12) near, one can us the principle of superposition and determine 8 particular solution as the sum of particular solutions, oe coresponing to each Inhomogeneous tem, 1 follows fiom (B69), (B76), (B78), and (B82) that = patiularsoltion for (8.12) 8 Us con ne 6) + peso 40) denen ror E 5 + aq sin +B) @13) ‘As before, we donot include the homogenous solution of (8.12), that (8.13) “THE METHOD OF RENORMALIZATION 179 Gres solution, Subetting (8.6) and (13) nto (8.2) yes =a costs +6) + e+ Lf sin C+ 8) deyteos +8) +E Laren eesanOrsnBes 8 We note that (14) isnot valid for 3+ O{€"), owing to the presence of the ined secular teams. Next, we use the method of renormalization to render this Staghtorwaré expansion uniform. 182, TheMethed of Renormaization ‘To render (8.14 uniform, we ntrodue the transformation peut alten ei ‘Thea, (1 eat)" (l= ert 619) Subsituing (8.16) no (8.14) ives ye ethet uraen ers aor je eye sin 4B eau) Bele eat Delran) +E hate oreo) teas arent court Dt 6.17) ving xen cos rt amt 8) earn r+ 10 sao FB carn) en oso) oe we rewrite (17) 28 ur acn(rtt ett Lf toe) sin(¢#8)- deve cou(r +8) FU oo (or tain (ermB) == (620) minting the cla terms from (20) demands that wet {fe =0 6) =o em Eaton (622) pois the vals of «for wich pride ston ei. “he, flow rom (5) and (21) et te pesos fave be rues wn) Snes ax) ‘Using (10) and (8.11), we wit the condition (8.22) and (8.23) fr peo reltions at sin g)sin 690 2) [nme HS [ecoe -asnoreoroaes 62) Forth Ding gsion 4.7), /*-0" and (828 ad 6.25) become [ee oineae 629 214s [Te cot pap ented + 3.27 oriegy [eo om aan ont (8.26) and (627) wean ot min (A) ad (437. Ecpation (626) nied forall whe 29) sia semen ih 90), For the Relegation (64), =u 4? mod 628) and 825) come igacerce nates SG [corner se aw oeoraee Alter carrying out he integrations an (32), me have er leo 628) e100) 629) In agreement with (627) and (6.28) = ‘83. ‘The Method of Multiple Scales To determine a uniform frst-ode expansion by wing the method of maple feaes, we introduce the two scales Ty» and 7, et. Then, the derivate become feos, se De Bh.) ame Pins 2erbyttundfaDarteout-) 3 eet enero lton (30 te sonata Tee Ts ean Seba 3130 pre ag ety + 20d sets tm 2a +i en 7 fi, ata) eg ccm pone a nba bins sue=0 oxy Pi e4,--200 fon) a Tse oe yh Fon mt pc 9) ve ge eral solution of (32) nthe flowing rea rater than comple frst dane iy 008 Ta +8) 639) Hence, Pau DsDauy Then, (8.33) becomes sin (Te #8) sn (To +B) af cs (To +8) Phas = 2 in Ty 0) +28 contTy +8) + lacs Ts +9), sin To +) 39 {nthe Foe ses pansion (8.8) fm ee (138) a8 Ds uy #20 a 8) 2a on To 8) fe) 182. GENERAL WEAKLY NONLINEAR SYSTEMS +E lorem tore+n0)+ Eads +) 2.36) "minting the seule tees fom demands that on 3 Ss 0) sb nmnrmomes an ek [“manannosie — 0x Substituting @.34) into (8:31) and setting Ty =1, we find that to the fst approximation con eB) ean where and ae given by (8.39) and (8.40). We sply the preset solution to § numberof special aes in Seton 8.5. Next, we dete (8.9) through (41) by asng the method of verging. 84, The Method of Averaging First, we need 10 se the method of vation of parameter to transfor the dependent vribl rom uta and where (= c08 f+ 0)) 6a sch tat 0 =a in [+ 001 ea) ‘Ths, a andi ave the same form at the unperturbed cae for which «0, Diferenatng (6:2) with respect to F yields sin (48) +408 (1) asin (e+ 6) 644) ‘Comparing (8.43) and (8.44), we conclude that deme 8) bain e+ 9)=0 643) Diferentiting (843) wit espe tt yields We sacos (e+ 8) din (48) - coe +8) 646) “THE METHOD OF AVERAGING 183 Substituting 42), (6.4), and (846) nt @.1) ves in (+B) +a 00 +0) ef fa co8 1+), ~an (+6) ean -Aing (8.4) tines os (+8) 10 (847) tes sn (+8), we obtain esi (¢+ ) fla con (C+ ),-a39 (+ 8) 4) Subwituing (@ 48) nto (845) and solving foro, we otal ab =e 08(¢+ 6) flacoe +8), asin (148) 60) epg oy Fut epic (8) ret a (2) ssceanero iis E seoowcreno Een . (50) se-cenerpuios F simeoeraye essa os cit wrt 80a 51) an -eysin (9) He ie) nC ++ 18 in Lr 40 WET) Fe FE enla) os [on Ie (n= 1 - cos Ke 1D seen) es) b= -aleycos e+ 8)- He Ff) (Cos rs Des r+ DB) exe r= Ir n= DoD) de ane) (on [ert De + (n+ 1) +a fr e+ DDD 653) [A before, to the fist approximation, we keep only the dowiy varying pet fon the righthand ses of (52) and (8.53). Those parts are the terms that €o not depend explily ont Thus, deo) 654) elo) 655) "which are in agreement with (8.39) and (8.40) obtaiaed by using the method of ‘multipe seen. 85. Applications AS 4 frst aplication, we conser the Dulin equation (4.7). wand (839) and (6.40) become tis cne sok ["ecmtemoaco 0 ah [ec eseeie os 'n aseement with thot obtained in Chaper 4. The iterations in (8.56) and (6.37) as wel sin ll following css were performed atin Section AS. ‘Asa second appiatio, we consider the linear damped scar (S2). In this ae, f=-2i and (39) and (6.40) beso, ood [tase pdgene ss) Ao a= L [resin cosoae=0 659) ‘in aserment with hose obtaned in Chapter $ to st-ocer, ‘AS a thi apoiation, we consider the Raylgh equation (64), In this es, {74 4i? and (639) and (640) become 4 [(comertoutomscedete aay W602 [casinos se an? eo paeno sn in apeement withthe obtained in Chapter 6 ‘As a fousth aplication, we consider (79). Since there bn small parameter that appears expicy in (7.9), we introduce ae by eting ue tnd obtae stot cast? say =0 6a) Hence,f= 2,0" and (8.39) and (8.40) become Sh [etetemems xy £ etn 440 ou 4 agreement with those obtained in Chaper 7. We note that the effect of non linesity on the amplitude and phase appears at econd onder, Inthe remaining two applications, we consder nonanalytc functions: In the fist ase, we consider aut 665) ence, f= iiland (8.39) and (8.40) become 1 fe tani a we L["emscsinee oo To perform the intexrtons in (8.66) and (8.67), we note that sin 630 for O< oe and sing<0 for n Bw These condltons are represented graphically in Figure 9-2, Figure 938 shows several fequeny espose curves, whereas Fare 9:30 shows the vation of the ampli of the fre-osllation erm withthe ampitude ofthe excation.| ‘We note that although the frequency ofthe excitation i ve tines the natural frequency ofthe system, the response i quite Inge. For example, certain pats ofan airplane canbe violently excited by an engine running at an angular speed om Fee 2, Repos ee ease mens mp Seat ste aan ge fr he Dv ‘Staion om sons te ete od one oe 200 FORCED OSCILLATIONS OF THE DUFFING EQUATION y Loe SS ae 93. (ent) that ie ch ager than thle natural lequencies At one time, the propellers in 2 commercial allan Indoed subicmoni vibration of order § in the gs, Which in tum induced a subharmonic of order fe the rddet. The oscllations ‘wero von tha he aipane broke up The Case of w~'. To express the nearness of «to 4, we Introduce 2 stoning parameter o defined by awsiteo oan [As pointed eater, we do not need to replace tn al the terms in (2.26). We feed only to veplace the tenn tat produce salvos tems These ae the teams =A9 exp (£3007), To thisend, we wate BoTa (1 + €0)To= To + 0eTo To #01 (48) ‘Then, we este @.26)25 Die, $y =A" # UA FRE SIAM WOT ele + ce-4NST 08) lwhese NSF stands for the rest of the tems, whch do not produce secular teams, Eliminating the seul terms from yells 2A +A) ONT 3427 4 aT 50) EES METHOD OF MOLTIPLE SCALES 201 AL ths stag, we introduce the polar transformation (2.25) andrews (9.50) a3 GeO afc aes fare? 4 30%e8 + EMT aD 51) Multiplying (9.51) by exp (8) 0 that only one term contains an exponential teem, we obtin soya Je! 4 309+ eth Pag ida + ua Bo? 6300 A? cos OT, — 6) +18? sin (OT, -B)=0 052) ‘Separating el and imaginary parts a (952) gives ua 1? sn OT, ~ 6) 0s) B= 3Nat 30+. 8 con(ors - 8) 54) ‘As discussed eave, we transform (2-53) and $4) ito an autonomous system by inuoducing the transformation ror 8 055) Then, yeoe 036) Subsituing © 35) nto 953) ver bono May os ‘Subatittng 54) nto (9.56) ad using (955) yields timinating 9 from (23) and (955) gives = R coey 638) Me "6008 (Ty #07, = 9) 20 ca Mp" ec04 + oF ~ 1) 2Aco# wt 039) ‘Substituting 59) into (2.20) nd using (947), we otal 4c ur 7+ 2A conor +06) 040) Ta 1th it psn Bent 040) whee and yen 57) and (9.58). seat Fig soo the ion oa ith 7, eet yey inceig eaion 37) nd O59 ya oe ak

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