Part C · unit 21 · problems

Perturbation theory: the series that diverges and is still right

Checkpoint. Given a perturbed problem you nondimensionalise it, tell regular from singular, remove secular terms by Poincaré–Lindstedt or multiple scales, construct and match a boundary layer, and for a divergent asymptotic series find the optimal truncation point and state the accuracy it achieves — and you can say, for the relativistic orbit equation, why the secular term must be kept.

Work each problem on paper first. Under it, Hints opens a ladder one rung at a time — each rung appears only once the one before it is open, and the last gives the first line of the working — and Worked solution has the whole thing: the idea, the working, then a check. Read the solution after your attempt, including when you got it right. F folds everything back; D switches dark and light.

Thirteen problems, about six hours. Work them on paper; where a problem asks for a number, a calculator is enough, and the "exact" values quoted for comparison were computed numerically to more digits than are shown.

Constants: \(GM_\odot = 1.32712440018\times10^{20}\ \mathrm{m^3\,s^{-2}}\), \(c = 299\,792\,458\ \mathrm{m\,s^{-1}}\), \(g = 9.81\ \mathrm{m\,s^{-2}}\), \(R_\oplus = 6.371\times10^{6}\) m. Mercury: \(a = 5.7909050\times10^{10}\) m, \(e = 0.205630\), sidereal period \(87.9691\) days. One Julian century is \(36\,525\) days.

Small parameters

P1 How high does it go when g weakens? routine

exercises: nondimensionalisation, regular perturbation, a number

A projectile is fired straight up from the Earth's surface at speed \(V\). Ignoring air and the Earth's rotation, its height \(z(t)\) obeys \(\ddot z = -gR^2/(R + z)^2\), with \(R = R_\oplus\).

  1. Nondimensionalise with \(z = (V^2/g)\,y\) and \(t = (V/g)\,s\). Show that the equation becomes \(y'' = -(1 + \varepsilon y)^{-2}\) with \(y(0) = 0\), \(y'(0) = 1\), and identify \(\varepsilon\). Say what it measures.
  2. Expand \(y = y_0 + \varepsilon y_1 + O(\varepsilon^2)\) and find \(y_0\) and \(y_1\).
  3. Find the maximum height to first order in \(\varepsilon\), in physical units.
  4. Take \(V = 1\ \mathrm{km\,s^{-1}}\). Compare the zeroth-order height, the first-order height and the exact height from energy conservation.
Hints · 3 rungs
Rung 1

The answer to part 1 is a single dimensionless ratio; the answer to part 3 is \(\frac{V^2}{2g}(1 + c\,\varepsilon)\) for a number \(c\). The problem is regular: \(\varepsilon\) multiplies \(y\) inside a smooth function, not the highest derivative.

Rung 2

Expand \((1 + \varepsilon y)^{-2} = 1 - 2\varepsilon y + O(\varepsilon^2)\). The hierarchy is then \(y_0'' = -1\) and \(y_1'' = 2y_0\), each with the data that make \(y_0\) carry the initial conditions and \(y_1\) have zero data. For the maximum, the top is where \(y' = 0\); it moves by \(O(\varepsilon)\) from \(s = 1\), and at a maximum a first-order shift changes the height only at second order.

Rung 3

First line: \(\ddot z = (V^2/g)(g^2/V^2)\,y'' = g\,y''\), and \(gR^2/(R + V^2y/g)^2 = g/(1 + \frac{V^2}{gR}y)^2\).

Worked solution

Idea. Scale so that the uniform-gravity problem has everything of size one; what is left over is the ratio of the height reached to the Earth's radius.

1. With \(z = (V^2/g)y\), \(t = (V/g)s\), the chain rule gives \(\dot z = V y'\) and \(\ddot z = g\,y''\). So \(g y'' = -g/(1 + \varepsilon y)^2\) with \[ \varepsilon = \frac{V^2}{gR} . \] Data: \(z(0) = 0\) gives \(y(0) = 0\); \(\dot z(0) = V\) gives \(y'(0) = 1\). Since \(V^2/2g\) is the uniform-gravity height, \(\varepsilon\) is twice that height over the Earth's radius: how far up the projectile goes, measured against the scale on which gravity weakens.

2. \((1 + \varepsilon y)^{-2} = 1 - 2\varepsilon y + O(\varepsilon^2)\). Order 1: \(y_0'' = -1\), \(y_0(0) = 0\), \(y_0'(0) = 1\), so \(y_0 = s - \tfrac12 s^2\). Order \(\varepsilon\): \(y_1'' = 2y_0 = 2s - s^2\), zero data, so \(y_1 = \tfrac13 s^3 - \tfrac1{12}s^4\).

3. \(y' = 1 - s + \varepsilon(s^2 - \tfrac13 s^3) + O(\varepsilon^2)\) vanishes at \(s^* = 1 + \tfrac23\varepsilon + O(\varepsilon^2)\). Then \(y(s^*) = y_0(s^*) + \varepsilon y_1(1) + O(\varepsilon^2)\), and \(y_0(s^*) = \tfrac12 - \tfrac12(s^* - 1)^2 = \tfrac12 + O(\varepsilon^2)\) because \(y_0\) is stationary at \(s = 1\). With \(y_1(1) = \tfrac13 - \tfrac1{12} = \tfrac14\): \[ y_{\max} = \tfrac12 + \tfrac14\varepsilon + O(\varepsilon^2),\qquad h = \frac{V^2}{2g}\Big(1 + \frac{V^2}{2gR}\Big) + O(\varepsilon^2) . \]

4. \(\varepsilon = 10^6/(9.81\times6.371\times10^6) = 0.016000\). Zeroth order: \(V^2/2g = 50\,968\) m. First order: \(50\,968\times1.0080 = 51\,376\) m. Exact, from energy, \(\tfrac12V^2 = gR^2\big(\tfrac1R - \tfrac1{R+h}\big)\), so \(h = \frac{V^2/2g}{1 - \varepsilon/2} = 51\,379\) m. The zeroth order is \(0.80\%\) low; the first order is \(6.4\times10^{-5}\) low, which is \((\varepsilon/2)^2 = 6.4\times10^{-5}\) — the next term of the exact expansion \((1 - \varepsilon/2)^{-1} = 1 + \varepsilon/2 + \varepsilon^2/4 + \cdots\).

Check. Dimensions: \(V^2/gR\) is (m²s⁻²)/(m s⁻² · m), dimensionless. Limit \(R \to \infty\) gives \(\varepsilon \to 0\) and the uniform-gravity \(V^2/2g\). The sign is right: weaker gravity higher up lets it go higher.

P2 Three roots, two scalings medium

exercises: regular versus singular, dominant balance, expansions in a fractional power

Consider \(\varepsilon x^3 - x + 1 = 0\) for small \(\varepsilon \gt 0\).

  1. Find the root that stays bounded as \(\varepsilon \to 0\), to order \(\varepsilon^2\).
  2. Use dominant balance to find the scaling of the other two roots, and expand them to order \(\varepsilon^{1/2}\) (three terms each, starting at \(\varepsilon^{-1/2}\)).
  3. At \(\varepsilon = 0.01\) the exact roots are \(1.0103126\), \(9.4564927\) and \(-10.4668053\). Compare, and say how the errors scale.
Hints · 3 rungs
Rung 1

One regular root, a power series in \(\varepsilon\); two singular ones, which are large, and turn out to be series in \(\delta = \sqrt\varepsilon\) starting at \(\delta^{-1}\).

Rung 2

With \(x = \varepsilon^{-\alpha}X\) the three terms have sizes \(\varepsilon^{1 - 3\alpha}\), \(\varepsilon^{-\alpha}\), \(1\). Balance the first two; check the third is smaller. Then the scaled equation is a regular problem in \(\delta\).

Rung 3

First line: with \(x = X/\delta\), \(\varepsilon x^3 = X^3/\delta\), so the equation times \(\delta\) is \(X^3 - X + \delta = 0\). Now put \(X = X_0 + a_1\delta + a_2\delta^2\) with \(X_0 = \pm1\).

Worked solution

Idea. At \(\varepsilon = 0\) the cubic drops to degree one and two roots are lost: a singular perturbation in the equation. They are lost to infinity, and the scaling that finds them is the one that makes the cubic term compete again.

1. Regular root. \(x = 1 + \varepsilon x_1 + \varepsilon^2x_2\): \(\varepsilon(1 + 3\varepsilon x_1) - 1 - \varepsilon x_1 - \varepsilon^2x_2 + 1 + O(\varepsilon^3) = 0\). Order \(\varepsilon\): \(1 - x_1 = 0\). Order \(\varepsilon^2\): \(3x_1 - x_2 = 0\). So \(x = 1 + \varepsilon + 3\varepsilon^2 + O(\varepsilon^3)\).

2. Singular roots. Balances: \(\varepsilon^{1-3\alpha} = \varepsilon^{-\alpha}\) gives \(\alpha = \tfrac12\), with the constant \(1 \ll \varepsilon^{-1/2}\): consistent. (\(\alpha = 0\) is the regular root; \(\varepsilon^{1-3\alpha} = 1\) gives \(\alpha = \tfrac13\) with the middle term \(\varepsilon^{-1/3}\) dominating both: inconsistent.) So \(x = X/\delta\), \(\delta = \sqrt\varepsilon\), and \(X^3 - X + \delta = 0\). Put \(X = X_0 + a_1\delta + a_2\delta^2\):

  • order 1: \(X_0^3 - X_0 = 0\), so \(X_0 = \pm1\) (the root \(X_0 = 0\) is the regular one again);
  • order \(\delta\): \(3X_0^2a_1 - a_1 + 1 = 2a_1 + 1 = 0\), so \(a_1 = -\tfrac12\);
  • order \(\delta^2\): \(3X_0^2a_2 + 3X_0a_1^2 - a_2 = 2a_2 + \tfrac34X_0 = 0\), so \(a_2 = -\tfrac38X_0\).

Dividing by \(\delta\): \[ x = \pm\frac1{\sqrt\varepsilon} - \frac12 \mp \frac38\sqrt\varepsilon + O(\varepsilon) . \]

3. At \(\varepsilon = 0.01\): regular \(1 + 0.01 + 0.0003 = 1.0103\) against \(1.0103126\) — error \(1.3\times10^{-5}\), order \(\varepsilon^3\). Singular: \(10 - 0.5 - 0.0375 = 9.4625\) against \(9.4564927\), and \(-10 - 0.5 + 0.0375 = -10.4625\) against \(-10.4668053\) — errors \(6\times10^{-3}\) and \(4\times10^{-3}\), order \(\delta^2 = \varepsilon\), the next term in \(x\).

Check. The roots of \(\varepsilon x^3 + 0\cdot x^2 - x + 1\) sum to zero. The expansions give \(1 + (-\tfrac12 - \tfrac12) + (\mp\tfrac38\sqrt\varepsilon\ \text{cancelling}) = 0 + O(\varepsilon)\), and \(O(\varepsilon)\) is the first order not kept in the singular roots. Their product is \(-1/\varepsilon\): \(1\cdot(1/\delta)(-1/\delta) = -1/\varepsilon\) at leading order.

Asymptotic series

P3 Order notation, with proofs routine

exercises: O, o and \(\sim\) from the definitions

Prove each statement, or show it is false.

  1. \(\sin x - x = O(x^3)\) as \(x \to 0\).
  2. \(x\ln x = o(1)\) as \(x \to 0^+\).
  3. \(e^{-1/x} = o(x^{100})\) as \(x \to 0^+\).
  4. \((1 + x)^{1/x} - e \sim -\tfrac12 e\,x\) as \(x \to 0\). Check it at \(x = 0.01\), where \((1.01)^{100} = 2.7048138\).
  5. If \(f \sim g\) as \(x \to \infty\) then \(e^f \sim e^g\).
Hints · 3 rungs
Rung 1

Four are true and one is false. Each true one is a limit or a bound; the false one wants a counterexample from a pair you already know is equivalent.

Rung 2

Taylor's theorem with remainder does 1 and 4. For 2 and 3 substitute \(s = 1/x \to \infty\). For 5, \(e^f/e^g = e^{f - g}\), and \(f \sim g\) says nothing about \(f - g\) itself.

Rung 3

For 4, first line: \(\frac1x\ln(1 + x) = 1 - \frac x2 + O(x^2)\), so \((1+x)^{1/x} = e\cdot e^{-x/2 + O(x^2)}\).

Worked solution

Idea. Every claim is about a limit of a ratio; write the ratio down and bound it.

1. True. Taylor with Lagrange remainder: \(\sin x = x - \tfrac{\cos\xi}{6}x^3\) for some \(\xi\) between 0 and \(x\), so \(|\sin x - x|/|x|^3 \le \tfrac16\).

2. True. With \(s = 1/x\): \(|x\ln x| = \ln s/s\). Since \(e^u \ge u^2/2\) for \(u \ge 0\), \(s \ge (\ln s)^2/2\), so \(\ln s/s \le 2/\ln s \to 0\).

3. True. \(e^{-1/x}/x^{100} = s^{100}e^{-s} \le s^{100}\cdot 101!/s^{101} = 101!/s \to 0\), using \(e^s \ge s^{101}/101!\).

4. True. \(\ln(1+x) = x - \tfrac12x^2 + O(x^3)\), so \(\tfrac1x\ln(1+x) = 1 - \tfrac12x + O(x^2)\) and \((1+x)^{1/x} = e\cdot\exp(-\tfrac12x + O(x^2)) = e(1 - \tfrac12x + O(x^2))\). Hence \((1+x)^{1/x} - e = -\tfrac12ex + O(x^2)\), and dividing by \(-\tfrac12ex\) gives \(1 + O(x) \to 1\). At \(x = 0.01\): \(2.7048138 - 2.7182818 = -0.0134680\), against \(-\tfrac12e(0.01) = -0.0135914\): \(0.9\%\) apart, of order \(x\), as the \(O(x^2)\) remainder predicts.

5. False. \(f = x^2 + x\), \(g = x^2\): \(f/g \to 1\), but \(e^f/e^g = e^x \to \infty\). Exponentiating converts an absolute error into a relative one, so \(\sim\), which controls only the relative error, is not preserved. This is the deck's phase lesson: inside a cosine or an exponential you need \(f - g \to 0\), not \(f/g \to 1\).

Check. Item 4 is the kind of statement the whole unit makes: an equivalence proved from a limit, then confirmed with a number whose error has the predicted size.

P4 Proof: coefficients unique, functions not medium

exercises: Poincaré's definition, asymptotic sequences, a proof

  1. Prove: if \(f \sim \sum a_n\phi_n\) and \(f \sim \sum b_n\phi_n\) as \(x \to x_0\), in the same asymptotic sequence, then \(a_n = b_n\) for every \(n\).
  2. Show that \(\phi_n(x) = (1 + x)x^{2n}\) is an asymptotic sequence as \(x \to 0\), and that \(1/(1 - x) \sim \sum_{n\ge0}\phi_n\). So one function has different expansions in different sequences.
  3. Show that \(f(x) = e^{-1/x}\) has the asymptotic expansion \(0 + 0x + 0x^2 + \cdots\) as \(x \to 0^+\). Conclude that two different functions can share an asymptotic expansion.
Hints · 3 rungs
Rung 1

Part 1 is an induction on \(n\), each step a limit. Parts 2 and 3 are checks of the definition, one \(N\) at a time.

Rung 2

Subtract the two expansions: \(\sum_{n\le N}(a_n - b_n)\phi_n = o(\phi_N)\) for every \(N\). Suppose \(k\) is the first index with \(a_k \ne b_k\) and look at \(N = k\). For part 2, the partial sum is a finite geometric series in \(x^2\).

Rung 3

First line of part 2: \(\sum_{n=0}^{N}(1 + x)x^{2n} = (1 + x)\frac{1 - x^{2N+2}}{1 - x^2} = \frac{1 - x^{2N+2}}{1 - x}\).

Worked solution

Idea. Uniqueness comes from dividing by the last term kept; non-uniqueness comes from functions smaller than every term of the sequence.

1. Subtracting, \(\sum_{n=0}^N c_n\phi_n = o(\phi_N)\) for every \(N\), with \(c_n = a_n - b_n\). Suppose some \(c_n \ne 0\) and let \(k\) be the least such. Then at \(N = k\) the sum is \(c_k\phi_k\), so \(c_k\phi_k/\phi_k = c_k \to 0\), that is, \(c_k = 0\): contradiction. Hence all \(c_n = 0\). \(\square\) (Equivalently, the slide's formula \(a_N = \lim(f - \sum_{n\lt N}a_n\phi_n)/\phi_N\) determines each coefficient from the earlier ones.)

2. \(\phi_{n+1}/\phi_n = x^2 \to 0\), so the sequence is asymptotic. By the rung-3 identity, \[ \frac1{1-x} - \sum_{n=0}^N\phi_n = \frac{x^{2N+2}}{1-x}, \qquad \frac{x^{2N+2}/(1-x)}{(1+x)x^{2N}} = \frac{x^2}{1 - x^2} \to 0 , \] which is \(o(\phi_N)\) for every \(N\). \(\square\) All coefficients are 1 here, while in powers of \(x\) they are also all 1 but attached to different functions: the coefficients are unique only relative to the sequence.

3. We need \(e^{-1/x} = o(x^N)\) for every \(N\): P3 part 3 with \(100\) replaced by \(N\), via \(e^s \ge s^{N+1}/(N+1)!\). So all coefficients are zero. Then \(g\) and \(g + e^{-1/x}\) have the same expansion for any \(g\) that has one, and they are different functions. \(\square\)

Check. At \(x = 0.1\), \(e^{-1/x} = 4.5\times10^{-5}\), already smaller than \(x^4\); at \(x = 0.05\) it is \(2.1\times10^{-9}\), smaller than \(x^6 = 1.6\times10^{-8}\). "Beyond all orders" is visible in numbers only for small \(x\), but it is always there.

P5 Optimal truncation of the Stieltjes series routine

exercises: optimal truncation, the remainder bound, a number

The Stieltjes function \(S(x) = \int_0^\infty e^{-t}/(1 + xt)\,\mathrm dt\) has the asymptotic series \(\sum_{n\ge0}(-1)^nn!\,x^n\). Take \(x = 0.1\); the integral, evaluated numerically, is \(S(0.1) = 0.9156333394\).

  1. Find the smallest term of the series.
  2. Truncate just before it and evaluate the partial sum.
  3. Compare with \(S(0.1)\), and confirm that the error has the sign of the first omitted term and is smaller than it in size.
  4. Would keeping twenty terms be better? Say why without computing all of them.
Hints · 3 rungs
Rung 1

The answer is a partial sum with about ten terms, accurate to about \(2\times10^{-4}\), and a sign check.

Rung 2

Consecutive terms have ratio \(-(n+1)x\). They shrink while \((n + 1)x \lt 1\). At \(x = 0.1\) two consecutive terms have equal size.

Rung 3

First line: \(t_9 = -9!\,(0.1)^9 = -3.6288\times10^{-4}\) and \(t_{10} = 10!\,(0.1)^{10} = +3.6288\times10^{-4}\); sum \(t_0\) to \(t_8\).

Worked solution

Idea. The remainder formula of the deck, \(S - \sum_{n\lt N}t_n = R_N\) with \(R_N\) of the sign of \((-1)^N\) and \(|R_N| \lt N!\,x^N\), turns truncation into a controlled estimate.

1. \(|t_{n+1}/t_n| = (n+1)/10\), which is below 1 for \(n \le 8\), equal to 1 at \(n = 9\), above after. So \(|t_9| = |t_{10}| = 9!/10^9 = 3.6288\times10^{-4}\) are the smallest.

2. The partial sums: \(1,\ 0.9,\ 0.92,\ 0.914,\ 0.9164,\ 0.9152,\ 0.91592,\ 0.915416,\ 0.9158192\) (through \(n = 8\)). So \(S_9 = 0.9158192\).

3. \(S(0.1) - S_9 = 0.9156333 - 0.9158192 = -1.859\times10^{-4}\). The first omitted term is \(t_9 = -3.629\times10^{-4}\): same sign ✓, and the error is \(0.51\) of it in size ✓. Keeping \(t_9\) too gives \(S_{10} = 0.9154563\), error \(+1.770\times10^{-4}\), again of the sign of the next term \(t_{10} \gt 0\) and smaller than it. Either way the accuracy is about \(1.8\times10^{-4}\) — about four digits, from a series that diverges.

4. No. From \(n = 10\) on the terms grow: \(t_{19} = -19!/10^{19} = -0.0122\). The error bound \(|R_{20}| \lt |t_{20}| = 20!/10^{20} = 0.024\) is more than a hundred times the optimal error, and the true error after twenty terms, \(S_{20} - S = -0.0080\), is of that size: about forty-five times worse than stopping at the smallest term.

Check. The deck's bound \((e^2/x)e^{-1/x} = 73.9\times4.54\times10^{-5} = 3.4\times10^{-3}\) holds, crudely. The Stirling estimate of half the smallest term, \(\sqrt{\pi/2x}\,e^{-1/x} = 1.80\times10^{-4}\), sits between the two optimal errors. Dimensions: all dimensionless.

P6 Proof: Euler's equation cannot see \(e^{1/x}\) hard

exercises: formal series solutions, integrating factor, exponentially small terms, a proof

Euler's equation is \(x^2y' + y = x\).

  1. Show it has exactly one formal power-series solution \(\sum_{n\ge0}c_nx^n\), find it, and show it diverges for every \(x \ne 0\).
  2. Solve the equation exactly for \(x \gt 0\) with an integrating factor. Show that exactly one solution tends to \(0\) as \(x \to 0^+\), and that it is \(xS(x)\), with \(S\) the Stieltjes function.
  3. Now take \(x \lt 0\). Show that the difference of any two solutions is beyond all orders as \(x \to 0^-\). Conclude that if one solution has an asymptotic expansion in powers of \(x\) there, every solution has the same one. What does that say about using the series to pick out a solution?
Hints · 3 rungs
Rung 1

Part 1 is a recurrence for \(c_n\). Part 2 is a first-order linear equation, whose homogeneous solution is \(e^{1/x}\). Part 3 is about what \(e^{1/x}\) does as \(x \to 0^-\).

Rung 2

Integrating factor: \(y' + y/x^2 = 1/x\) is multiplied by \(e^{-1/x}\). To recognise \(\int_0^x e^{-1/u}u^{-1}\,\mathrm du\), substitute \(1/u = 1/x + t\).

Rung 3

First line of part 1: \(x^2y' = \sum nc_nx^{n+1}\), so the coefficient of \(x^{n+1}\) in \(x^2y' + y - x\) is \(nc_n + c_{n+1} - [n = 0]\).

Worked solution

Idea. The general solution is one particular solution plus \(Ce^{1/x}\). For \(x \to 0^-\), \(e^{1/x}\) is beyond all orders, so the series is blind to \(C\): an asymptotic series cannot choose among solutions that differ by an exponentially small amount.

1. Coefficient of \(x^0\): \(c_0 = 0\). Coefficient of \(x^{n+1}\), \(n \ge 0\): \(nc_n + c_{n+1} = [n = 0]\). So \(c_1 = 1\) and \(c_{n+1} = -nc_n\) for \(n \ge 1\): \(c_2 = -1\), \(c_3 = 2\), \(c_4 = -6\), and by induction \(c_{n+1} = (-1)^nn!\). The recurrence forces every coefficient, so the formal solution is unique: \[ y \sim \sum_{n\ge0}(-1)^nn!\,x^{n+1} = x\sum_{n\ge0}(-1)^nn!\,x^n , \] which is \(x\) times the Stieltjes series, divergent for \(x \ne 0\) by the ratio test.

2. For \(x \gt 0\), \((e^{-1/x}y)' = e^{-1/x}(y' + y/x^2) = e^{-1/x}/x\). The integrand \(e^{-1/u}/u \to 0\) as \(u \to 0^+\), so it is integrable at 0, and \[ y = e^{1/x}\int_0^x \frac{e^{-1/u}}u\,\mathrm du + Ce^{1/x} . \] Substitute \(1/u = 1/x + t\), \(t\) from \(\infty\) (at \(u = 0\)) to \(0\) (at \(u = x\)): \(u = x/(1 + xt)\), \(\mathrm du = -x^2(1 + xt)^{-2}\mathrm dt\), \(e^{-1/u} = e^{-1/x}e^{-t}\), \(1/u = (1 + xt)/x\). The integral becomes \(e^{-1/x}\int_0^\infty \frac{x\,e^{-t}}{1 + xt}\,\mathrm dt\), so the first term is exactly \(xS(x)\). Since \(0 \lt S \le 1\), \(xS(x) \to 0\); while \(Ce^{1/x} \to \pm\infty\) unless \(C = 0\). Exactly one solution tends to 0, and it is \(xS(x)\). \(\square\)

3. The equation is linear, so the difference of two solutions solves the homogeneous equation \(x^2y' + y = 0\), whose solutions are \(Ce^{1/x}\). For \(x \lt 0\) write \(x = -\xi\), \(\xi \gt 0\): \(e^{1/x} = e^{-1/\xi} = o(\xi^N)\) for every \(N\) (P4). So if \(y_1 \sim \sum c_nx^n\) then \(y_1 + Ce^{1/x} \sim \sum c_nx^n\) too: at every \(N\) the extra term is \(o(|x|^N)\), so the defining condition of the expansion holds for the sum exactly when it holds for \(y_1\). \(\square\)

Which expansion it would be is suggested by part 1: an expansion that could be substituted into the equation term by term would have to satisfy the same recurrence, so it can only be part 1's series. Proving that the solutions really do have an expansion as \(x \to 0^-\) needs a remainder estimate that this problem does not attempt, and nothing above depends on it.

The moral: as \(x \to 0^-\) the divergent series fits a whole one-parameter family of solutions equally well, and so determines none of them. As \(x \to 0^+\) it is the other way round: \(e^{1/x}\) blows up, only one solution has an expansion at all, and the series names it. Whether a divergent series can pick out a function depends on what exponentially small terms are allowed — which is the question Borel summation answers.

Check. At \(x = 0.1\), \(xS(x) = 0.0915633\) (from P5's value), and the optimally truncated series times \(x\) gives \(0.0915819\): the same accuracy as P5, scaled by \(x\). Limit: as \(x \to 0^+\), \(xS(x) = x + O(x^2)\), matching \(c_1 = 1\). Direct check of part 2 without the substitution: \(y = xS\) and \(y = \sum(-1)^nn!x^{n+1}\) agree to the optimal-truncation accuracy at every small \(x\) tried, as they must if both describe the same solution.

Secular terms

P7 A quadratic spring: the shift is second order medium

exercises: Poincaré–Lindstedt beyond first order, the solvability condition, a number

An asymmetric spring: \(\ddot x + x + \varepsilon x^2 = 0\), \(x(0) = A\), \(\dot x(0) = 0\).

  1. Apply Poincaré–Lindstedt. Show that \(\omega_1 = 0\), and find \(x_1\).
  2. Go to the next order and show \(\omega = 1 - \tfrac5{12}\varepsilon^2A^2 + \cdots\).
  3. Why does the frequency shift vanish at first order here but not for Duffing? Answer from the symmetry of the potential.
  4. At \(\varepsilon A = 0.1\) the exact frequency, from a numerical period, is \(0.9954982\). Compare.
Hints · 3 rungs
Rung 1

A frequency correction \(\omega_2\) proportional to \(A^2\) with coefficient \(-\tfrac5{12}\); along the way \(x_1\) has a constant part, a \(\cos2\tau\) part and a \(\cos\tau\) part.

Rung 2

\(x_0^2 = \tfrac12A^2(1 + \cos2\tau)\) has no \(\cos\tau\) component, so solvability at order \(\varepsilon\) forces \(\omega_1 = 0\). At order \(\varepsilon^2\) the forcing is \(-2\omega_2x_0'' - 2x_0x_1\); you need only its \(\cos\tau\) coefficient. Use \(\cos\tau\cos2\tau = \tfrac12(\cos\tau + \cos3\tau)\).

Rung 3

First line of order \(\varepsilon\): \(x_1'' + x_1 = 2\omega_1A\cos\tau - \tfrac12A^2 - \tfrac12A^2\cos2\tau\).

Worked solution

Idea. Exactly the Duffing calculation, but the first-order forcing has no resonant part, so the frequency moves only at second order, and \(x_1\) (which now contains a steady offset) feeds the resonance at the next order.

1. With \(\tau = \omega t\), \(\omega^2x'' + x + \varepsilon x^2 = 0\), \(x = x_0 + \varepsilon x_1 + \varepsilon^2x_2\), \(\omega = 1 + \varepsilon\omega_1 + \varepsilon^2\omega_2\), so \(\omega^2 = 1 + 2\varepsilon\omega_1 + \varepsilon^2(\omega_1^2 + 2\omega_2)\). Order 1: \(x_0 = A\cos\tau\). Order \(\varepsilon\): \(x_1'' + x_1 = -2\omega_1x_0'' - x_0^2 = 2\omega_1A\cos\tau - \tfrac12A^2 - \tfrac12A^2\cos2\tau\). Solvability: \(\omega_1 = 0\). Particular solution: the constant gives \(-\tfrac12A^2\); \(c\cos2\tau\) with \(-3c = -\tfrac12A^2\) gives \(c = \tfrac16A^2\). With \(x_1(0) = x_1'(0) = 0\): \[ x_1 = -\tfrac12A^2 + \tfrac16A^2\cos2\tau + \tfrac13A^2\cos\tau . \]

2. Order \(\varepsilon^2\) (with \(\omega_1 = 0\)): \(x_2'' + x_2 = -2\omega_2x_0'' - 2x_0x_1\). The \(\cos\tau\) coefficient: from \(-2\omega_2x_0''\), \(2\omega_2A\); from \(-2x_0x_1 = -2A\cos\tau\,x_1\): the constant of \(x_1\) gives \(-2A(-\tfrac12A^2) = A^3\); the \(\cos2\tau\) term gives \(-2A\cdot\tfrac16A^2\cdot\tfrac12 = -\tfrac16A^3\); the \(\cos\tau\) term gives \(\cos^2\tau\), which has no \(\cos\tau\) part. Solvability: \[ 2\omega_2A + A^3 - \tfrac16A^3 = 0 \ \Rightarrow\ \omega_2 = -\tfrac5{12}A^2,\qquad \omega = 1 - \tfrac5{12}\varepsilon^2A^2 + O(\varepsilon^3) . \]

3. The first-order shift is decided by the \(\cos\tau\) component of the first-order forcing, \(-x_0^2\) here and \(-x_0^3\) for Duffing. An even power of \(x_0 = A\cos\tau\) contains only even harmonics (\(1, \cos2\tau, \dots\)); an odd power contains \(\cos\tau\). In terms of the potential: the perturbation \(\tfrac13\varepsilon x^3\) is odd, stiffening one side of the well exactly as much as it softens the other, and the unperturbed orbit visits \(x\) and \(-x\) equally, so the effects cancel at first order. What survives is second order, through the distortion \(x_1\) that the odd term produces. Duffing's \(\tfrac14\varepsilon x^4\) is even and stiffens both sides, so it shifts the frequency at first order.

4. \(1 - \tfrac5{12}(0.01) = 0.9958333\) against \(0.9954982\): error \(3.4\times10^{-4}\). At \(\varepsilon A = 0.05\) the error is \(3.8\times10^{-5}\), and at \(0.2\) it is \(3.3\times10^{-3}\): a factor near 9–10 per halving, so the next correction is third order. (It can be: the frequency depends on \(\varepsilon A\), and releasing at \(+A\) differs from releasing at \(-A\), so odd powers are allowed.)

Check. Dimensions: in physical units \(\varepsilon\) has units of inverse length, so \(\varepsilon A\) is the dimensionless group, as the answer uses. Sign: negative, and the net effect of an asymmetric well is to soften it — the soft side is visited with more amplitude.

P8 Duffing to second order hard

exercises: Poincaré–Lindstedt at second order, bookkeeping of harmonics

Carry the deck's Poincaré–Lindstedt calculation for \(\ddot x + x + \varepsilon x^3 = 0\), \(x(0) = A\), \(\dot x(0) = 0\), to order \(\varepsilon^2\), and show \[ \omega = 1 + \tfrac38\varepsilon A^2 - \tfrac{21}{256}\varepsilon^2A^4 + O(\varepsilon^3) . \] Then compare with the exact frequencies \(1.0367169\) at \(\varepsilon A^2 = 0.1\) and \(1.0037418\) at \(\varepsilon A^2 = 0.01\).

Hints · 3 rungs
Rung 1

You need only the \(\cos\tau\) coefficient of the order-\(\varepsilon^2\) forcing; everything else can be left uncomputed.

Rung 2

The forcing is \(-(\omega_1^2 + 2\omega_2)x_0'' - 2\omega_1x_1'' - 3x_0^2x_1\) with the deck's \(x_1 = \tfrac1{32}A^3(\cos3\tau - \cos\tau)\). For the last term, the \(\cos\tau\) part of \(\cos^2\tau\cos3\tau\) is \(\tfrac14\), and of \(\cos^3\tau\) it is \(\tfrac34\).

Rung 3

First line: \(x_1'' = \tfrac1{32}A^3(-9\cos3\tau + \cos\tau)\), so \(-2\omega_1x_1''\) contributes \(-2\cdot\tfrac38A^2\cdot\tfrac1{32}A^3 = -\tfrac3{128}A^5\) to the \(\cos\tau\) coefficient.

Worked solution

Idea. One new unknown, \(\omega_2\), one condition, the solvability of the order-\(\varepsilon^2\) equation. The only labour is collecting the \(\cos\tau\) coefficient.

Working. Order \(\varepsilon^2\) of \(\omega^2x'' + x + \varepsilon x^3 = 0\), with \(\omega^2 = 1 + 2\varepsilon\omega_1 + \varepsilon^2(\omega_1^2 + 2\omega_2)\): \[ x_2'' + x_2 = -(\omega_1^2 + 2\omega_2)x_0'' - 2\omega_1x_1'' - 3x_0^2x_1 . \] The \(\cos\tau\) coefficients:

  • \(-(\omega_1^2 + 2\omega_2)x_0'' = (\omega_1^2 + 2\omega_2)A\cos\tau\): coefficient \(\tfrac9{64}A^5 + 2\omega_2A\);
  • \(-2\omega_1x_1''\): \(-\tfrac3{128}A^5\) (rung 3);
  • \(-3x_0^2x_1 = -\tfrac3{32}A^5\cos^2\tau(\cos3\tau - \cos\tau)\): the \(\cos\tau\) part of the bracket product is \(\tfrac14 - \tfrac34 = -\tfrac12\), giving \(+\tfrac3{64}A^5\).

Setting the sum to zero: \(2\omega_2A = -\tfrac9{64}A^5 + \tfrac3{128}A^5 - \tfrac3{64}A^5 = -\tfrac{18 - 3 + 6}{128}A^5 = -\tfrac{21}{128}A^5\), so \(\omega_2 = -\tfrac{21}{256}A^4\). \(\square\)

The \(\cos^2\tau\cos3\tau\) identity: \(\cos^2\tau = \tfrac12(1 + \cos2\tau)\) and \(\cos2\tau\cos3\tau = \tfrac12(\cos\tau + \cos5\tau)\), so the \(\cos\tau\) part is \(\tfrac14\).

Check. At \(\lambda = \varepsilon A^2 = 0.1\): \(1 + 0.0375 - 0.00082031 = 1.0366797\) against \(1.0367169\), error \(3.7\times10^{-5}\) (first order alone: \(7.8\times10^{-4}\)). At \(\lambda = 0.01\): \(1.0037418\) against \(1.0037418\), error \(3.9\times10^{-8}\). The error falls by about \(10^3\) for a tenfold drop in \(\lambda\): third order, as it must be once \(\omega_2\) is right. The deck's table of \((\omega - 1 - \tfrac38\lambda)/\lambda^2\), tending to \(-0.082\), is the same check from the other side. Dimensions: \(\varepsilon A^2\) is dimensionless, so \(\omega_2\varepsilon^2 \propto (\varepsilon A^2)^2\) ✓.

P9 Van der Pol: the amplitude of the limit cycle medium

exercises: multiple scales, amplitude equations, connection to unit 02

The van der Pol oscillator \(\ddot x + x = \varepsilon(1 - x^2)\dot x\), \(0 \lt \varepsilon \ll 1\). Unit 02 proved, with Poincaré–Bendixson, that it has a limit cycle, without finding it.

  1. Use multiple scales with \(T = \varepsilon t\) and \(X_0 = a(T)\cos(t + \phi(T))\) to derive the amplitude equations.
  2. Solve them for \(a(0) = a_0 \gt 0\), and find the amplitude of the limit cycle.
  3. Why could Poincaré–Lindstedt not have produced the approach to the cycle?
  4. Numerically, the limit cycle's maximum of \(x\) is \(2.00010\) at \(\varepsilon = 0.1\) and \(2.000001\) at \(\varepsilon = 0.01\). Compare.
Hints · 3 rungs
Rung 1

Two first-order ODEs in \(T\), one for \(a\) and one for \(\phi\). The one for \(a\) has a stable equilibrium, which is the answer.

Rung 2

The order-\(\varepsilon\) forcing is \(-2\partial_t\partial_TX_0 + (1 - X_0^2)\partial_tX_0\). Use \(\cos^2\psi\sin\psi = \tfrac14(\sin\psi + \sin3\psi)\). The equation for \(a^2\) is a logistic equation.

Rung 3

First line: \(-2\partial_t\partial_TX_0 = 2a'\sin\psi + 2a\phi'\cos\psi\) and \((1 - X_0^2)\partial_tX_0 = -a\sin\psi + a^3\cos^2\psi\sin\psi\).

Worked solution

Idea. The slow drift of the amplitude is what multiple scales exists to capture; the limit cycle is a fixed point of that drift.

1. Order \(\varepsilon\): \(\partial_t^2X_1 + X_1 = -2\partial_t\partial_TX_0 + (1 - X_0^2)\partial_tX_0\). With \(\psi = t + \phi\), the forcing is \[ 2a'\sin\psi + 2a\phi'\cos\psi - a\sin\psi + \tfrac14a^3(\sin\psi + \sin3\psi) . \] Solvability (no \(\sin\psi\), no \(\cos\psi\)): \[ a' = \tfrac12a\big(1 - \tfrac14a^2\big),\qquad \phi' = 0 . \]

2. Put \(u = a^2\): \(u' = 2aa' = u(1 - u/4)\), logistic. So \(u = 4/(1 + Ce^{-T})\) with \(C = 4/a_0^2 - 1\): \[ a(T) = \frac{2}{\sqrt{1 + (4/a_0^2 - 1)e^{-T}}} \to 2 . \] The limit cycle has amplitude \(2\), whatever \(a_0 \gt 0\), and the equilibrium \(a = 2\) is stable (\(\mathrm d a'/\mathrm da = \tfrac12 - \tfrac38a^2 = -1\) there), while \(a = 0\) is unstable. The phase does not drift: the frequency is \(1 + O(\varepsilon^2)\).

3. Poincaré–Lindstedt assumes a periodic solution from the start. It can find the cycle itself (its amplitude comes out as 2 from the solvability condition), but the approach from \(a_0 \ne 2\) is not periodic, so there is nothing for it to strain.

4. \(2.00010\) and \(2.000001\) against the prediction \(2 + O(\varepsilon)\): the deviations, \(1.0\times10^{-4}\) and \(1.0\times10^{-6}\), are well inside \(O(\varepsilon)\), and they fall a hundredfold for a tenfold drop in \(\varepsilon\) — so, numerically, the first correction to the amplitude is of order \(\varepsilon^2\), better than the first-order theory promises. From \(a_0 = 0.5\), the prediction reaches \(a = 1.9\) at \(T = \ln\big(15/(4/3.61 - 1)\big) = 4.93\), that is \(t = 49\) at \(\varepsilon = 0.1\).

Check. Limit \(\varepsilon \to 0\): the cycle becomes one of the circles of the harmonic oscillator, radius 2 — the one on which the energy fed in by negative damping at \(|x| \lt 1\) balances the energy removed at \(|x| \gt 1\). Averaging \(\varepsilon(1 - x^2)\dot x^2\) over \(x = a\cos t\) gives \(\varepsilon a^2(\tfrac12 - \tfrac18a^2)\), zero at \(a = 2\) ✓ — an independent energy-balance check.

Boundary layers and WKB

P10 A boundary layer medium

exercises: outer and inner solutions, matching, composite, comparison with the exact solution

Solve \(\varepsilon y'' + y' + y = 0\) on \([0, 1]\), \(y(0) = 0\), \(y(1) = 1\), by matched asymptotic expansions at leading order.

  1. Decide where the layer is, and justify it.
  2. Find the outer and inner solutions, match them, and write the composite.
  3. Find the exact solution, and compare with the composite at \(\varepsilon = 0.01\) at \(x = 0.02\), \(0.1\), \(0.5\). Where is the composite worst?
Hints · 3 rungs
Rung 1

The composite is a difference of two exponentials, one varying on the scale 1 and one on the scale \(\varepsilon\). The exact solution is also a combination of two exponentials, with exponents from a quadratic.

Rung 2

The coefficient of \(y'\) is \(+1\), positive: the deck's "where the layer goes" rule. The outer equation \(y' + y = 0\) keeps \(y(1) = 1\). The inner variable is \(X = x/\varepsilon\).

Rung 3

First line: outer \(y_{\rm out} = e^{1-x}\); inner \(Y'' + Y' + \varepsilon Y = 0\), so \(Y_0 = C(1 - e^{-X})\).

Worked solution

Idea. \(\varepsilon\) multiplies the highest derivative: singular. The reduced equation is first order and can keep one condition; the other is met in a layer of width \(\varepsilon\) at the end where the inner solution decays into the interior.

1. At \(x = 0\), \(X = x/\varepsilon\): \(Y'' + Y' = 0\), solutions \(1, e^{-X}\), decaying inward ✓. At \(x = 1\), \(X = (1 - x)/\varepsilon\): \(Y'' - Y' = 0\), solutions \(1, e^{X}\), growing inward ✗. The layer is at \(x = 0\).

2. Outer: \(y' + y = 0\), \(y(1) = 1\), so \(y_{\rm out} = e^{1-x}\). Inner: \(Y_0 = C(1 - e^{-X})\) from \(Y_0(0) = 0\). Matching (Van Dyke, one term each): the outer as \(x \to 0\) is \(e\); the inner as \(X \to \infty\) is \(C\). So \(C = e\). Composite, outer plus inner minus common part: \[ y_c = e^{1-x} - e^{1 - x/\varepsilon} . \]

3. Characteristic equation \(\varepsilon r^2 + r + 1 = 0\): \(r_\pm = \frac{-1 \pm \sqrt{1 - 4\varepsilon}}{2\varepsilon}\). At \(\varepsilon = 0.01\), \(r_+ = -1.0102051\), \(r_- = -98.989795\). With \(y(0) = 0\), \[ y = \frac{e^{r_+x} - e^{r_-x}}{e^{r_+} - e^{r_-}} . \] Comparison:

\(x\)exactcompositeouter \(e^{1-x}\)
0.022.312002.296582.66446
0.12.482162.459482.45960
0.51.657161.648721.64872

The largest error, \(0.024\), is at \(x \approx 0.058\), just outside the layer: it is the \(O(\varepsilon)\) error of the outer solution, since \(r_+ = -1 - \varepsilon + O(\varepsilon^2)\) and so the true outer decay is \(e^{(1+\varepsilon)(1 - x)}\), not \(e^{1-x}\). The exact solution peaks at \(x = 0.0468\) with value \(2.5926\), almost \(e = 2.718\).

Check. Order: the maximum error \(0.024 \approx 2.4\varepsilon\) is \(O(\varepsilon)\), and at \(\varepsilon = 0.05\) it is \(0.086 \approx 1.7\varepsilon\). Limit: as \(\varepsilon \to 0\), \(r_+ \to -1\) and \(r_- \approx -1/\varepsilon\), so the exact solution itself tends to the composite. The roots are exactly the outer and inner exponents — this is why the method works.

P11 WKB: the notes of a non-uniform string medium

exercises: WKB, eigenvalue conditions, the validity condition

A string of length 1 fixed at both ends, whose mass per unit length increases along it, has mode shapes obeying \(y'' + \lambda^2(1 + x)^2y = 0\), \(y(0) = y(1) = 0\), where \(\lambda\) is proportional to the mode's frequency.

  1. Use WKB with \(\varepsilon = 1/\lambda\) to find the approximate eigenvalues \(\lambda_n\) and mode shapes.
  2. Evaluate the validity ratio \(\varepsilon|q'|/4q^{3/2}\) and say for which \(n\) WKB should be good.
  3. The exact eigenvalues, computed numerically by shooting, are \(\lambda_1 = 2.06035\), \(\lambda_3 = 6.26905\), \(\lambda_6 = 12.55903\). Compare, and say how the relative error depends on \(n\).
Hints · 3 rungs
Rung 1

The eigenvalues come out as a constant times \(n\); the mode shapes are sines of a stretched variable with an amplitude that decreases along the string.

Rung 2

Here \(\varepsilon^2y'' + q y = 0\) with \(q = (1 + x)^2\). Impose \(y(0) = 0\) by choosing the sine solution with phase measured from \(0\); then \(y(1) = 0\) quantises the total phase.

Rung 3

First line: \(\Phi(x) = \lambda\int_0^x(1 + s)\,\mathrm ds = \lambda\big(x + \tfrac12x^2\big)\), so \(y \approx (1 + x)^{-1/2}\sin\Phi(x)\).

Worked solution

Idea. The string is locally uniform on the scale of a wavelength when \(\lambda\) is large, so the wavenumber is \(\lambda(1 + x)\) at each point; the eigenvalue condition is that a whole number of half-wavelengths fits.

1. \(q = (1 + x)^2\), \(\sqrt q = 1 + x\), \(q^{-1/4} = (1 + x)^{-1/2}\). WKB: \(y \approx (1 + x)^{-1/2}\big[C_1\cos\Phi + C_2\sin\Phi\big]\) with \(\Phi = \lambda(x + \tfrac12x^2)\). \(y(0) = 0\) needs \(C_1 = 0\). \(y(1) = 0\) needs \(\sin\Phi(1) = 0\), \(\Phi(1) = \tfrac32\lambda = n\pi\): \[ \lambda_n \approx \frac{2n\pi}{3},\qquad y_n \approx (1 + x)^{-1/2}\sin\big(\tfrac{2n\pi}{3}(x + \tfrac12x^2)\big). \] The amplitude falls by \(1/\sqrt2\) from the light end to the heavy end, and the wavelength shortens there.

2. \(q' = 2(1 + x)\), so \(\varepsilon|q'|/4q^{3/2} = \frac{1}{2\lambda(1 + x)^2} \le \frac1{2\lambda} = \frac{3}{4n\pi}\). For \(n = 1\) this is \(0.24\): marginal. For \(n = 6\), \(0.04\): good.

3. WKB: \(2.09440\), \(6.28319\), \(12.56637\). Relative errors: \(1.65\%\), \(0.23\%\), \(0.058\%\). From \(n = 3\) to \(n = 6\) the error falls by a factor \(3.9\), close to \(2^2 = 4\): the relative error scales as \(1/n^2\), that is as \(\varepsilon^2\). (From \(n = 1\) to \(n = 6\) the factor is \(28\) rather than \(36\): at \(n = 1\), where the validity ratio is \(0.24\), the higher-order terms are not yet negligible.) The \(\varepsilon^2\) is the size of the first neglected term of the phase, which enters \(\lambda\) at relative order \(\varepsilon^2\).

Check. Limit of a uniform string, \(q = 1\): WKB gives \(\lambda_n = n\pi\), exact ✓. The WKB estimate lies above the true value in all three cases, and the error is largest where the validity ratio of part 2 is largest ✓. Dimensions: with \(x\) in units of the string length, \(\lambda\) is dimensionless ✓.

Scaling, and the orbit

P12 Kolmogorov by dimensions alone medium

exercises: Buckingham in its working form, the scale where a term stops being negligible

In fully developed turbulence, energy is fed in at large scales and dissipated by viscosity at small ones; in between it cascades at a rate \(\epsilon\) per unit mass (units W/kg). Kolmogorov (1941) assumed that in this inertial range the energy spectrum \(E(k)\) — kinetic energy per unit mass per unit wavenumber, so that \(\int E\,\mathrm dk\) is energy per mass — depends only on \(\epsilon\) and the wavenumber \(k\). (A wavenumber is \(2\pi\) over the size of an eddy; the Fourier analysis that makes the spectrum precise is units 19 and 20, and nothing here needs it — only the dimensions.)

  1. Derive \(E(k) = C\,\epsilon^{2/3}k^{-5/3}\).
  2. Viscosity \(\nu\) (m²/s) matters at small enough scales. Find, from \(\nu\) and \(\epsilon\) alone, the length \(\eta\), time \(\tau_\eta\) and velocity \(u_\eta\) at which it does, and show that the Reynolds number \(u_\eta\eta/\nu\) at that scale is 1.
  3. Evaluate \(\eta\) for air (\(\nu = 1.5\times10^{-5}\ \mathrm{m^2\,s^{-1}}\)) with \(\epsilon = 10^{-2}\ \mathrm{W\,kg^{-1}}\), roughly the atmosphere near the ground.
  4. Say how the \(-5/3\) is checked against measured spectra, and what a small deviation would mean.
Hints · 3 rungs
Rung 1

Part 1 is a two-unknown linear system for the exponents; part 2 is another. Only length and time appear — mass cancels in "per unit mass".

Rung 2

Dimensions: \([E] = \mathsf{L^3T^{-2}}\) (energy per mass is \(\mathsf{L^2T^{-2}}\), per wavenumber multiplies by \(\mathsf L\)); \([\epsilon] = \mathsf{L^2T^{-3}}\); \([k] = \mathsf{L^{-1}}\); \([\nu] = \mathsf{L^2T^{-1}}\).

Rung 3

First line: \(E = C\epsilon^ak^b\) needs \(\mathsf T\): \(-2 = -3a\), and \(\mathsf L\): \(3 = 2a - b\).

Worked solution

Idea. Unit 00's Buckingham theorem with three quantities and two dimensions leaves one group, so the spectrum is a power law with a pure-number prefactor. The Kolmogorov scale is where the neglected quantity, \(\nu\), stops being negligible — the same logic as a boundary layer.

1. \(a = \tfrac23\), \(b = 2a - 3 = -\tfrac53\): \(E(k) = C\epsilon^{2/3}k^{-5/3}\). The dimension matrix of \((E, \epsilon, k)\) in \((\mathsf L, \mathsf T)\) has rank 2, so there is exactly one dimensionless group, \(E\,\epsilon^{-2/3}k^{5/3}\), and it must be a constant.

2. From \(\nu\) and \(\epsilon\): \(\eta = (\nu^3/\epsilon)^{1/4}\) (check: \(\mathsf{L^6T^{-3}}/\mathsf{L^2T^{-3}} = \mathsf{L^4}\)), \(\tau_\eta = (\nu/\epsilon)^{1/2}\), \(u_\eta = (\nu\epsilon)^{1/4}\). Then \(u_\eta\eta/\nu = (\nu\epsilon)^{1/4}(\nu^3/\epsilon)^{1/4}/\nu = \nu/\nu = 1\). At that scale inertia and viscosity are of the same size; below it, viscosity wins and the cascade ends.

3. \(\eta = (3.375\times10^{-15}/10^{-2})^{1/4} = 7.6\times10^{-4}\) m \(= 0.76\) mm; \(\tau_\eta = 0.039\) s; \(u_\eta = 0.020\ \mathrm{m\,s^{-1}}\). Eddies smaller than about a millimetre do not exist in that flow.

4. On a log–log plot of a measured spectrum, the inertial range is a straight line whose slope is compared with \(-5/3 = -1.667\). The first convincing confirmation was in a tidal channel (Grant, Stewart and Moilliet, J. Fluid Mech. 12, 1962); high-Reynolds-number wind-tunnel boundary layers show it over more than a decade of \(k\) (Saddoughi and Veeravalli, J. Fluid Mech. 268, 1994) — cited, since the data are not reproduced here. A small deviation would mean the assumption fails: that \(E\) depends on more than \(\epsilon\) and \(k\), for instance on the large-scale fluctuations of \(\epsilon\) itself (intermittency). The She–Leveque model, for example, predicts a slope of \(-1 - \zeta_2\) with \(\zeta_2 = \tfrac29 + 2\big(1 - (\tfrac23)^{2/3}\big) = 0.696\), that is \(-1.696\), a correction of \(0.03\) that a single spectrum over one or two decades can barely resolve.

Check. Dimensions of \(C\epsilon^{2/3}k^{-5/3}\): \(\mathsf{L^{4/3}T^{-2}}\cdot\mathsf{L^{5/3}} = \mathsf{L^3T^{-2}}\) ✓. Limit: larger \(\epsilon\) (a more violent flow) gives a smaller \(\eta\) — finer eddies ✓. This is the unit's first lesson in its working form: the dimensional argument says which terms you may drop, and where they stop being droppable.

P13 Mercury and a binary pulsar medium

exercises: the orbit's secular term, why it is kept, a number

Take the relativistic orbit equation of the deck, \(w'' + w = 1 + \varepsilon w^2\), \(\varepsilon = 3GM/c^2p\), as given (it is derived in unit 37).

  1. Show, by the solvability condition, that no solution with \(e \ne 0\) is \(2\pi\)-periodic in \(\theta\) to first order, so that the orbit cannot close.
  2. From the first-order solution, derive the perihelion advance \(2\pi\varepsilon\) per orbit.
  3. Compute it for Mercury in arcseconds per century.
  4. For the binary pulsar PSR B1913+16, the two-body result at this order is the same formula with \(M\) the total mass (cited). With \(M = 2.828378\,M_\odot\), orbital period \(0.322997449\) days and \(e = 0.6171334\), find \(a\) from Kepler's third law, then the advance in degrees per year.
Hints · 3 rungs
Rung 1

Two numbers: about \(43''\) per century and about \(4^\circ\) per year. The first part is the \(\cos\theta\) coefficient of \(w_0^2\).

Rung 2

\(w_0 = 1 + e\cos\theta\) and \(w_0^2\) has \(\cos\theta\) coefficient \(2e\). Periodic \(w_1\) would need it to vanish. For part 2, compare \(1 + e\cos\theta + \varepsilon e\theta\sin\theta\) with \(1 + e\cos((1 - \varepsilon)\theta)\). Kepler: \(a^3 = GM P^2/4\pi^2\).

Rung 3

First line of part 3: \(p = a(1 - e^2) = 5.5460\times10^{10}\) m and \(GM_\odot/c^2 = 1476.6\) m, so \(\varepsilon = 3\times1476.6/5.5460\times10^{10}\).

Worked solution

Idea. The secular term is forced by the equation — it cannot be removed without changing the radial frequency — and that frequency change is the precession, which accumulates and is measured.

1. Order \(\varepsilon\): \(w_1'' + w_1 = w_0^2 = (1 + \tfrac12e^2) + 2e\cos\theta + \tfrac12e^2\cos2\theta\). By the solvability condition, a \(2\pi\)-periodic \(w_1\) exists iff \(\int_0^{2\pi}w_0^2\cos\theta = 0\) and \(\int_0^{2\pi}w_0^2\sin\theta = 0\). The first is \(2e\pi\), nonzero unless \(e = 0\). So for \(e \ne 0\) no first-order periodic solution exists: the orbit does not close. \(\square\)

2. The resonant part gives \(w_1 \supset e\theta\sin\theta\) (since \(L(\theta\sin\theta) = 2\cos\theta\)). Then \(w \approx 1 + e\cos\theta + \varepsilon e\theta\sin\theta = 1 + e\cos((1 - \varepsilon)\theta) + O(\varepsilon^2\theta^2)\), plus bounded \(O(\varepsilon)\) terms. Perihelion, the maximum of \(w\), is at \((1 - \varepsilon)\theta = 2\pi k\), so successive perihelia are \(2\pi/(1 - \varepsilon) = 2\pi(1 + \varepsilon) + O(\varepsilon^2)\) apart: an advance of \(2\pi\varepsilon\).

3. \(\varepsilon = 7.9875\times10^{-8}\); \(2\pi\varepsilon = 5.0187\times10^{-7}\) rad \(= 0.10352''\) per orbit; \(36525/87.9691 = 415.20\) orbits per century; total \(\mathbf{42.98''}\) per century.

4. \(P = 0.322997449\times86400 = 27\,906.98\) s; \(GM = 2.828378\times1.32712\times10^{20} = 3.7536\times10^{20}\ \mathrm{m^3\,s^{-2}}\); \(a = (GMP^2/4\pi^2)^{1/3} = 1.9491\times10^9\) m. Then \(\varepsilon = 3GM/c^2a(1 - e^2) = 1.038\times10^{-5}\), 130 times Mercury's. Advance per orbit \(2\pi\varepsilon = 6.52\times10^{-5}\) rad \(= 0.0037377^\circ\); orbits per year \(365.25/0.322997 = 1130.8\); advance \(\mathbf{4.2266^\circ}\) per year — in one year, roughly what Mercury's perihelion does in thirty-five thousand.

A caution on the pulsar. The measured advance is \(4.2266^\circ\) per year, but this is not an independent test: the total mass quoted was itself inferred from the measured advance, assuming this formula. The independent tests of general relativity in that system use other effects (the orbital decay by gravitational radiation, unit 38). The calculation shows the size of the effect and that the formula is self-consistent.

Check. Dimensions: \(GM/c^2p\) is length over length ✓. Limit \(c \to \infty\): zero advance ✓. \(e = 0\): no perihelion and no secular term ✓. And the answer to the checkpoint's last question: the secular term must be kept because the equation forbids a closed orbit (part 1) and the phase it encodes accumulates into the observed precession; what Poincaré–Lindstedt removes is only the false growth, and it keeps the frequency \(1 - \varepsilon\) that the term encodes.