Perturbation methods for algebraic equations

guillefix 4th November 2016 at 2:43pm

Iterative method

Faster if expansion sequence is unknown (i.e. we don't know it it's a power series or a log series for instance); slower, if the expansion sequence is known.

xn+1=g(xn;ϵ)x_{n+1} = g(x_n; \epsilon)

Espansion method

Pose (guess) expansion. For instance a power series in small parameter, ϵ\epsilon:

x=1+ϵx1+ϵ2x2+...x=1+\epsilon x_1 + \epsilon^2 x_2 + ... as ϵ0\epsilon \rightarrow 0

and substitute in algebraic equation, and equate terms of equal order because asymptotic expansions (using a fixed set of functions of ϵ\epsilon) are unique.

Easier than the iterative method, specially when working to higher orders, but must assume form of expansion.

Singular perturbations

When limit problem (ϵ=0\epsilon =0) differs in an important way from the limit ϵ0\epsilon \rightarrow 0). Main method:

Regularization method: Scale variables so that the problem becomes regular.

Non-integral powers

When power expansion fails (one of the coefficients seems to need to be \infty..), an expansion in non-integral powers may be necessary.

This happens for example when the roots at limit problem (ϵ=0\epsilon =0) are a double root. As he says from example given in the notes, we could have guessed that an order ϵ1/2\epsilon^{1/2} change in xx would be required to produce and order ϵ\epsilon change in a function at its minimum. Yeah if we are perturbing the parabola by an order ϵ\epsilon, then the new root would be the same as perturbing xx in such a way as to get the order ϵ\epsilon change in the original parabola. At the minimum of the parabola, from Taylor expanding, we see we need a larger ϵ1/2\epsilon^{1/2} change in xx to get the ϵ\epsilon change in the function.

Finding the right expansion sequence

We first pose the general expansion:

x=1+δ1x1x=1+\delta_1 x_1,   δ1(ϵ)1\delta_1(\epsilon) \ll 1

Substitute into the algebraic equation, and look for dominant balances in the result. This will involve looking for the largest terms with and without δ1(ϵ)\delta_1(\epsilon)

Once we have the first, term, we add a term to the expansion:

x=1+δ1x1+δ2x2x=1+\delta_1 x_1+\delta_2 x_2,   δ2(ϵ)δ1\delta_2(\epsilon) \ll \delta_1

And we repeat this process

Again, the iterative method is very useful when the expansion sequence is not known, and can be faster than the above method involving unknown expansion functions, δ\delta.

Logarithms

Normally appears in transcendental equations.

Use iterative method as expansion method is hard to guess.

In his example, "over this range the term xx is slowly varying while exe^{-x} is rapidly varying. This suggests rewriting the equation as ex=ϵxe^{-x} = \frac{\epsilon}{x}. I think this is so that we control/determine the faster changing term.