Singular perturbation Created 2026-09-24 Updated 2026-10-14
A singular perturbation is a parameter-dependent problem whose limiting problem changes qualitatively as the parameter tends to zero. In an ordinary differential equation, a small coefficient of the highest derivative can reduce the order of the limiting differential equation, preventing it from satisfying all the original boundary conditions. Different length or time scales often require different asymptotic expansions.[ref]
Consider the boundary value problem
This second-order differential equation is exactly solvable. Setting gives the first-order linear differential equation , so . One integration and the two boundary conditions give
Both boundary conditions hold for every positive . For numerical evaluation, write the same ratio as , where evaluates the exponential function minus one without catastrophic cancellation near . Keep the denominator for finite : at it is approximately , rather than exactly one.
Setting gives . The outer solution selected by the right boundary condition is therefore , which fails the left boundary condition. The exact exponential function shows how that mismatch is repaired: the solution rises from zero to almost one within a boundary layer of width , using Big O notation. For each fixed , , while always. This pointwise convergence fails to be uniform convergence to the outer solution on , since for every .
Figure 1.
Exact solutions with a shrinking left boundary layer
. The exact normalized profiles at , , and satisfy both boundary conditions. The dashed outer solution misses the left boundary condition. Colored dots mark , where most of the initial rise has already occurred. Details.
The coefficient is small, but its product with the second derivative need not be small. Direct differentiation gives
At with fixed , these derivatives grow as and respectively as . Consequently and have exactly equal magnitudes and opposite signs. Even away from the boundary layer, their magnitudes remain equal in this example; both become exponentially small at each fixed positive . The outer expansion neglects an exponentially small transient there, rather than establishing that one derivative term is smaller than the other everywhere.
To predict the width without knowing the exact solution, suppose an order-one change occurs over distance . The derivative scales are and . The dominant balance gives . The resulting inner variable makes the boundary layer visible at a fixed scale. This is the useful feature of singular perturbation: an apparently disappearing term identifies the missing structure when one measures its derivatives on the appropriate scale.
SIR model equations 2026-10-14
For frequency-dependent transmission, the closed SIR model is a system of ordinary differential equations for the fractions :
Here is the coefficient of frequency-dependent transmission, and is the recovery rate, interpreted more generally as the removal rate. Both have units of inverse time. With a constant recovery rate, the associated individual time in the infectious compartment has an exponential distribution with mean ; the SIR model does not require every person to spend exactly that long there. The fractions themselves have no units.[ref]
For counts , , , the same SIR model equations read
The factor keeps the same in both descriptions. Dropping it while keeping these units would fail dimensional analysis. Some existing SIR model variants use the unnormalized mass-action infection convention instead, including the SIR susceptible-recovered identity; their coefficient is in the notation used here.
Adding the SIR model equations gives , a short proof of conservation of population. Nonnegative starting fractions stay nonnegative: the outflow from either the susceptible compartment or the infectious compartment vanishes when that group is empty, while . Thus the susceptible compartment can only shrink and the removed compartment can only grow.
For a concrete initial value problem, stipulate
At the start, the flow into the infectious compartment is of the total per day, and the flow into the removed compartment is of the total per day. Hence per day. If , these correspond to model rates of and people per day, and net growth people per day. A rate need not be an integer count of events on any particular day.
For this SIR model, the basic reproduction number is
It describes one introduced member of the infectious compartment in an otherwise wholly susceptible compartment. The instantaneous reproduction number at the actual starting state is , obtained by freezing the current conditions and the current susceptible compartment's fraction. More generally it is in this SIR model. The basic reproduction number is a ratio of two rates, so it has no units; is a different quantity, the initial removed compartment's fraction.
While , its instantaneous relative growth is
Initially this equals . Freezing gives the early exponential growth approximation with measured in days. It must fail as the susceptible compartment shrinks. An epidemic invasion threshold occurs at ; if , the deterministic SIR model stays at even above that threshold.
Solution manifold Created 2026-10-03 Updated 2026-11-05
A scalar ordinary differential equation defines a subset of the jet space of a scalar ordinary differential equation. Where is continuously differentiable and , the implicit function theorem makes this subset a smooth local hypersurface, called the solution manifold. If , it can locally be written as an explicit equation for the highest derivative.
The prolonged graph of every classical solution lies in this subset. At a singular point, however, the zero set need not be a manifold. For example is the union of the two sheets and in first-order jet space of a scalar ordinary differential equation; they meet at . Calling the whole zero set a smooth hypersurface would discard the required regularity condition.
A classical solution is a sufficiently differentiable function that satisfies a differential equation and any prescribed initial or boundary conditions. A weak solution instead satisfies an appropriate integral or distributional identity in a specified function space. For a smooth locally Lipschitz continuous vector field, an ordinary differential equation has a unique local solution for each initial state; this does not by itself ensure global existence or boundedness.
Spectral method Created 2026-09-29 Updated 2026-11-05
A spectral method approximates an unknown function by a finite expansion in global basis functions, such as Fourier modes or orthogonal polynomials. A Galerkin method makes the residual orthogonal to the retained trial space; a collocation method instead makes it vanish at selected nodes. The expansion coefficients are the numerical unknowns.
For the -periodic heat equation, a Fourier series truncation
gives under Fourier–Galerkin method projection. Each retained mode decays independently, and differentiation becomes multiplication of its coefficient by . This turns a partial differential equation into finitely many ordinary differential equations.
Rapid convergence comes from rapid coefficient decay. If with , the omitted tail has an exponentially small uniform norm bound by a geometric series. Limited smoothness or discontinuities can prevent that rate. A large number of retained modes cannot justify exponential convergence without the needed solution regularity.
State variable 2026-11-05
A state variable is a coordinate used to describe the instantaneous condition of a dynamical system sufficiently completely to determine its future evolution under a specified model and input. For a simple pendulum, its angle and angular velocity form a state; angle alone generally does not, because the same position can be traversed in either direction.
A second-order ordinary differential equation becomes a first-order system by setting : and . The choice of state variables therefore reflects the memory required by the model, and differs from merely listing measured outputs.
Stationary solution 2026-10-18
A stationary solution of an evolution differential equation is independent of time. Substituting leaves the spatial boundary value problem that determines its profile. For an ordinary differential equation this is an equilibrium; for a partial differential equation it may vary in space. A stationary profile need not have zero flux, although zero flux is forced in a one-dimensional conserved system with reflecting endpoints.
The steady-state tracking error is
when this finite limit exists. A finite steady-state tracking error does not require the reference signal, the plant output, or the control input to become constant: all can grow while their difference settles. If the tracking error grows without bound or keeps oscillating, report that behavior rather than assigning a finite steady-state tracking error. Eventual accuracy and asymptotic stability are different questions.
For the first-order low-pass filter introduced in reference signal, assume exact measurement, constant control disturbance , and no actuator saturation or feedback delay. Under proportional control with , a constant reference signal gives
The decaying homogeneous solution has rate , so this equilibrium point is approached from any finite initial condition. A nonzero tracking error is needed to maintain the control input that balances the model's tendency to relax toward . This differs from the accumulating controlled plant , for which proportional control already tracks a constant reference signal exactly when . The presence or absence of a step offset depends on both the controlled plant and the controller.
For a ramp reference signal , the same proportional control gives
Its long-time particular solution grows with slope when . Thus the controlled plant and homogeneous closed-loop response are stable, but the tracking error has no finite steady-state tracking error. A changing goal requires a different performance test from a fixed destination.
Now use proportional-integral control , , with . For the same controlled plant, differentiate the error equation on intervals where the inputs are smooth:
The characteristic polynomial has both roots of a polynomial in the open left half-plane: real roots have negative sum and positive product, and a nonreal complex conjugate pair has negative real part. This proves decay of the homogeneous error for this model. It does not prove stability of an arbitrary controlled plant controlled by positive gains. At a reference jump, use the original ordinary differential equations to set the new initial conditions, rather than treating the reference as smooth at that jump.
With a constant reference signal and constant control disturbance, proportional-integral control therefore gives . At its equilibrium point, , , and . The stored integral maintains the required command while the current tracking error vanishes. For a ramp reference signal, however, the forcing above is , and
The tracking error settles even though the accumulated integral and the required control input grow. This finite offset is the error needed to keep increasing that command. For with , the forcing is and even this proportional-integral control leaves a tracking error growing with slope . Integral action is therefore a precise mechanism for selected input classes, not a promise of perfect tracking for every reference signal. [ref]
Here are completely explicit synthetic examples with , , and no sensor bias. Choose , per percentage point, percentage point per degree, and percentage points per degree-second. Thus is dimensionless, and . In the following formulas, denotes the numerical time in seconds and denote numerical temperature rises in degrees. For the unit-step reference signal , proportional control and proportional-integral control respectively give
For the ramp reference signal , the corresponding solutions are
The control inputs here are numerical heater-command percentage points. Substitution into and into the controller equations checks these solutions without invoking an unverified limiting rule. The proportional control step offset is degrees; the proportional-integral control step offset is zero. The proportional control ramp error grows; the proportional-integral control ramp offset is degrees, exactly .
Figure 1.
Synthetic step and ramp tracking of one stable first-order low-pass filter
. Original analytical model curves, not measurements or fits to the temperature laboratory. Columns compare plant output with reference signal, signed tracking error, and control input; rows use a unit step and a ramp of degrees per second. Both designs have decaying homogeneous responses. Proportional-integral control removes the step offset but leaves the ramp offset degrees; proportional control has an increasing ramp error. Heater-command percentage points and output degrees use separate axes. Details.
The conclusions have specific limits. With constant sensor bias , stable proportional-integral control for a feasible constant reference signal drives the measured tracking error to zero but leaves the physical discrepancy . Under proportional control, the measured offset instead becomes . If actuator saturation prevents the required control input, zero step offset is not achievable by these formulas. A changing control disturbance contributes to the error equation, while feedback delay can change stability; neither is covered by the constant-disturbance result. These restrictions are what make steady-state tracking error useful: it identifies the input, measurement convention, and model for which an accuracy claim is actually justified.
Streamline Created 2026-09-24 Updated 2026-10-13
A streamline at a specified instant is a curve whose tangent line follows the velocity field at that same frozen instant everywhere along the curve. One convenient integral curve parameterization is
Here is an auxiliary curve parameter, with units of seconds in this convention; advancing does not advance physical time. Any regular reparameterization preserves the tangent geometry. Where , a planar streamline satisfies evaluated at time . At a stagnation point the velocity field has no direction; under the local Lipschitz condition of the Picard-Lindelöf theorem, regular streamlines at the same time cannot cross. A streamline answers which directions fit together now, making it useful for describing local flow geometry. [ref]
In the analytical velocity field introduced under pathline, the streamline through the origin at time is
At this is when both coordinates are expressed in metres. At its height is , whereas the earlier pathline of the origin's first released fluid element has height . Its instantaneous streamline at the final position is instead : the pathline is tangent to that streamline at its current endpoint, although its recorded history does not lie along it.
Figure 1.
Analytical comparison of a frozen-time streamline, one pathline and a streakline
. Details.
The green streamline uses the velocity field at throughout; the orange pathline uses times ; the purple streakline uses different release times at the single observation time . The grey arrows all show the instantaneous velocity direction at . These are exact analytical curves with chosen units, not measured dye shapes.
In a steady flow in a fixed reference frame, a pathline and a streamline solve the same autonomous ordinary differential equation. Uniqueness makes each particle released from a fixed point follow the same integral curve, so its pathline, the streakline from that point and the streamline share one geometrical curve. Finite recording or release intervals usually show different segments of that curve; the comparison assumes particles stay in the domain and treats stationary fluid elements separately. Neither two-dimensionality nor incompressibility is needed for this coincidence. Steadiness is sufficient, but is not necessary: with smooth changes speed while preserving the same integral curves. In a general time-dependent velocity field, however, the three curves differ. Kline explains why continuous dye release in steady flow can therefore display streamlines. [ref]
For two-dimensional incompressible flow, the convention gives , so regular streamlines are level sets of the stream function at each frozen time. In time-dependent incompressible flow, that does not force a pathline to stay on one numerical value of : its material derivative is . The distinction is the difference between a geometric snapshot and a parcel's history.
Stress-driven stagnation-point boundary layer Created 2026-10-25 Updated 2026-11-05
For a fluid occupying , match an outer stagnation point flow to a flat impermeable interface with dimensionless shear stress . With boundary layer thickness , inner variable and , the leading boundary-layer equation admits and . Incompressibility is automatic, and tangential momentum conservation gives the displayed ordinary differential equation, with , and at . The sign of this far-field endpoint is fixed by the fluid domain. This is a prescribed-traction interface; it does not impose a no-slip boundary condition.
Neglecting the one in a strongly repressed Hill equation gives . The substitution makes this a linear ordinary differential equation. It yields and half-response time . The singular initial slope is an artifact of the approximation, whose range is not uniform at arbitrarily large and fixed production/degradation ratio.
For smooth bounded vector fields, the support of a Stratonovich diffusion in uniform path topology is the closure of solutions to the controlled ordinary differential equation with the same drift and controls in the Cameron-Martin space of Wiener measure. The support of enhanced Brownian motion and the universal limit theorem prove this through continuity of the enhanced solution map. For an equation written in Itô form, the controlled drift is the Itô drift minus .
Symmetry reduction of a partial differential equation Created 2026-09-24 Updated 2026-11-05
For the heat equation , use the scaling generator . Its invariants give , . Substitution yields
The Gaussian profile solves this equation. The reduction constructs a distinguished family of heat-equation solutions; it does not describe every solution. Initial and boundary data must also be compatible with the symmetry for this invariant family to solve the prescribed problem.
Synaptic potential Created 2026-10-14 Updated 2026-11-05
A synaptic potential is a postsynaptic change in membrane potential caused by activity at a synapse. Unlike the regenerative action potential, a passive synaptic potential is graded: its size depends on input strength, the initial membrane potential and the receiving cell membrane's properties. Local voltage changes can decay before reaching the soma; their timing and overlap help determine whether an action potential follows. See Ion Channels and the Electrical Properties of Membranes.
Depolarization means that the interior becomes less negative relative to the exterior; hyperpolarization means that it becomes more negative. Excitation and inhibition instead describe whether an input promotes or opposes postsynaptic action potential generation. An inhibitory postsynaptic potential can be depolarizing, and shunting inhibition can occur with no voltage change at rest. The receptor, permeating ions, ionic gradients and reversal potential matter. See Purves and colleagues: excitation, inhibition and depolarizing inhibition.
A worked passive model treats the receiving membrane as one compartment with capacitance , leak conductance , and activated synaptic conductances :
All electric currents are inward-positive. Each term vanishes at its reversal potential ; . With constant parameters, the ordinary differential equation has
Here is total conductance, is effective electrical resistance, is the steady state and the time constant. Without imposed electric current, is a conductance-weighted average of the reversal potentials. This approximation omits spatial structure, changing ionic gradients and active voltage-gated ion channels; it calculates passive voltage responses, not actual action potential waveforms. See 3.1 Synapses for the mechanism behind the terms; the inward-positive convention here reverses that source's synaptic-current sign.
Take the same illustrative leak and capacitance as under shunting inhibition, start at and set . Opening with gives and . Its initial inward electric current is . Adding with changes to and . This is shunting inhibition of the same excitatory drive.
For comparison, with alone gives : hyperpolarization. With instead, it alone gives : depolarization. Yet adding this depolarizing conductance to the excitatory drive lowers that drive's from to . At an illustrative firing threshold , its electric current is , opposing threshold approach. The combined trace initially rises faster than the excitatory drive alone, before settling below it. Thus the sign of a voltage change at rest alone does not determine excitation or inhibition; a claim about firing must specify input strength, timing and the neuron's state.
Figure 1. . Computed illustrations, not recordings. Left: inward electric current for a conductance with four reversal potentials. Upper right: constant-conductance steps at time zero in the one-compartment model with , and . Lower right: the same test electric current with and without of added conductance at . All plotted trajectories are passive; no action potential generation or reset is included. Details.
A system of ordinary differential equations specifies derivatives of several unknown functions of one independent variable. A vector-valued form bundles its scalar equations. A scalar second-order ordinary differential equation becomes the first-order system by introducing position and velocity variables. Conversely the first equation identifies and the second recovers the original equation. Its initial condition must specify both variables.
Compare the displayed ordinary differential equation with , , whose solution is . Their difference satisfies , . The integrating factor formula makes on the common forward existence interval. Since diverges at , the increasing solution has a maximal forward endpoint . If remained bounded at this finite endpoint, local existence with the smooth right side would continue it, a contradiction. Hence . The Picard-Lindelöf theorem guarantees local existence, not existence through such a finite-time blow-up. On , , a bound and distance nine to the nearer horizontal box edge give the explicit guaranteed interval .
Temporal summation 2026-10-14
Temporal summation is overlap of responses to inputs arriving at different times. It can occur at one repeatedly activated synapse or across several synapses; it is not defined by reuse of a particular contact. For prescribed electric current inputs in a passive compartment, residual depolarization from earlier pulses changes the voltage reached by later pulses. The membrane time constant sets how rapidly that residual decays, while the duration of synaptic conductance and spatial filtering by a passive dendritic cable can add other timescales.
Figure 1.
Equal-charge inputs with different spacing in a passive model of temporal summation
. Original passive current clamp calculations with , and rest . Three equal pulses, each long, start at or at . The first train consists of adjacent pulses and the second allows decay between pulses. The dashed line is an illustrative neuronal firing threshold; trajectories continue passively through it, with no action potential or reset. The same total injected electric charge produces different peak voltages. Details.
For the diagram, write , choose inward-positive imposed electric current , and use the ordinary differential equation
A rectangular pulse of amplitude and duration , starting from rest, ends with
Afterwards its contribution decays as . The superposition principle therefore gives, at the end of the third pulse with onset spacing ,
For this is , so the peak membrane potential is . For it is , giving . Both protocols inject of electric charge; equal charge does not imply equal peak voltage because the leak drains charge while it is delivered.
In the adjacent-pulse case, the illustrative neuronal firing threshold is crossed at . A leaky integrate-and-fire model would emit its first event there and reset, so its later trajectory would differ from the passive diagram. The widely spaced train never reaches that threshold. Thus changing input timing alone can change whether an event occurs. A real neuron's neuronal firing threshold is also state-dependent, and synaptic conductance pulses are not prescribed electric current pulses.[ref]
Measured responses to repeated presynaptic action potentials may also change through synaptic plasticity. A larger second response can therefore reflect a stronger second input as well as residual postsynaptic voltage. To isolate passive temporal summation, compare known injected electric current waveforms with their single-pulse responses under stable recording conditions; to test actual synapses, measure whether input efficacy changes. These are proposed discriminating comparisons, not additional controls claimed for the slice experiment.[ref]
Time-stepping method Created 2026-10-31 Updated 2026-11-05
A time-stepping method approximates the evolution of an ordinary differential equation by successive updates at discrete times. It can be applied after a spatial finite element method has converted a time-dependent partial differential equation into an ordinary differential equation system. The implicit time-stepping method is one class of such methods.
Time-symmetric numerical method Created 2026-09-28 Updated 2026-11-05
A time-symmetric numerical method is a one-step numerical method with a locally invertible step map satisfying
For a nonautonomous ordinary differential equation, include time in the state or explicitly reverse the step's time endpoints. The definition means that applying the same rule backward undoes its forward step; it does not by itself claim small discretization error.
The implicit midpoint rule illustrates this directly: swapping and replacing by leaves its midpoint equation unchanged, wherever the local solve is unique. By contrast, forward Euler method has factor on , and the backward factor gives product , not one.
Assume a consistent method has a smooth integer-power local-error expansion of finite order , with nonzero leading defect . Composing its forward and backward steps leaves leading defect . Symmetry forces this coefficient to vanish. Thus is odd and is even. The finite leading-error and regular expansion assumptions are needed for this parity argument.
T. R. Akylas Created 2026-10-13 Updated 2026-11-05
A contributor to mathematical treatments of boundary layers that connect scaling arguments with calculable velocity profiles. The joint teaching notes reduce steady flow over a flat plate to the Blasius equation by combining streamwise distance and distance from the wall into a similarity variable. The reduction turns a spatial flow problem into an ordinary differential equation.[ref]