Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 67 3 Solution 2026-10-07
Assume . Since the drift is positive, the fast mode decays to the right; the matched asymptotic expansion has a left boundary layer at of width , and the outer expansion uses the condition at .
Write . The first two equations for the outer expansion areEnforcing and , defineThen the outer asymptotic expansion isTo derive the correction, set . Cancellation of the homogeneous terms leaves ; integration and give the expression above.
In the left boundary layer, set and . The equation becomes . Put and . The leading inner equation and matching give , , , hence . At the next order,Since , put . The matched inner correction satisfying isFor verification, the differential operator maps to . The large- common part is , precisely the small- outer expansion in the overlap .
Adding the inner expansions and outer expansions and subtracting their common part gives the first-order composite expansion for a positive driftThis is uniformly correct through on . It satisfies the left boundary condition exactly; at the right boundary the remaining error is exponentially small. Polynomial growth in the inner correction is harmless because it is multiplied by the decaying exponential. For the smooth nonvanishing drift, the next matched terms are uniformly .
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 74 3 a Solution Created 2026-10-03 Updated 2026-10-06
For fixed , set and impose the data at one at each order. The leading equation gives , hence . At the next two orders,The boundary conditions give the three-term outer expansionIts ordering fails when , locating a boundary layer of thickness at zero. Put and . The rescaled equation isIts leading equation is . Matching to the positive outer value one fixes the sign and integration constant:At the next order the bracket vanishes identically, leavingThe general solution is . In the overlap its expansion isThe outer solution re-expressed on this scale has the corresponding terms . Thus matched asymptotic expansion determines , consistently in both displayed orders, and the two-term inner expansion isThis positive branch tends continuously to zero at , with a square-root cusp. An infinite endpoint derivative is compatible with the degeneracy of the original equation's coefficient.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 74 3 b Solution Created 2026-10-03 Updated 2026-10-06
At fixed positive the leading outer expansion satisfies . Integrating and imposing the value at one yieldsIt diverges negatively at zero, and the neglected nonlinear shift in the derivative coefficient becomes important when . Thus the relevant logarithmically enhanced nonlinear boundary layer is larger than a plain layer. Write , andFor fixed , the leading inner equation is . Matching to the outer logarithm, for which , sets the integration constant and givesIn particular the exact equation at zero is , so
An implicit inner form also checks the matching constants. With , retain without assigning it a bounded size. The leading equation is . Inverting it gives , henceIts large- match to fixes . Taking that matched leading value at zero giveswhere is the positive real branch of the Lambert W function. Its large-argument expansion reproduces the logarithm and log-log terms above. This refinement is a matched approximation, not an exact solution of the full equation; the leading slope conclusion follows directly from the first inner scaling and the exact endpoint identity.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 336 2 a iii Solution Created 2026-10-03 Updated 2026-10-06
Define the nested integralThe order- equation in the inner expansion is . The preceding result decomposes its forcing into . The particular solutions combine toFor example, follows directly by differentiating the nested integral, so the equation can also be verified without relying on the supplied particular-solution formulas. At zero ; add to impose the left boundary condition. As this givesThe outer expansion in the overlap, derived in the previous section, requires the remaining constant to be . Thus . The logarithmic matching constant is an error-function logarithmic switchback.
The complete answer through order in the inner expansion isHere , and . This expression is zero at , and its large- expansion agrees with . Together with , it covers both requested regions. The overlap uses , with the usual termwise ordering restrictions when matching higher terms.
If a single continuous approximation is desired, an additive composite expansion isThe apparent logarithmic divergence at cancels: its residual is . The composite therefore extends continuously to the left endpoint and satisfies the right boundary condition to the requested order.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 336 2 a ii Solution Created 2026-10-03 Updated 2026-10-06
Write , and . The first correction in the inner expansion satisfies . Direct differentiation verifies that is a particular solution. Adding the constant and error function homogeneous solutions gives .
The left boundary condition forces . Re-expanding the outer expansion at givesTherefore , with no constant term in its large- overlap. Since and , this sets . Thus the required half-order correction isIt vanishes at zero and has the correct linear overlap. Keeping this term is essential even though the outer solution has no correction of that order.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 336 2 a i Solution Created 2026-10-03 Updated 2026-10-06
For the matched asymptotic expansion, first determine the outer expansion. Setting away from gives , and the right boundary condition sets . At first order,soThere is no outer term: its homogeneous coefficient would be forced to zero by the right boundary condition. The logarithmic overlap forces a switchback term in the inner expansion.
Near zero, balance against to get the square-root boundary layer at a vanishing drift:For fixed expand , allowing logarithmic dependence on in . With , the leading equation is . Its bounded solutions are a constant plus an error function. The left boundary condition and the overlap value one fixThe following two solution sections complete the half-order and first-order matching; their headings retain the scaffold's organization of the supplied hints.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 336 2 b Solution Created 2026-10-03 Updated 2026-10-06
For the outer expansion, the first-order reduced ordinary differential equation gives after imposing the right boundary condition. Its first correction satisfiesAn integrating factor givesThe left boundary is at , where the highest-derivative coefficient is already . Balancing that coefficient against gives a layer of width , not . This is a boundary layer around a moving endpoint:At leading order , and matching to the outer limit one while setting gives . The first correction satisfiesDirect differentiation of verifies the forcing. It vanishes both at zero and at infinity, so no homogeneous term is needed. The requested inner expansion isIts order- overlap constant is zero, agreeing with the outer expansion at the moving endpoint. The overlap can be chosen with .
An independent scaling check drops the reaction term only in the layer and integrates . Its decaying fast solution is proportional to . Sinceit gives exactly the same first correction. A useful additive composite expansion, with the left boundary value made exact, isThe exponentially small remainder at the right endpoint is beyond all retained algebraic orders.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 336 3 Solution Created 2026-10-03 Updated 2026-10-06
The three distinguished limits are the outer expansion at , an intermediate asymptotic region at , and an inner expansion at . The middle scale resolves the coefficient change from to ; the narrower scale resolves the unmet left boundary condition. The original equation is understood on with a continuous extension to the boundary. As explained below, imposing a classical second derivative at would be too strong for this degenerate ordinary differential equation.
In the outer expansion, set . The leading equation is . Enforcing the right boundary condition gives . Because , the next equation is particularly simple:An integrating factor, or the substitution , gives . ThusThe error statement is for bounded away from zero. The left limiting form is through the terms needed for matching. A logarithm in the correction makes a pure integer-power inner ansatz inadequate.
For the intermediate asymptotic region, put and . The transformed equation isThe leading is a constant fixed to by matching. There is no order- forcing, so that homogeneous constant is zero after matching. At order , , giving . Matching for with the outer expansion fixes . HenceThe switchback term is larger than an ordinary constant correction and must be retained. The highest derivative term first changes this middle solution at order , so it does not alter the displayed result.
To locate the inner expansion, compare the derivative terms for . Their ratio at a layer width is , so the square-root-degenerate endpoint layer has . Put and . After dividing by the common leading factor, the equation through order isBoth orders therefore have the same homogeneous operator . Its derivative mode is proportional to . Using and the supplied elementary integral, defineThe intermediate asymptotic region gives the overlap value as . ThereforeIt satisfies the left boundary condition exactly to the retained orders, and its large- limit matches the middle result in . The outer and middle limits match with . These three formulae include all terms through , including the logarithmic switchback; the omitted terms in the middle and inner regions need not be .
For a check on that last point, continue the middle equation by one order. Its term obeysThe integration constant is selected by the outer limit. Its value at is , so the inner matching amplitude has a next correction . This independently explains why an remainder is appropriate.
If a single additive composite expansion is useful, combine the three formulae and subtract their two common overlaps. Writing and interpreting at zero givesIt is zero at , gives at , and reproduces all three retained expansions. It does not assert an error uniformly through the nested regions.
Finally, near zero . Thus the solution has a finite nonzero first derivative but generally a second derivative diverging like . This is compatible with the equation for : the vanishing coefficient of multiplies that singular derivative to give a finite limit. If one instead required and the differential equation pointwise at , the left condition would force . The normalized equation's other coefficients have only integrable singularities, so uniqueness for the initial value problem with would give the zero solution, contradicting the right condition. Explicitly, write the normalized equation as a first-order system for with an integrable coefficient matrix; its integral equation and the Gronwall inequality force a solution with zero initial vector to vanish. The continuous-endpoint interpretation is therefore essential.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 336 2 iii Solution Created 2026-10-03 Updated 2026-10-05
The first of the Gaussian drift primitives, , is an even function; the second, , is an odd function. Their derivatives follow by the fundamental theorem of calculus. In particular is the Dawson function, which behaves as . Since the error function tends to , the derivative of behaves as at either end. Integration therefore givesAlso on the left and on the right. The two inner overlaps are consequentlyExpressing the outer expansions in requires the left constant and the right constant . Equating those constants gives the stated . This is exactly how a logarithmic overlap creates a switchback term: . Adding the outer solutions and removing these overlaps leaves the displayed additive composite expansion.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 336 2 i Solution Created 2026-10-03 Updated 2026-10-05
The solution and its first derivative are continuous at : a jump would create a Dirac delta distribution or its derivative, absent from the forcing. Put , and . The outer expansions, fixed by the respective endpoint boundary conditions, areBalancing diffusion and advection near gives the interior layer at a simple zero of advection with inner variable . The leading inner expansion solves , so matching to and givesFor the next term define the Gaussian drift primitivesWriting for the Heaviside step function, let . Its value and first derivative match at zero and . Thuswhere the logarithmic overlaps fixHere are the constants in the supplied large-positive- limits of . The terms are essential switchback terms; discarding them would not give accuracy through .
Subtracting the common overlap from the inner expansion and outer expansions gives the additive composite expansionThe standard overlap subtraction leaves . Replacing by changes the value only by uniformly and gives a composite with continuous first derivative. The last term restores the endpoint values through the retained order. When , and the order-one error-function jump disappears. An interior adjustment remains to accommodate the leading outer derivative mismatch, together with logarithmic matching when .
Reversing the diffusion sign changes the leading inner equation to . Its nonconstant solution grows like the integral of , so bounded matching forces the same leading value on both sides. The bulk is on the left and on the right; both endpoint conditions are instead supplied by decaying endpoint layers for reversed diffusion, of width . A weaker width- interior adjustment matches derivatives and selects . Indeed, its first-order equation has a non-growing solution only ifThe leading structure is consequentlywith the smaller interior correction understood. Unlike the positive-diffusion case, the endpoint values are not transported into two distinct order-one inner limits.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 336 2 Solution Created 2026-10-03 Updated 2026-10-05
At fixed , the leading equation is . Its solution compatible with the eventual decaying far field and the boundary value at one is . This decay implies at distances . Balancing radial derivatives against the linear screening term identifiesThe distant region is governed by the modified Helmholtz equation; its decaying homogeneous profile is .
For a matched asymptotic expansion, write the fixed- approximation as , allowing logarithms of in the coefficients. Successive equations areThe boundary condition imposes and . Before matching, their integrated forms can be writtenIn particular a pure power series with parameter-independent coefficients will be insufficient: the logarithmic overlap creates a switchback term.
In the distant region set . The scaled equation is , soDecay and leading matching give . The radial modified Helmholtz equation gives the supplied particular integral in terms of the exponential integral:As , the small-argument expansion of the exponential integral yieldswhere is the Euler--Mascheroni constant. Substitute to compare the two expansions in :The constant at order fixes . Its coefficient then fixes , and the constant at order fixes . HenceThe required inner expansion at fixed isAt fixed positive , the outer expansion isBoth display every term through the requested order, including the switchback term in the fixed- region.
To form an additive composite expansion, subtract the common overlap from the sum of the inner and outer expressions. Their retained common part isThus one composite is . The last term can be screened by multiplying it by without changing either retained expansion. This gives a useful exponentially decaying version:Its boundary value is . If exact satisfaction of the boundary value is desired, use insteadThe small-argument expansion of the exponential integral shows that this normalized composite has the same two retained expansions; it equals one at and tends to zero at infinity.
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 336 3 b Solution Created 2026-09-24 Updated 2026-09-25
The reduced first-order equation cannot satisfy both endpoint values. The given outer expansion satisfies but has , so the boundary layer lies at and has stretched coordinate .
Write the inner expansion as . After multiplying the differential equation by , it becomesAt leading order,The boundary condition and matching to giveAt the next order,Matching to and imposing gives
The additive composite expansion is outer plus inner minus their common part. With , it isIt satisfies exactly through the retained order, satisfies the right boundary condition up to exponentially small terms, and is uniformly accurate to .
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 336 2 2 Solution Created 2026-09-24 Updated 2026-09-25
Introduce the stretched coordinateThe equation becomesSeek the three-term outer expansionAt first order,so decay at infinity and matching giveAt the next order,Using the function supplied in the question, the matched decaying solution isHere is the stated particular solution normalized to decay at infinity.
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]
Asymptotic Analysis and Singular Perturbation Theory by John K. Hunter. §1.1.2, p. 2: regular and singular perturbations
Consider the boundary value problemThis second-order differential equation is exactly solvable. Setting gives the first-order linear differential equation , so . One integration and the two boundary conditions giveBoth 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 .
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 givesAt 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.
