Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 67 / 3

Assume $ϵ\to 0^{+}$. Since the drift $(1+x{)}^2$ is positive, the fast mode decays to the right; the matched asymptotic expansion has a left boundary layer at $x=0$ of width $O(ϵ)$, and the outer expansion uses the condition at $x=1$.

Write $y\sim y_0+ϵy_1$. The first two equations for the outer expansion areEnforcing $y_0(1)=1$ and $y_1(1)=0$, defineThen the outer asymptotic expansion isTo derive the correction, set $y_1=Eq$. Cancellation of the homogeneous terms leaves $q^{\prime }=-2/(1+x{)}^5-1/(1+x{)}^6$; integration and $q(1)=0$ give the expression above.

In the left boundary layer, set $\xi =x/ϵ$ and $y=Y_0(\xi )+ϵY_1(\xi )+\cdots$. The equation becomes $Y^{\prime \prime }+(1+ϵ\xi {)}^2{Y}^{\prime }+ϵY=0$. Put $A=e^{1/2}$ and $B=1-A$. The leading inner equation and matching give $Y_0^{\prime \prime }+Y_0^{\prime }=0$, $Y_0(0)=1$, $Y_0(\infty )=A$, hence $Y_0=A+B{e}^{-\xi }$. At the next order,Since $q(0)=53/80$, put $C=53A/80$. The matched inner correction satisfying $Y_1(0)=0$ isFor verification, the differential operator $d^2/d{\xi }^2+d/d\xi$ maps $e^{-\xi }P(\xi )$ to $e^{-\xi }(P^{\prime \prime }-P^{\prime })$. The large-$\xi$ common part is $A+ϵ(C-A\xi )$, precisely the small-$x$ outer expansion in the overlap $ϵ\ll x\ll 1$.

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 $O(ϵ)$ on $0\le x\le 1$. 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 $O({ϵ}^2)$.

Reversing the drift reverses the endpoint carrying the boundary layer. The outer equation is $-(1+x{)}^2{y}_0^{\prime }+y_0=0$, and now its condition comes from $x=0$:Its value at $x=1$ is $e^{1/2}$, so it cannot by itself satisfy the right boundary value. Put $\xi =(1-x)/ϵ$ there. The leading inner equation is $Y^{\prime \prime }+4Y^{\prime }=0$, with a correction proportional to $e^{-4\xi }$ that decays into the domain. Thus the outer region has size $O(1)$ and the right endpoint layer has width $O(ϵ/4)=O(ϵ)$. One would expand the coefficient near $x=1$, solve the successive equations for the inner expansion, match as $\xi \to \infty$, and form a matched asymptotic expansion by subtracting the overlap. No turning region occurs because the drift does not vanish on this interval.

Set $s=x+1\in [0,2]$. The drift now vanishes quadratically at the left endpoint, and the outer expansion selected from $s=2$ is proportional to $e^{1/s}$, which becomes singular as $s\downarrow 0$. The oscillatory endpoint with a quadratically vanishing drift is not an ordinary monotone layer of width ${ϵ}^{1/3}$: balancing just diffusion and drift on that scale neglects the zeroth-order $y$ term.

The formal local exponential rates obey $ϵ{\lambda }^2+s^2\lambda +1=0$. For $s\gg {ϵ}^{1/4}$ their slow and fast branches are approximately $-s^{-2}$ and $-s^2/ϵ$. They coalesce when $s^4\sim 4ϵ$. This locates the main transition a distance $O({ϵ}^{1/4})$ from the left endpoint.

A reliable procedure removes the first derivative exactly:Use WKB approximation for this transformed equation on each side of its unique positive zero $s_t=\sqrt{2}{ϵ}^{1/4}+O({ϵ}^{1/2})$. For $s>s_t$ the transformed modes are exponential; for $0<s<s_t$ they are oscillatory. Their physical amplitudes include the displayed exponential prefactor.

At $s_t$, $P^{\prime }(s_t)=O({ϵ}^{3/4})$, so the Airy turning-point connection formula usesThis layer connects the oscillatory and exponential WKB approximation branches. On the transition scale $s={ϵ}^{1/4}S$, the exact equation is ${ϵ}^{1/2}{v}_{SS}=(S^4/4-1+{ϵ}^{1/4}S)v$, displaying a small effective WKB approximation parameter ${ϵ}^{1/4}$.

Close to $s=0$, the local wavelength is $O(\sqrt{ϵ})$: setting $s=\sqrt{ϵ}\xi$ gives $Y_{\xi \xi }+Y+\sqrt{ϵ}{\xi }^2{Y}_{\xi }=0$, whose leading solutions are sine and cosine. This endpoint form imposes $y(-1)=1$. Within the oscillatory region, the prefactor changes by order one over the additional envelope scale $s=O({ϵ}^{1/3})$. The $\sqrt{ϵ}$ wavelength and ${ϵ}^{1/3}$ envelope are subscales of the same oscillatory region, not additional omitted ordinary layers.

Use the outer exponential/regular branches for $s\gg {ϵ}^{1/4}$, oscillatory WKB approximation inside the $O({ϵ}^{1/4})$ transition region, an $O({ϵ}^{5/12})$ Airy neighborhood of $s_t$, and the $O(\sqrt{ϵ})$ local endpoint form to apply the left boundary data. Match their constants and enforce the right boundary data at $s=2$; there is no separate right endpoint layer required. Matching amplitudes need not remain $O(1)$, and parameter values admitting a homogeneous Dirichlet solution require a separate solvability check rather than an assumed uniform algebraic expansion.

Here the singular perturbation has an exact conservative structure:The integrating factor for this first-order linear differential equation givesAt $x=1$ and $x=-1$ the integral terms have opposite signs while the exponential factors agree. Equal boundary data therefore force $C=0$, and normalization gives the unique exact solutionThis exposes the Gaussian interior layer of a conservative drift equation. Its central scale is $x=O(\sqrt{ϵ})$, where $x=\sqrt{ϵ}\xi$ gives $Y^{\prime \prime }+\xi Y^{\prime }+Y=0$. The central Gaussian function profile is $e^{-{\xi }^2/2}$ with amplitude $e^{1/(2ϵ)}$.

Away from the center, $|x|\gg \sqrt{ϵ}$, use exponential WKB approximation branches rather than an assumed bounded algebraic outer solution. The reduced ordinary differential equation $x{y}_0^{\prime }+y_0=0$ would give $C/x$; matching both equal positive endpoint values with that algebraic branch is impossible. The exact solution selects its zero coefficient and the exponentially large branch with a Gaussian function profile instead. Near either endpoint, a distance $O(ϵ)$ changes $y$ by order one relative to its endpoint value: with $r=(1-|x|)/ϵ$, $y=e^{r-ϵr^2/2}$. These endpoint scales describe normalization of the same global exponential solution.

Thus a central $O(\sqrt{ϵ})$ turning region, exponential outer regions on both sides, and $O(ϵ)$ endpoint normalization scales give the complete regional description. The peak is exponentially large, so no uniformly bounded regular outer expansion should be presumed. The exact expression already provides a uniform solution without further matching calculations.