Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 74 / 1 / a

The small root and the root near $-2$ are regular perturbation roots: they stay finite as the parameter vanishes. Substitution of power series givesFor the third root, dominant balance for algebraic roots requires $\lambda =\mu /\epsilon$. The largest terms give ${\mu }^2(\mu +1)=0$, and the missing branch is $\mu =-1$. The sum of the three roots then yieldsThus the leading roots are $-\epsilon /2$, $-2$, and $-1/\epsilon$; only the last is a divergent perturbation root. The first regular branch happens to have a zero limit, so retaining its first nonzero term is essential on the long spatial scale.

First take $\epsilon \to 0^{+}$, the decaying half-line regime. If the three exact roots are $r_j$, the exact initial value problem solution isThis follows either by solving the three initial-value equations or from the Laplace transform $\hat{y}(s)=\epsilon /(\epsilon s^3+s^2+2s+\epsilon )$. The coefficient formula has sums $\sum A_j=\sum r_j{A}_j=0$ and $\sum r_j^2{A}_j=1$.

Retain the three leading roots but compute their coefficients without expanding their denominators. Set $a=\epsilon /2$, $b=2$, $d=1/\epsilon$. A convenient composite asymptotic expansion isIt satisfies all three initial conditions exactly and retains the fast transient, the ordinary decay, and the slow decay. Its first two coefficients are $\epsilon /2+O({\epsilon }^2)$ and $-\epsilon /2+O({\epsilon }^2)$; the fast coefficient is ${\epsilon }^2+O({\epsilon }^3)$. Consequently the simpler bulk expression is $\frac{\epsilon }{2}(e^{-\epsilon x/2}-e^{-2x})$, but that expression alone does not reproduce the initial derivative layer.

The absolute error estimate isTo see its uniformity, the slow-root error is $O({\epsilon }^2)$, while its magnitude is $O(\epsilon )$ and its coefficient is $O(\epsilon )$. The uniform error bound for nearby decaying exponentials therefore gives an $O({\epsilon }^2)$ contribution even for $x=O({\epsilon }^{-1})$. The middle-root error is $O(\epsilon )$ with coefficient $O(\epsilon )$, again giving $O({\epsilon }^2)$. The fast-root error is $O(1)$ with magnitude $O({\epsilon }^{-1})$ and coefficient $O({\epsilon }^2)$, giving only $O({\epsilon }^3)$. Coefficient errors are $O({\epsilon }^2)$ or smaller. This estimate concerns $y$ itself, rather than asserting the same uniform order for all derivatives or a relative error at its zero.

For the sketch, on $x=\epsilon X$ one obtainsThus $y\sim x^2/2$ at the origin and rises smoothly after the fast layer. For $x=O(1)$ it rises towards a plateau of height approximately $\epsilon /2$, then decays on the much longer scale $x=O({\epsilon }^{-1})$. The bulk maximum lies near $x=\log (4/\epsilon )/(2-\epsilon /2)$ and has height asymptotic to $\epsilon /2$.

The sign of the parameter matters on an infinite interval. If $\epsilon \to 0^{-}$ is allowed, the singular mode grows rather than decays. For each fixed $x>0$, its dominant contribution is $y(x)\sim {\epsilon }^2\exp [(-1/\epsilon +2)x]$. The extra $2$ in that exponent is needed for relative leading accuracy at fixed $x$. The positive-parameter uniform absolute bound and decaying sketch do not extend to that regime.