Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 336 (Perturbation Methods)

There are two positive roots for $u>1$: the derivative of $x{e}^{1/x}$ is $e^{1/x}(1-1/x)$, so the function decreases to its minimum $e$ at $x=1$ and then increases. Negative $x$ cannot solve the equation. For the larger root, expansion of the exponential function in $1/x$ givesso series reversion yieldsFor the smaller root, set $y=1/x$ and take a logarithm. Then $y-\log y=u$, so successive substitution gives $y=u+\log u+O(\log u/u)$ andThese are the first two nonzero terms of the two asymptotic expansions. Equivalently, the roots are $-1/W_0(-e^{-u})$ and $-1/W_{-1}(-e^{-u})$, from the real branches of Lambert W.

The three fixed-$a$ estimates below cease to be uniform as the minimum of the phase approaches the endpoint. For the cubic endpoint-to-saddle transition, writeThe Taylor series of the hyperbolic sine gives, for bounded $s$ and fixed $l$,The cubic term controls the tail, so localization of the Laplace integral gives the uniform leading formulaHere $I$ is the cubic Laplace transition integral, equal to $\pi \mathrm{Hi}$ in terms of the Scorer Hi function.

To recover the endpoint regime, let $l\to +\infty$. Scale $s=v/(2^{1/3}l)$ in $I$; the cubic term becomes negligible and $I(-2^{1/3}l)\sim (2^{1/3}l{)}^{-1}$. Thereforewhich agrees with part (i) in the overlap $1\ll l\ll {\nu }^{2/3}$. At $l=0$, the Gamma integral gives $I(0)=3^{-2/3}\Gamma (1/3)$, recovering part (iii).

For $l\to -\infty$, set $M=-2^{1/3}l>0$. The exponent $Ms-s^3/3$ has its maximum at $s=\sqrt{M}$, with second derivative $-2\sqrt{M}$. Thus Laplace's method givesand the transition formula becomesFor $a=1-\eta$ with $\eta \downarrow 0$, part (ii) hasPutting $\eta =(-l){\nu }^{-2/3}$ reproduces both the exponential and its prefactor. For relative agreement of these leading exponentials, one may use the overlap $1\ll -l\ll {\nu }^{4/15}$, which makes $\nu {\eta }^{5/2}\to 0$. Thus the same transition integral connects all three regimes.

Let $S(t)=a\sinh t-t$. For $a>1$, $S^{\prime }(t)=a\cosh t-1>0$ on the integration interval, so its minimum is the endpoint $t=0$. The Taylor series isOn the contributing scale $t=O({\nu }^{-1})$, the higher terms are negligible. The endpoint form of Laplace's method, or the Watson lemma, therefore gives

For $0<a<1$, the phase has an interior minimum atThe inverse hyperbolic cosine selects the positive stationary point. At this point,Expanding the phase to second order and evaluating the resulting Gaussian integral by Laplace's method yieldsThe exponential grows because the minimum of $S$ is negative; the original integral remains convergent because $a\sinh t$ dominates $t$ at infinity.

At $a=1$, the endpoint is degenerate: $S(t)=\sinh t-t=t^3/6+O(t^5)$. The contributing width is therefore $t=O({\nu }^{-1/3})$, rather than the width in part (i). With $v=\nu t^3/6$, the formula for a degenerate endpoint in Laplace's method givesThe coefficient is a Gamma function value obtained by the Gamma integral.

At fixed $r$, the leading equation is $(r^2{f}_0^{\prime }{)}^{\prime }=0$. Its solution compatible with the eventual decaying far field and the boundary value at one is $f_0=1/r$. This decay implies $f=O(ϵ)$ at distances $r=O({ϵ}^{-1})$. Balancing radial derivatives against the linear screening term identifiesThe distant region is governed by the modified Helmholtz equation; its decaying homogeneous profile is $e^{-x}/x$.

For a matched asymptotic expansion, write the fixed-$r$ approximation as $f=f_0+ϵf_1+{ϵ}^2{f}_2+\cdots$, allowing logarithms of $ϵ$ in the coefficients. Successive equations areThe boundary condition imposes $f_0(1)=1$ and $f_1(1)=f_2(1)=0$. 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 $f=ϵF_0(x)+{ϵ}^2{F}_1(x)+\cdots$. The scaled equation is $f_{xx}+2f_x/x-f=x{f}^3/ϵ$, soDecay and leading matching give $F_0=e^{-x}/x$. The radial modified Helmholtz equation gives the supplied particular integral in terms of the exponential integral:As $x\downarrow 0$, the small-argument expansion of the exponential integral yieldswhere $\gamma$ is the Euler--Mascheroni constant. Substitute $x=ϵr$ to compare the two expansions in $1\ll r\ll {ϵ}^{-1}$:The constant at order $ϵ$ fixes $C_1=-1$. Its $1/r$ coefficient then fixes $\alpha +\frac{1}{2}\log 2=1$, and the constant at order ${ϵ}^2$ fixes $D$. HenceThe required inner expansion at fixed $r$ isAt fixed positive $x=ϵr$, the outer expansion isBoth display every term through the requested order, including the ${ϵ}^2\log ϵ$ switchback term in the fixed-$r$ 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 $ϵF_0(ϵr)+{ϵ}^2{F}_1(ϵr)-{ϵ}^2(D+1/2)/r$. The last term can be screened by multiplying it by $e^{-ϵr}$ without changing either retained expansion. This gives a useful exponentially decaying version:Its boundary value is $1+o({ϵ}^2)$. 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 $r=1$ and tends to zero at infinity.

The linear dispersion relation for a mode $e^{i(kx-\omega t)}$ is $5{\omega }^2=k^4+4$. The proposed modes share phase velocity $c$, so $5c^2{k}_j^2=k_j^4+4$. A quadratic wave interaction generates the second harmonic and the difference harmonic. With only two positive wavenumbers, phase matching for a quadratic wave interaction requires $k_2=2k_1$. Equating their phase velocities givesand thereforeThis is a two-to-one resonance of dispersive waves. Its amplitude changes accumulate on $t=O({ϵ}^{-1})$. Choose the slow time $T=ϵt/5$; this harmless constant rescaling makes the later amplitude formulas simple. With $\xi =x-t$, the leading real field is $A_0{e}^{i\xi }+B_0{e}^{2i\xi }+{\overline{A}}_0{e}^{-i\xi }+{\overline{B}}_0{e}^{-2i\xi }$.

For the fundamental, the order-$ϵ$ cross derivative in $5{\psi }_{tt}$ is $-2i(A_0{)}_T{e}^{i\xi }$, while the fundamental coefficient in ${\psi }_0{\psi }_{0x}$ is $i{\overline{A}}_0{B}_0$. For the second harmonic the corresponding terms are $-4i(B_0{)}_T{e}^{2i\xi }$ and $i{A}_0^2$. The solvability condition in the method of multiple scales removes the resonant forcing and givesThe nonresonant third and fourth harmonics enter the correction. They do not change these leading amplitude equations.

Write $A_0=R{e}^{i\theta }$, $B_0=P{e}^{i\varphi }$ and $\delta =\varphi -2\theta$. Taking real and imaginary parts gives the explosive two-to-one amplitude system in polar form:The polar phases are used where their corresponding amplitudes are nonzero. These equations implyFor the second identity, differentiate using ${\delta }_T=(R^2/(4P)+P)\sin \delta$: the terms proportional to $\sin \delta \cos \delta$ cancel. Thereforeare first integrals, and in particular

For constant phases with $\varphi =2\theta +\pi$, these real equations reduce to $R_T=RP/2$ and $P_T=R^2/4$. The initial data give $R^2-2P^2=8$, so the Riccati equation for $P$ is $2P_T=P^2+4$. Integrating and using $P(0)=2$ givesThe tangent and secant function have a pole at $T=\pi /4$, corresponding to $t=5\pi /(4ϵ)$. Both modes grow through their locked resonant interaction. This is formal finite-time blowup of the reduced amplitude equations; the weakly nonlinear expansion loses validity as the amplitudes become large, so it cannot establish a singularity of the full partial differential equation.

Interpret the displayed two-harmonic form as a leading term in a weakly nonlinear expansion. Write $\xi =(1+ϵ\kappa )x-t$ and ${\Psi }_0=\alpha \cos \xi +\beta \cos 2\xi$. The linear operator multiplies $\cos m\xi$ byFor $m=1,2$, this is $4ϵ\kappa +O({ϵ}^2)$ and $64ϵ\kappa +O({ϵ}^2)$, respectively. Thus detuning of a wave resonance enters at the same order as the quadratic forcing. The cosine addition formula givesProjection onto the two resonant harmonics by harmonic balance requiresThe nonzero branches are thereforeThe two signs are related by a half-period translation of $\xi$; the trivial branch $\alpha =\beta =0$ also exists.

The nonresonant first correction supplies the generated mean, third harmonic and fourth harmonic. Their linear multipliers at $ϵ=0$ are $4,40,180$, giving the nonresonant partFurther resonant amplitude corrections are determined at higher order. Consequently the nonzero answer describes an asymptotic periodic travelling wave with additional harmonics. Literally retaining only the two displayed harmonics cannot be an exact nonzero solution: their square has a positive constant term, while the linear operator applied to the two cosines has no constant term. The distinction is essential to interpreting this perturbative ansatz.