Singular Perturbation - Methods of Analysis

Methods of Analysis

A perturbed problem whose solution can be approximated on the whole problem domain, whether space or time, by a single asymptotic expansion has a regular perturbation. Most often in applications, an acceptable approximation to a regularly perturbed problem is found by simply replacing the small parameter by zero everywhere in the problem statement. This corresponds to taking only the first term of the expansion, yielding an approximation that converges, perhaps slowly, to the true solution as decreases. The solution to a singularly perturbed problem cannot be approximated in this way: As seen in the examples below, a singular perturbation generally occurs when a problem's small parameter multiplies its highest operator. Thus naively taking the parameter to be zero changes the very nature of the problem. In the case of differential equations, boundary conditions cannot be satisfied; in algebraic equations, the possible number of solutions is decreased.

Singular perturbation theory is a rich and ongoing area of exploration for mathematicians, physicists, and other researchers. The methods used to tackle problems in this field are many. The more basic of these include the method of matched asymptotic expansions and WKB approximation for spatial problems, and in time, the Poincaré-Lindstedt method, the method of multiple scales and periodic averaging.

For books on singular perturbation in ODE and PDE's, see for example Holmes, Introduction to Perturbation Methods, Hinch, Perturbation methods or Bender and Orszag, Advanced Mathematical Methods for Scientists and Engineers.

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