1 Method of Multiple Scales

Consider simple linear differential equation of spring mass system

mÿ + cẏ + ky = 0, y(0) = y0 and ẏ(0) = 0

Non-dimensionalizing this equation,

To non dimentionalize displacement, in the problem we have y0 with displacement dimensions hence
y
ξ= → dy = y0 dξ, d2 y = y0 dξ2
y0
c → 1 and k → 1 ; nondimensionaliaing time done by
Dimensions of m sec m sec2
r
t m m
τ = pm → dt = dτ, dt2 = dτ2
k
k k

Now substituing these new terms to obtain non dimensional system as

d2 y dy
m+c + ky = 0,
dt2 dt
d2 y c dy k
+ + y = 0,
dt2 m dt m
d2 ξ c dξ k
y0 2 + y0 + y0 ξ = 0,
dt m r dt m
k d2 ξ c k dξ k
2
+ + ξ = 0,
m dτ m m dτ m
r
d2 ξ m c k dξ
2
+ + ξ = 0,
dτ k m m dτ
d2 ξ c dξ
+√ + ξ = 0,
dτ2 km dτ
ξ̈ + 2εξ̇ + ξ = 0.

Initial conditions are modified as

y(0) ẏ(0)
ξ(0) = = 1, ξ̇(0) = = 0.
y0 y0

Substitute y = Aeλt , to get characteristic equation as

λ2 + 2ελ + 1 = 0
Roots of this equations are
√
–2ε ± 4ε2 – 4 √
λ1,2 = = –ε ± ε2 – 1
2
Assume ε < 1 then √ √
ξ(t) = e–εt [Acos ε2 – 1t + Bsin ε2 – 1t]
Substituting initial conditions gives
ξ(0) = 1 = A
√ ε
ξ̇(0) = 0 = –ε + ε2 – 1B → B= √
–1 ε2
√ ε √
–εt
ξ(t) = e [cos ε2 – 1t + √ 2
sin ε – 1t]
ε2 – 1

1
2 Method of Straight Forward Expansion
Consider ε → 0, then
ξ(t) ≈ ξ0 (t) + εξ1 (t) + ε2 ξ2 (t) + ...
ξ̇(t) ≈ ξ̇0 (t) + εξ̇1 (t) + ε2 ξ̇2 (t) + ...
ξ̈(t) ≈ ξ̈0 (t) + εξ̈1 (t) + ε2 ξ̈2 (t) + ...

Substituting in Differantial equation

ξ̈0 (t) + εξ̈1 (t) + ε2 ξ̈2 (t) + 2ε[ξ̇0 (t) + εξ̇1 (t) + ε2 ξ̇2 (t)] + ξ0 (t) + εξ1 (t) + ε2 ξ2 (t) = 0,
[ξ̈0 (t) + ξ0 (t)] + ε[ξ̈1 (t) + 2ξ̇0 (t) + ξ1 (t)] + ε2 [ξ̈2 (t) + 2ξ̇1 (t) + ξ2 (t)] + 2ε3 ξ̇2 (t) = 0,

Equationg coeffieints to zero we get ODEs as

ξ̈0 (t) + ξ0 (t) = 0, ξ0 (0) = 1, ξ̇0 (0) = 0,

ξ̈1 (t) + 2ξ̇0 (t) + ξ1 (t) = 0, ξ1 (0) = 0, ξ̇1 (0) = 0
ξ̈2 (t) + 2ξ̇1 (t) + ξ2 (t) = 0, ξ2 (0) = 0, ξ̇2 (0) = 0

Finding solutions of these differential equations

ξ0 (t) = Acost + Bsint, ξ0 (t) = cost

3 Method of Multiple Scales

Introduce different time scales as
Tn = εn t n∈W
dTn
= εn
dt
Then
x(t) = X0 (T0 , T1 , ..., Tn ) + εX1 (T0 , T1 , ..., Tn ) + .... + εn Xn (T0 , T1 , ..., Tn )

2
 dx(t) dX0 dT0 dX0 dT1 dX0 dTn
= + + ... +
dt dT0 dt dT1 dt dTn dt
dX1 dT0 dX1 dT1 dX1 dTn
+ε +ε + ... + ε
dT0 dt dT1 dt dTn dt
....
....
dXn dT0 dXn dT1 dXn dTn
+ εn + εn + ... + εn ,
dT0 dt dT1 dt dTn dt
dX0 dX0 dX0 n
= + ε + ... + ε
dT0 dT1 dTn
dX1 dX1 dX1 n
+ε +ε ε + ... + ε ε
dT0 dT1 dTn
....
....
dXn dXn dXn n
+ εn + εn ε + ... + εn ε ,
dT0 dT1 dTn
 dX dX0 dX0  

0
dT0 dT1 ... dTn 1
 dX1 dX1 dX1   
... ε
ε ... εn  dT0 dT1
 
= 1 dTn 
,


 . . . .   ...
dXn dXn n
dT0 dT1 ... dX
dTn
n ε
 d  T  
dT0 1
  d   ε
n
  dT
= 1 ε ... ε  1  X0 X1 ... Xn   ,
 
 ....    ... 
d εn
dTn

 d  T  
dT 1
d2 x   d0  h i  
= 1 n
ε ... ε  1  dX
 dT  0 dX1
... dX n   ε ,
dt2  ....  dt dt dt    ... 
d εn
dTn

dX0 n T
 T
 d  dX0 + dX

0
dT0 dT1 ε + ... + dTn ε  
 dT0  dX 1
+ dX dX1 n  

 d   1 1
ε + ... + ε
d2 x   dT0 dT1 dTn    ε 

ε ... εn 
 
= 1 dT1  ....    
  ,
dt2  ... 

 ....   ....
 
 d  εn
 
dXn
dTn
dT0 + dX
dT1
n
ε + ... + dXn n
dTn ε

3
d2 x
dt2
 d  T
dT
 d0  h i
ε ... ε  1  dX
n + dX dX0 n dX1
+ dX dX1 n dXn
+ dX dXn n 
  dT 0 0 1 n
= 1 dT1 ε + ... + dTn ε dT1 ε + ... + dTn ε ... + ... +

ε ε
 ....  dT0 dT0 dT0 dT1 dTn 

d
dTn
ε ... εn
 
= 1
d2 Xn n T
 2
d2 X 0 d2 X 0 n d2 X1 d2 X1 d2 X 1 n d2 X n d2 Xn

d X0
dT 2 + dT0 dT1 ε + ... + dT0 dTn ε dT20
+ dT0 dT1
ε + ... + dT0 dTn
ε ... dT02 + dT0 dT1 ε + ... + ε
dT0 dTn 
 20
 d X0 d2 X d2 X 0 n d2 X 1 d2 X1 d2 X 1 n d2 X n d2 X n d2 Xn n 
 dT0 dT1 + dT20 ε + ... + dT1 dT n
ε dT0 dT1 + dT21 ε + ... + dT1 dTn ε ... dT0 dT1 + dT21
ε + ... + dT1 dTn ε 
 1 

 .... 

d2 X 0 d2 X 0 d2 X 0 n d2 X 1 d2 X 1 d2 X1 n d2 X n d2 Xn d2 X n n
dT0 dTn + dT1 dTn ε + ... + dT2n ε dT0 dTn + dT1 dTn ε + ... + dT2n ε ... dT0 dTn + dT1 dTn ε + ... + dT2n ε
 
1
ε
 ,
 ... 
εn

d2 x 
ε ... εn

= 1
dt2
d2 X 0 d2 X 0 d2 X 0 n d2 X 0 2
d2 X 0 n d2 X0 d2 X 0 d2 X 0 n
 
2 + dT0 dT1
ε + ... + dT0 dTn ε dT0 dT1 + ddTX20 ε + ... + dT1 dTn
ε dT0 dTn + dT1 dTn
ε + ... + dT2n
ε
 dT 0 1
 d2 X 1 2
d2 X 1 n d2 X 1 2 2
d2 X1 2 2

d X1
 dT2 + dT0 dT1
ε + ... + dT0 dTn ε dT0 dT1 + ddTX21 ε + ... + dT
d X1 n
1 dTn
ε dT0 dTn
d X1
+ dT1 dTn
ε + ... + d X1 n 
dTn 2 ε 
 0 1 
 . 
d2 X n d2 X n d2 X n n d2 X n d2 X n d2 X n n d2 X n d2 Xn d2 X n n
 
dT20
+ dT0 dT1 + ... + dT0 dTn ε
ε dT0 dT1 + dT21
ε + ... + dT1 dTn
ε dT0 dTn + dT1 dTn ε + ... + dT2n ε
 
1
ε
 ,
 ... 
εn

Considering 1st order approximation

"" # #T  
d
dx   dT0
  1
= 1 ε d X0 X1 ,
dt dT1
ε
i T 1
"" # #
d
d2 x   dT0
h
dX0 dX0 dX1 dX1
= 1 ε d dT0 + dT1 ε dT0 + dT1 ε
dt2 dT1
ε

4
 ξ̈ + 2εξ̇ + ξ = 0, ξ(0) = 1, ξ̇(0) = 0
"" # #T   "" # #T  
d d
h
dX0
i 1 1
dT0 + dX dX1 dX1
  0
  dT  
1 ε d dT0 dT1 ε dT0 + dT1 ε + 2ε 1 ε d
0 X0 X1
dT1
ε dT
ε
1

+X0 (T0 , T1 ) + εX1 (T0 , T1 ) = 0,

T
d2 X0 d2 X0 2 2

d X1 d X1 dX1 T  
" #
  dT 2 + dT1 dT1 ε dT20
+ dT0 dT1 
ε 1   dX 0
dT0 dT0 1
1 ε  20
d X0 d2 X0 d2 X 1 d2 X 1
+ 2ε 1 ε dX 0 dX1
ε ε
dT0 dT1 + dT21 ε dT0 dT1 + dT2 ε 1
dT1 dT1

+X0 (T0 , T1 ) + εX1 (T0 , T1 ) = 0,

 2 2 2 2
T
d X0 d X0 dX0 d X1 d X1
2 + dT1 dT1 ε + 2ε dT0 dT20
+ dT0 dT1
ε + 2ε dX
dT0
1  
1
ε  dT
 
1 0
d2 X 0 2
d2 X1 d2 X1
 + X0 (T0 , T1 ) + εX1 (T0 , T1 ) = 0,
+ d X0 ε + 2ε dX0
dT0 dT1 dT21 dT1 dT0 dT1 + dT12 ε + 2ε dX1
dT1
ε
2
d2 X 0 d2 X 0 2
 
d X dX0
 dT20 + dT1 dT1 ε + 2ε dT0 + ddTX20 ε + 2ε dX 0  
dT0 dT1 dT1
 1 + X0 (T0 , T1 ) + εX1 (T0 , T1 ) = 0,

1 ε d2 X0

d2 X 1 dX1 d2 X 1
1
d2 X 1
dT20
1
+ dT0 dT1 ε + 2ε dT0 dT0 dT1 + ε + 2ε dX
dT21
1
dT1
ε

d2 X0 d2 X0 d2 X1 d2 X1 2 d2 X 0 d2 X 0 d2 X1 d2 X 1 2
h i
dT20
+ dT1 dT1
ε + 2ε dX 0 2 dX1
dT0 + ε dT20 + dT0 dT1 ε + 2ε dT0
dX0
dT0 dT1 + dT21 ε + 2ε dT1 + ε dT0 dT1 + dT21 ε + 2ε dT1
2 dX1
 
1
+ X0 (T0 , T1 ) + εX1 (T0 , T1 ) = 0,
ε
d2 X0 d2 X0 dX0 d2 X1 d2 X1 2 2 dX1 d2 X0 d2 X0 2 2 dX0
2
2 d X1
+ ε + 2ε + ε + ε + 2ε + ε + ε + 2ε + ε
dT20 dT1 dT1 dT0 dT20 dT0 dT1 dT0 dT0 dT1 dT21 dT1 dT0 dT1
d2 X1 3 dX1
+ 2
ε + 2ε3 + X0 (T0 , T1 ) + εX1 (T0 , T1 ) = 0,
dT1 dT1

Separating order wise

 2 
d X1 dX1
+ 2 ε3
dT21 dT1
 2 2 2 
2 d X1 dX1 d X0 dX0 d X1
+ε +2 + +2 +
dT0 dT1 dT0 dT21 dT1 dT0 dT1
 2
d2 X1 d2 X0

d X0 dX0
+ε +2 + + + X (T
1 0 , T1 )
dT0 dT1 dT0 dT20 dT0 dT1
d2 X0
+ + X0 (T0 , T1 ) = 0.
dT20

Solving for X0

d2 X0
+ X0 = 0,
dT20
d2 X1 d2 X0 dX0
2
+ X 1 = –2 –2
dT0 dT0 dT 1 dT0

5
Boundary conditions

ξ(0) = 1 = X0 (0, 0) + εX1 (0, 0), → X0 = 1, X1 = 0,

dX0 dX0 dX1 dX1 dX0 dX1 dX0
ξ̇(0) = 0 = + ε+ε + ε2 , → = 0, =–
dT0 dT1 dT0 dT1 dT0 dT0 dT1

d2 X0 dX0 (0, 0)
+ X0 = 0 X0 (0, 0) = 1 =0
dT20 dT0
X0 = A(T1 )cosT0 + B(T1 )sinT0 ,
dX0
= –A(T1 )sinT0 + B(T1 )cosT0 ,
dT0
d2 X0 dA(T1 ) dB(T1 )
=– sinT0 + cosT0
dT0 dT1 dT1 dT1
X0 (0, 0) = 1 = A(0), B(0) = 0,
dX0
=0
dT1

d2 X1 d2 X0 dX0 dX1 dX0

2
+ X 1 = –2 –2 X1 (0, 0) = 0 =– ,
dT0 dT0 dT1 dT0 dT0 dT1
d2 X1 dA(T1 ) dB(T1 )
2
+ X1 = 2 sinT0 – 2 cosT0 + 2A(T1 )sinT0 – 2B(T1 )cosT0 ,
dT0 dT 1 dT1
   
dA(T1 ) dB(T1 )
=2 + A(T1 ) sinT0 – 2 + B(T1 ) cosT0 ,
dT1 dT1

to remove secular terms coefficients on right side should vanish

dA
+A=0 A(0) = 1,
dT1
A(T1 ) = Ce–T1 = e–T1 ,
dB
+B=0 B(0) = 0,
dT1
B(T1 ) = De–T1 = 0,
X0 = e–T1 cosT0 ,
dX0
= –e–T1 sinT0 ,
dT0
d2 X0
= e–T1 sinT0 .
dT0 dT1

d2 X1 dX1
+ X1 = 0 X1 (0, 0) = 0 = e–T1 cosT0 = 1,
dT20 dT0

6
4 Higher Order Approximations
ξ(T0 , T1 , T2 ) = X0 (T0 , T1 , T2 ) + εX1 (T0 , T1 , T2 ) + ε2 X2 (T0 , T1 , T2 )
ξ̈ + 2εξ̇ + ξ = 0, ξ(0) = 1, ξ̇(0) = 0

ε2
 
1 ε
d2 X 0 d2 X 0 d2 X 0 2 d2 X0 2
d2 X 0 2 d2 X 0 d2 X 0 d2 X0 2  
 
2 + dT0 dT1
ε+ dT0 dT2 ε dT0 dT1 + ddTX20 ε + dT1 dT2
ε dT0 dT2 + dT1 dT2
ε+ dT22
ε
 dT 0 1  1
 d2 X 1 d2 X 1
+ dT0 dT1 ε + d2 X 1 2 d2 X1 d2 X 1 d2 X 1 2
+ dT2 ε + dT1 dT2 ε d2 X 1 d2 X 1
+ dT1 dT2 ε + d2 X1 2   
 dT2 dT0 dT2 ε dT0 dT1 dT0 dT2 dT22
ε  ε ,
 2 0 1  2
d X2 d2 X 2 d2 X 2 2 d2 X2 2
d2 X 2 2 d2 X 2 d2 X 2 2 ε
dT20
+ dT0 dT1
ε+ dT0 dT2 ε + ddTX22 ε + dT
dT0 dT1 1 dT2
ε dT0 dT2 + dT1 dT2
ε+ d X2 2
dT2 2 ε
1
 dX dX0 dX0  

0
  dT0 dT1 dT2 1
ε2  dX dX1 dX1   ε 
+ X0 + εX1 + ε2 X2 = 0

1
+ 2ε 1 ε dT0 dT1 dT2 
dX2 dX2 dX2 ε2
dT0 dT1 dT2

T
d2 X 0 d2 X 0 d2 X0 2 d2 X 1 d2 X 1 2 d2 X2 2

2 + dT0 dT1 ε + dT0 dT2 ε + 2 ε + dT0 dT1 ε + 2 ε  
 dT 2
0
2 2
dT0
2 2
dT0
2
 1
 d X0 + d X0 ε + d X0 ε2 + d X1 ε + d X1 ε2 + d X2 ε2   
 dT0 dT1 dT21 dT1 dT2 dT0 dT1 dT21 dT0 dT1  ε ,
 2 2 2 2 2 2

ε2
d X0 d X0 d X0 2 d X1 d X1 2 d X2 2
dT0 dT2 + dT1 dT2 ε + dT22 ε + dT0 dT2 ε + dT1 dT2 ε + dT0 dT2 ε
 
h i 1
+ 2ε dX 0 dX1 2 dX2
dT0 + ε dT0 + ε dT0
dX0
dT1 + ε dX1 2 dX2
dT1 + ε dT1
dX0
dT2 + ε dX1 2 dX2
dT2 + ε dT2
 ε  + X0 + εX1 + ε2 X2 = 0
ε2

d2 X0 d2 X0 d2 X0 2 d2 X1 d2 X1 2 d2 X2 2 d2 X0 d2 X0 2 d2 X1 2 d2 X0 2
+ ε + ε + ε + ε + ε + ε + ε + ε + ε ,
dT20 dT0 dT1 dT0 dT2 dT20 dT0 dT1 dT20 dT0 dT1 dT21 dT0 dT1 dT0 dT2
dX0 dX1 dX0 2
+2 ε + 2ε2 +2 ε + X0 + εX1 + ε2 X2 = 0
dT0 dT0 dT1

Separating order wise

 2
d2 X1 d2 X2 d2 X0 d2 X1 d2 X0

d X0 dX1 dX0
ε2 + + + + + + 2 + 2 + X 2
dT0 dT2 dT0 dT1 dT20 dT21 dT0 dT1 dT0 dT2 dT0 dT1
 2
d2 X1 d2 X0

d X0 dX0
+ε + + +2 + X1 (T0 , T1 )
dT0 dT1 dT20 dT0 dT1 dT0
d2 X0
+ + X0 (T0 , T1 ) = 0.
dT20

Solving for X0

d2 X0
+ X0 = 0,
dT20
d2 X1 d2 X0 dX0
2
+ X 1 = –2 –2 ,
dT0 dT0 dT1 dT0
d2 X2 d2 X0 d2 X1 d2 X0 dX0 dX1
2
+ X 2 = –2 – 2 – 2
–2 –2
dT0 dT0 dT 2 dT0 dT 1 dT1 dT1 dT0

7
Boundary conditions

ξ(0) = 1 = X0 (0, 0, 0) + εX1 (0, 0, 0) + ε2 X2 (0, 0, 0), → X0 = 1, X1 = 0, X2 = 0

dX0 dX1 dX2 dX0 dX1 dX0 2
ξ̇(0) = 0 = +ε + ε2 + ε + ε2 + ε ,
dT0 dT0 dT0 dT1 dT1 dT2
dX0 dX1 dX0 dX2 dX1 dX0
= 0, =– , =– –
dT0 dT0 dT1 dT0 dT1 dT2

d2 X0 dX0 (0, 0, 0)
+ X0 = 0 X0 (0, 0, 0) = 1 =0
dT20 dT0
X0 = A(T1 , T2 )cosT0 + B(T1 , T2 )sinT0 ,
dX0
= –A(T1 , T2 )sinT0 + B(T1 , T2 )cosT0 ,
dT0
d2 X0 dA(T1 , T2 ) dB(T1 , T2 )
=– sinT0 + cosT0
dT0 dT1 dT1 dT1
X0 (0, 0, 0) = 1 = A(0, 0), B(0, 0) = 0,
dX0
=0
dT1

d2 X1 d2 X0 dX0 dX1 dX0

2
+ X1 = –2 –2 X1 (0, 0, 0) = 0 =– ,
dT0 dT0 dT1 dT0 dT0 dT1
d2 X1 dA(T1 , T2 ) dB(T1 , T2 )
2
+ X1 = 2 sinT0 – 2 cosT0 + 2A(T1 , T2 )sinT0 – 2B(T1 )cosT0 ,
dT0 dT1 dT1
   
dA(T1 , T2 ) dB(T1 , T2 )
=2 + A(T1 , T2 ) sinT0 – 2 + B(T1 , T2 ) cosT0 ,
dT1 dT1

to remove secular terms coefficients on right side should vanish

dA
+A=0 A(0, 0) = 1,
dT1
A(T1 , T2 ) = C(T2 )e–T1 ; C(0) = 1,
dB
+B=0 B(0, 0) = 0,
dT1
B(T1 , T2 ) = D(T2 )e–T1 ; D(0) = 0

X0 = C(T2 )e–T1 cosT0 + D(T2 )e–T1 sinT0

d2 X1 dX1 dX0
+ X1 = 0 X1 (0, 0, 0) = 0 =– ,
dT20 dT0 dT1
X0 = C(T2 )e–T1 cosT0 + D(T2 )e–T1 sinT0
dX0
= –C(T2 )e–T1 cosT0 – D(T2 )e–T1 sinT0 ,
dT1
dX1 (0, 0, 0)
= C(0) = 1.
dT0

8
 X1 = E(T1 , T2 )cosT0 + F(T1 , T2 )sinT0 ,
X1 (0, 0, 0) = 0 = E(0, 0),
dX1
= –E(T1 , T2 )sinT0 + F(T1 , T2 )cosT0 , F(0, 0) = 1
dT0

X0 = C(T2 )e–T1 cosT0 + D(T2 )e–T1 sinT0 C(0) = 1 D(0) = 0,

X1 = E(T1 , T2 )cosT0 + F(T1 , T2 )sinT0 E(0, 0) = 0 F(0, 0) = 1,
d2 X 2 d2 X 0 d2 X 1 d2 X 0 dX0 dX1 dX2 dX1 dX0
+ X2 = –2 –2 – –2 –2 X2 (0, 0, 0) = 0, =– –
dT20 dT0 dT2 dT0 dT1 dT21 dT1 dT0 dT0 dT1 dT2

dX0 dC(T2 ) –T1 dD(T2 ) –T1

= e cosT0 + e sinT0 ,
dT2 dT2 dT2
2
d X0 dC(T2 ) –T1 dD(T2 ) –T1
=– e sinT0 + e cosT0 ,
dT0 dT2 dT2 dT2
dX0
= –C(T2 )e–T1 cosT0 – D(T2 )e–T1 sinT0 ,
dT1
d2 X0
= C(T2 )e–T1 cosT0 + D(T2 )e–T1 sinT0 = X0 ,
dT21
dX1
= –E(T1 , T2 )sinT0 + F(T1 , T2 )cosT0 ,
dT0
2
d X1 dE(T1 , T2 ) dF(T1 , T2 )
=– sinT0 + cosT0 ,
dT0 dT1 dT1 dT1
dX1 dE(T1 , T2 ) dF(T1 , T2 )
= cosT0 + sinT0
dT1 dT1 dT1

d2 X2 dC(T2 ) –T1 dD(T2 ) –T1 dE(T1 , T2 ) dF(T1 , T2 )

+ X2 =2 e sinT0 – 2 e cosT0 + 2 sinT0 – 2 cosT0
dT20 dT2 dT2 dT1 dT1
– X0 + 2C(T2 )e–T1 cosT0 + 2D(T2 )e–T1 sinT0 + 2E(T1 , T2 )sinT0 – 2F(T1 , T2 )cosT0 ,
 
dC(T2 ) –T1 dE(T1 , T2 )
= 2 e +2 – D(T2 )e–T1 + 2D(T2 )e–T1 + 2E(T1 , T2 ) sinT0
dT2 dT1
 
dD(T2 ) –T1 dF(T1 , T2 )
+ –2 e –2 – C(T2 )e–T1 + 2C(T2 )e–T1 – 2F(T1 , T2 ) cosT0
dT2 dT1

dC(T2 ) –T1 dE(T1 , T2 )

2 e +2 – D(T2 )e–T1 + 2D(T2 )e–T1 + 2E(T1 , T2 ) = 0,
dT2 dT1
dE(T1 , T2 ) dC(T2 ) –T1 1
+ E(T1 , T2 ) = – e – D(T2 )e–T1
dT1 dT2 2
dD(T2 ) –T1 dF(T1 , T2 )
–2 e –2 – C(T2 )e–T1 + 2C(T2 )e–T1 – 2F(T1 , T2 ) = 0,
dT2 dT1
dF(T1 , T2 ) dD(T2 ) –T1 1
+ F(T1 , T2 ) = – e + C(T2 )e–T1
dT1 dT2 2

9
We have
 
dE(T1 , T2 ) dC(T2 ) 1
+ E(T1 , T2 ) = – + D(T2 ) e–T1
dT1 dT2 2
 
dF(T1 , T2 ) dD(T2 ) 1
+ F(T1 , T2 ) = – – C(T2 ) e–T1
dT1 dT2 2

These produce secular terms hence we get agian

dC(T2 ) 1
+ D(T2 ) = 0,
dT2 2
dD(T2 ) 1
– C(T2 ) = 0, C(0) = 1, D(0) = 0.
dT2 2

Differentiating first equation w.r.t. T2

d2 C(T2 ) 1
+ C(T2 ) = 0, C(0) = 1,
dT2 4
T2 T2
C(T2 ) = acos + bsin , C(0) = 1 = a
2 2
d2 D(T2 ) 1
+ D(T2 ) = 0, D(0) = 0,
dT2 4
T2 T2
D(T2 ) = ccos + dsin , D(0) = 0 = c
2 2

T2 T2 T2
C(T2 ) = cos
+ bsin D(T2 ) = dsin ,
2 2 2
dC(T2 ) 1 T2 b T2 d T2
= – sin + cos = – sin d = 1, b = 0,
dT2 2 2 2 2 2 2
T2 T2
C(T2 ) = cos D(T2 ) = sin
2 2

T2 T2
X0 = e–T1 cos cosT0 + e–T1 sin sinT0
2 2

To find X1 we have

dE(T1 , T2 )
+ E(T1 , T2 ) = 0 E(0, 0) = 0
dT1
E(T1 , T2 ) = e(T2 )e–T1 , e(0) = 0,
dF(T1 , T2 )
+ F(T1 , T2 ) = 0 F(0, 0) = 1
dT1
F(T1 , T2 ) = f(T2 )e–T1 , f(0) = 1.

X1 = e(T2 )e–T1 cosT0 + f(T2 )e–T1 sinT0

10
5 Multi Scale Differentiation
First Order Approximation
x(t) = X0 (T0 , T1 ) + εX1 (T0 , T1 )
" #
dx   dX 0
dT0
dX0  
dT1 1
= 1 ε dX dX1 ,
dt 1
dT0 dT1
ε
  
dX0 dX1 dX0 dX1 1
= +ε +ε ,
dT0 dT0 dT1 dT1 ε
dX0 dX1 dX0 dX1
= +ε +ε + ε2 ,
dT0 dT0 dT1 dT1
 
dX0 dX1 dX0 dX1
= +ε + + ε2
dT0 dT0 dT1 dT1

 2
d2 X 0 d2 X0 2

d X
d2 x   dT20 + dT0 dT 1
ε dT 0 dT 1
+ ddTX20 ε 1
= 1 ε  d2 X0 d2 X 1 d2 X1
1 
d2 X1
,
dt2 2
1
+ ε + ε ε
dT0 dT0 dT1 dT0 dT1 dT21
 2
d2 X 0 d2 X0 d2 X 0 2

d X
  dT20 + dT0 dT 1
ε + ε dT 0 dT 1
+ dT12 ε
= 1 ε  d2 X0 d2 X 1 d2 X1 d2 X 1 2
,
1
dT2
+ dT0 dT1 ε + ε dT0 dT1 + dT2
ε
0 1

d2 X0 d2 X0 d2 X0 d2 X0 2 d2 X1 d2 X1 2 2
2 d X1 d2 X1 3
= + ε + ε + ε + ε + ε + ε + ε ,
dT20 dT0 dT1 dT0 dT1 dT21 dT20 dT0 dT1 dT0 dT1 dT21
d2 X0
 2
d2 X0 d2 X1
 2
d2 X1 d2 X1 d2 X1 3
 
d X0 2 d X0
= 2
+ ε + + 2
+ ε 2
+ + + ε ,
dT0 dT0 dT1 dT0 dT1 dT0 dT1 dT0 dT1 dT0 dT1 dT21
d2 X0 d2 X0 d2 X1
 2
d2 X1 d2 X1 3
  
2 d X0
= + ε 2 + + ε + 2 + ε ,
dT20 dT0 dT1 dT20 dT21 dT0 dT1 dT21

Second Order Approximation

x(t) = X0 (T0 , T1 , T2 ) + εX1 (T0 , T1 , T2 ) + ε2 X2 (T0 , T1 , T2 )

 dX dX0 dX0  

0
  dT01 dT1 dT2 1
dx 
= 1 ε ε2  dX
dT0
dX1
dT1
dX1   ε 
dT2 ,
dt

dX2 dX2 dX2 ε2
dT0 dT1 dT2
 dX
+ ε dX + ε2 dX

0 0 0
dT0 dT1 dT2
dX dX1
ε2  dT01 + ε2 dX
  1
= 1 + ε dT1 dT2  ,

ε
dX2
dT0 + ε dX
dT1
2
+ ε2 dX2
dT2
dX0 dX0 dX0 dX1 dX1 dX1 dX2 dX2 dX2
= +ε + ε2 +ε + ε2 + ε3 +ε + ε2 + ε3 ,
dT0 dT1 dT2 dT0 dT1 dT2 dT0 dT1 dT2
     
dX0 dX0 dX1 dX2 dX0 dX1 dX2 dX1 dX2
= +ε + + + ε2 + + + ε3 +
dT0 dT1 dT0 dT0 dT2 dT1 dT1 dT2 dT2

11
 d2 X 0 d2 X 0 d2 X 0 2 d2 X0 2
d2 X 0 2 d2 X 0 d2 X 0 d2 X0 2  
 
dT20
+ dT0 dT1
ε+ dT0 dT2 ε dT0 dT1 + ddTX20 ε + dT1 dT2
ε dT0 dT2 + dT1 dT2
ε+ dT22
ε
d2 x  1  1
2  d2 X 1
 2
d X1
+ dT ε+ d2 X 1 2 d2 X1 2
+ ddTX21 ε + dT
2
d X1 2 d2 X 1 2
d X1
+ dT ε+
2
d X1 2   
= 1 ε ε  dT2 0 dT1 dT0 dT2 ε dT0 dT1 1 dT2
ε dT0 dT2 1 dT2 2 ε  ε ,
dt2  2 0 1 dT2  2
d X2 d2 X 2 d2 X 2 2 d2 X2 2
d2 X 2 2 d2 X 2 d2 X 2 d2 X2 2 ε
dT20
+ dT0 dT1
ε+ dT0 dT2 ε dT0 dT1 + ddTX22 ε + dT1 dT2
ε dT0 dT2 + dT1 dT2
ε+ dT2 2 ε
1
d2 X 0 d2 X 0 d2 X 0 2 2 2
d2 X 0 3 2 2
d2 X 0 4
 
d X0
dT20
+ dT0 dT1
ε+ dT0 dT2 ε + ε dT0 dT1
+ ddTX20 ε2 + dT1 dT2 ε
d X0
+ ε2 dT0 dT2
d X0 3
+ dT1 dT2
ε + dT22
ε
1
 d2 X 1
 2
d2 X 1 2 d2 X 1 d2 X 1 2 d2 X 1 3 2 2 2

d X1 d X1 d X1 3 d X1 4 
2 + ε2 dT

= 1 ε ε  dT2 + dT0 dT1
ε+ dT0 dT2 ε + ε dT0 dT1
+ dT2
ε + dT1 dT2 ε 0 dT2
+ dT1 dT2
ε + dT2 2 ε ,
 2 0 1
d2 X 2 d2 X 2 2 2 2
d2 X 2 3 2 2
d2 X 2 4

d X2 d X2
dT20
+ dT0 dT1
ε+ dT0 dT2 ε + ε dT0 dT1
+ ddTX22 ε2 + dT1 dT2 ε
d X2
+ ε2 dT0 dT2
d X2 3
+ dT1 dT2
ε + dT22
ε
1

d2 X0 2
d X0 d2 X0 2 d2 X0 d2 X0 2 d2 X0 3 2
2 d X0 d2 X0 3 d2 X0 4
= + ε + ε + ε + ε + ε + ε + ε + ε
dT20 dT0 dT1 dT0 dT2 dT0 dT1 dT21 dT1 dT2 dT0 dT2 dT1 dT2 dT22
d2 X1 d2 X1 2 d2 X1 3 2
2 d X1 d2 X1 3 d2 X1 4 2
3 d X1 d2 X1 4 d2 X1 5
+ε + ε + ε + ε + ε + ε + ε + ε + ε
dT20 dT0 dT1 dT0 dT2 dT0 dT1 dT21 dT1 dT2 dT0 dT2 dT1 dT2 dT22
d2 X2 d2 X2 3 d2 X2 4 d2 X2 d2 X2 4 d2 X2 5 d2 X2 d2 X2 5 d2 X2 6
+ ε2 2
+ ε + ε + ε3 + 2
ε + ε + ε4 + ε + ε
dT0 dT0 dT1 dT0 dT2 dT0 dT1 dT1 dT1 dT2 dT0 dT2 dT1 dT2 dT22

d2 X0
 2
d2 X0 d2 X1
 2
d2 X0 d2 X0 d2 X1 d2 X1 d2 X2
 
d X0 2 d X0
= +ε + + +ε + + + + +
dT20 dT0 dT1 dT0 dT1 dT20 dT0 dT2 dT21 dT0 dT2 dT0 dT1 dT0 dT1 dT20
 2
d2 X0 d2 X1 d2 X1 d2 X1 d2 X2 d2 X2

d X0
+ ε3 + + + 2
+ + +
dT1 dT2 dT1 dT2 dT0 dT2 dT1 dT0 dT2 dT0 dT1 dT0 dT1
 2 2 2 2 2 2  2
d2 X2 d2 X2 d2 X2 6
 
d X0 d X1 d X1 d X2 d X2 d X2 5 d X1
+ ε4 + + + + + + ε + + + ε
dT22 dT1 dT2 dT1 dT2 dT0 dT2 dT21 dT0 dT2 dT22 dT1 dT2 dT1 dT2 dT22

d2 X0 d2 X0 d2 X1 d2 X0 d2 X0 d2 X1 d2 X2
   
2
= +ε 2 + +ε 2 + +2 +
dT20 dT0 dT1 dT20 dT0 dT2 dT21 dT0 dT1 dT20
d2 X0 d2 X1 d2 X1 d2 X2
 
+ ε3 2 +2 + 2
+2
dT1 dT2 dT0 dT2 dT1 dT0 dT1
 2 2 2 2  2
d2 X2 d2 X2 6
 
4 d X0 d X1 d X2 d X2 5 d X1
+ε + 2 + + 2 + ε + 2 + ε
dT22 dT1 dT2 dT21 dT0 dT2 dT22 dT1 dT2 dT22

Third Order Approximation

x(t) = X0 (T0 , T1 , T2 , T3 ) + εX1 (T0 , T1 , T2 , T3 ) + ε2 X2 (T0 , T1 , T2 , T3 ) + ε3 X3 (T0 , T1 , T2 , T3 )

 dX0 dX0 dX0 dX0   

dT0 dT1 dT2 dT3 1
dx   dX1 dX1 dX1 dX1   
ε2
 dT0
ε3  dX dT1 dT2 dT3   ε  ,

= 1 ε
dt  dT2 dX2
dT1
dX2
dT2 dT3
 ε2 
dX2 
0
dX3 dX3 dX3 dX3 ε3
dT0 dT1 dT2 dT3
 dX0
dT0 + ε dX
dT1
0
+ ε2 dX 0 3 dX0 
dT2 + ε dT3
 dX1 + ε dX 1
+ ε2 dX 1 3 dX1 
ε2 dT0
ε3  dX dT1 dT2 + ε dT3  ,
 
= 1

ε dX2
 dT2 + ε dT2 + ε3 dX
2 dX2 2

0
+ ε dT1 dT3
dX3
dT0 + ε dX
dT1
3
+ ε2 dX 3 3 dX3
dT2 + ε dT3

12
 dX0 dX0 dX0 dX0 dX1 dX1 dX1 dX1 dX2 dX2 dX2 dX2
= +ε + ε2 + ε3 +ε + ε2 + ε3 + ε4 + ε2 + ε3 + ε4 + ε5
dT0 dT1 dT2 dT3 dT0 dT1 dT2 dT3 dT0 dT1 dT2 dT3
3 dX3 4 dX3 5 dX3 6 dX3
+ε +ε +ε +ε ,
dT0 dT1 dT2 dT3
       
dX0 dX0 dX1 dX0 dX1 dX2 dX0 dX1 dX2 dX3 dX1 dX2 dX3
= +ε + + ε2 + + + ε3 + + + + ε4 + +
dT0 dT1 dT0 dT2 dT1 dT0 dT3 dT2 dT1 dT0 dT3 dT2 dT1
 
dX2 dX 3 dX 3
+ ε5 + + ε6
dT3 dT2 dT3

d2 x 
ε2 ε3

= 1 ε
dt2
d2 X 0 d2 X 0 d2 X 0 n d2 X0 2
d2 X 0 n d2 X 0 d2 X0 d2 X 0 n  
 
2 + dT0 dT1
ε + ... + dT0 dTn ε dT0 dT1 + ddTX20 ε + ... + dT1 dTn
ε dT0 dTn + dT1 dTn
ε + ... + dT2n
ε
 dT 0 1  1
 d2 X 1 2
d X1
+ dT ε + ... + d2 X 1 n d2 X1 2
+ ddTX21 ε + ... + dT
2
d X1 n d2 X 1 2
d X1
+ dT ε + ... +
2
d X1 n   
 dT2
 0 0 dT1 dT0 dTn ε dT0 dT1 1 1 dTn
ε dT0 dTn 1 dTn dTn 2 ε  ε 
 2 ,
 .  ε 
 3
d2 Xn d2 X n d2 X n n d2 X n 2
d2 X n n d2 Xn d2 X n 2

ε
dT20
+ dT0 dT1 + ... + dT0 dTn ε
ε dT0 dT1 + ddTX2n ε + ... + dT1 dTn
ε dT0 dTn + dT1 dTn
ε + ... + ddTX2n ε n
1 n

Post multiplication gives 4 × 1

d2 X0 d2 X0 d2 X0 2 d2 X0 3 d2 X0 d2 X0 2 d2 X0 3 d2 X0 4
1st Row → + ε + ε + ε + ε + ε + ε + ε
dT20 dT0 dT1 dT0 dT2 dT0 dT3 dT0 dT1 dT21 dT1 dT2 dT1 dT3
d2 X0 d2 X0 3 d2 X0 4 d2 X0 5 d2 X0 d2 X0 4 d2 X0 5 d2 X0 6
+ ε2 + ε + 2
ε + ε + ε3 + ε + ε + ε
dT0 dT2 dT1 dT2 dT2 dT2 dT3 dT0 dT3 dT1 dT3 dT2 dT3 dT23
d2 X1 d2 X1 d2 X1 2 d2 X1 3 d2 X1 d2 X1 2 d2 X1 3 d2 X1 4
2nd Row → + ε + ε + ε + ε + ε + ε + ε
dT20 dT0 dT1 dT0 dT2 dT0 dT3 dT0 dT1 dT21 dT1 dT2 dT1 dT3
d2 X1 d2 X1 3 d2 X1 4 d2 X1 5 2
3 d X1 d2 X1 4 d2 X1 5 d2 X1 6
+ ε2 + ε + ε + ε + ε + ε + ε + ε
dT0 dT2 dT1 dT2 dT22 dT2 dT3 dT0 dT3 dT1 dT3 dT2 dT3 dT23
d2 X2 d2 X2 d2 X2 2 d2 X2 3 d2 X2 d2 X2 2 d2 X2 3 d2 X2 4
3rd Row → 2
+ ε+ ε + ε +ε + 2
ε + ε + ε
dT0 dT0 dT1 dT0 dT2 dT0 dT3 dT0 dT1 dT1 dT1 dT2 dT1 dT3
d2 X2 d2 X2 3 d2 X2 4 d2 X2 5 2
3 d X2 d2 X2 4 d2 X2 5 d2 X2 6
+ ε2 + ε + ε + ε + ε + ε + ε + ε
dT0 dT2 dT1 dT2 dT22 dT2 dT3 dT0 dT3 dT1 dT3 dT2 dT3 dT23
d2 X3 d2 X3 d2 X3 2 d2 X3 3 d2 X3 d2 X3 2 d2 X3 3 d2 X3 4
4th Row → 2
+ ε+ ε + ε +ε + 2
ε + ε + ε
dT0 dT0 dT1 dT0 dT2 dT0 dT3 dT0 dT1 dT1 dT1 dT2 dT1 dT3
d2 X3 d2 X3 3 d2 X3 4 d2 X3 5 2
3 d X3 d2 X3 4 d2 X3 5 d2 X3 6
+ ε2 + ε + ε + ε + ε + ε + ε + ε
dT0 dT2 dT1 dT2 dT22 dT2 dT3 dT0 dT3 dT1 dT3 dT2 dT3 dT23

13
Pre multiplication gives 1 × 1

d2 x d2 X0 d2 X0 d2 X0 2 d2 X0 3 d2 X0 d2 X0 2 d2 X0 3 d2 X0 4
= + ε + ε + ε + ε + ε + ε + ε
dt2 dT20 dT0 dT1 dT0 dT2 dT0 dT3 dT0 dT1 dT21 dT1 dT2 dT1 dT3
d2 X0 d2 X0 3 d2 X0 4 d2 X0 5 2
3 d X0 d2 X0 4 d2 X0 5 d2 X0 6
+ ε2 + ε + ε + ε + ε + ε + ε + ε
dT0 dT2 dT1 dT2 dT22 dT2 dT3 dT0 dT3 dT1 dT3 dT2 dT3 dT23
d2 X1 d2 X1 2 d2 X1 3 d2 X1 4 d2 X1 d2 X1 3 d2 X1 4 d2 X1 5
+ε 2
+ ε + ε + ε + ε2 + 2
ε + ε + ε
dT0 dT0 dT1 dT0 dT2 dT0 dT3 dT0 dT1 dT1 dT1 dT2 dT1 dT3
d2 X1 d2 X1 4 d2 X1 5 d2 X1 6 2
4 d X1 d2 X1 5 d2 X1 6 d2 X1 7
+ ε3 + ε + ε + ε + ε + ε + ε + ε
dT0 dT2 dT1 dT2 dT22 dT2 dT3 dT0 dT3 dT1 dT3 dT2 dT3 dT23
d2 X2 d2 X2 3 d2 X2 4 d2 X2 5 2
3 d X2 d2 X2 4 d2 X2 5 d2 X2 6
+ ε2 + ε + ε + ε + ε + ε + ε + ε
dT20 dT0 dT1 dT0 dT2 dT0 dT3 dT0 dT1 dT21 dT1 dT2 dT1 dT3
d2 X2 d2 X2 5 d2 X2 6 d2 X2 7 2
5 d X2 d2 X2 6 d2 X2 7 d2 X2 8
+ ε4 + ε + ε + ε + ε + ε + ε + ε
dT0 dT2 dT1 dT2 dT22 dT2 dT3 dT0 dT3 dT1 dT3 dT2 dT3 dT23
d2 X3 d2 X3 4 d2 X3 5 d2 X3 6 2
4 d X3 d2 X3 5 d2 X3 6 d2 X3 7
+ ε3 + ε + ε + ε + ε + ε + ε + ε
dT20 dT0 dT1 dT0 dT2 dT0 dT3 dT0 dT1 dT21 dT1 dT2 dT1 dT3
d2 X3 d2 X3 6 d2 X3 7 d2 X3 8 d2 X3 d2 X3 7 d2 X3 8 d2 X3 9
+ ε5 + ε + 2
ε + ε + ε6 + ε + ε + ε
dT0 dT2 dT1 dT2 dT2 dT2 dT3 dT0 dT3 dT1 dT3 dT2 dT3 dT23

d2 X0
 2
d2 X0
 2
d2 X0 d2 X0 d2 X1 d2 X1 d2 X1 d2 X2
 
d X0 2 d X0
= + ε + + ε + + + + + +
dT20 dT0 dT1 dT0 dT1 dT0 dT2 dT21 dT0 dT2 dT20 dT0 dT1 dT0 dT1 dT20
 2
d2 X0 d2 X0 d2 X0 d2 X1 d2 X1 d2 X1 d2 X2 d2 X2 d2 X3

3 d X0
+ε + + + + + + + + +
dT0 dT3 dT1 dT2 dT1 dT2 dT0 dT3 dT21 dT0 dT2 dT0 dT2 dT0 dT1 dT0 dT1 dT20
 2
d X0 d2 X0 d2 X0 d2 X1 d2 X1 d2 X1 d2 X1 d2 X2 d2 X2 d2 X2 d2 X3
+ ε4 + 2
+ + + + + + 2
+ + +
dT1 dT3 dT2 dT1 dT3 dT0 dT3 dT1 dT2 dT1 dT2 dT0 dT3 dT1 dT0 dT2 dT0 dT2 dT0 dT1
 2
5 d X0 d2 X0 d2 X1 d2 X1 d2 X1 d2 X2 d2 X2 d2 X2 d2 X2 d2 X3 d2 X3
+ε + + + + + + + + + +
dT2 dT3 dT2 dT3 dT1 dT3 dT1 dT3 dT22 dT0 dT3 dT1 dT2 dT1 dT2 dT0 dT3 dT21 dT0 dT2
 2
d2 X1 d2 X1 d2 X2 d2 X2 d2 X2 d2 X3 d2 X3 d2 X3 d2 X3

6 d X0
+ε + + + + + + + + +
dT23 dT2 dT3 dT2 dT3 dT1 dT3 dT1 dT3 dT22 dT0 dT3 dT1 dT2 dT1 dT2 dT0 dT3
 2
d2 X2 d2 X2 d2 X3 d2 X3 d2 X3 d2 X2 d2 X3 d2 X3 d2 X3 9
  
d X1
+ ε7 2
+ + + + + 2
+ ε8 2
+ + + ε
dT3 dT2 dT3 dT2 dT3 dT1 dT3 dT1 dT3 dT2 dT3 dT2 dT3 dT2 dT3 dT23

14
d2 x d2 X0 d2 X0 d2 X0 d2 X0 d2 X1 d2 X1 d2 X2
   
2
= + ε 2 + ε 2 + + + 2 +
dt2 dT20 dT0 dT1 dT0 dT2 dT21 dT20 dT0 dT1 dT20
d2 X0 d2 X0 d2 X1 d2 X1 d2 X2 d2 X3
 
+ ε3 2 +2 + + 2 + 2 +
dT0 dT3 dT1 dT2 dT21 dT0 dT2 dT0 dT1 dT20
d2 X0 d2 X0 d2 X1 d2 X1 d2 X2 d2 X2 d2 X3
 
4
+ε 2 + +2 +2 + +2 +2
dT1 dT3 dT22 dT0 dT3 dT1 dT2 dT21 dT0 dT2 dT0 dT1
d2 X0 d2 X1 d2 X1 d2 X2 d2 X2 d2 X3 d2 X3
 
+ ε5 2 +2 + + 2 + 2 + + 2
dT2 dT3 dT1 dT3 dT22 dT0 dT3 dT1 dT2 dT21 dT0 dT2
 2 2 2 2 2 2 
d X0 d X1 d X2 d X2 d X3 d X3
+ ε6 2
+2 +2 + 2
+2 +2
dT3 dT2 dT3 dT1 dT3 dT2 dT0 dT3 dT1 dT2
 2 2 2 2  2
d2 X3 d2 X3 9
 
d X1 d X2 d X3 d X3 8 d X2
+ ε7 2
+ 2 + 2 + 2
+ ε 2
+ 2 + ε
dT3 dT2 dT3 dT1 dT3 dT2 dT3 dT2 dT3 dT23

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6 Method of Averaging
Applicable to nonliner dynamic system with periodic forcing.
Z t+T
dx
= εf(x, t) f(x, t + T) = f(x, t), f(x, t) = f(x, τ)dτ = g(y),
dt t
dy
= εg(y)
dt

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