Math 2.0

Ordinary differential equations Definition

Method of multiple scales

Builds on Ordinary differential equationAsymptotic analysis

Definition

Consider an ordinary differential equation F(t,x,x′,x′′,ε)=0F(t, x, x', x'', \varepsilon) = 0 for x(t)x(t), depending on a small parameter ε>0\varepsilon > 0. The method of multiple scales (two-timing, in its simplest form) proceeds as follows.

  1. Introduce the slow time T=εtT = \varepsilon t and seek x(t)=X(t,T)x(t) = X(t, T), where XX is a function of two independent variables.
  2. Replace ddt\frac{d}{dt} by ∂t+ε∂T\partial_t + \varepsilon \partial_T, and expand X=X0(t,T)+εX1(t,T)+⋯X = X_0(t, T) + \varepsilon X_1(t, T) + \cdots.
  3. Collect powers of ε\varepsilon; this gives equations in tt for X0,X1,…X_0, X_1, \ldots in which TT is a parameter.
  4. Choose the dependence of X0,X1,…X_0, X_1, \ldots on TT so that each XkX_k stays bounded in tt. This means that the equations have no resonant forcing that produces secular terms.

The result is an asymptotic expansion intended to be valid for 0≤t≤C/ε0 \le t \le C / \varepsilon. More slow times ε2t,ε3t,…\varepsilon^2 t, \varepsilon^3 t, \ldots can be added to reach longer time intervals.

Remarks

Example: x′′+2εx′+x=0x'' + 2\varepsilon x' + x = 0. Order 00 gives ∂t2X0+X0=0\partial_t^2 X_0 + X_0 = 0, so X0=A(T)cos⁡t+B(T)sin⁡tX_0 = A(T) \cos t + B(T) \sin t. Order 11 gives ∂t2X1+X1=−2∂t∂TX0−2∂tX0=2(A′+A)sin⁡t−2(B′+B)cos⁡t\partial_t^2 X_1 + X_1 = -2 \partial_t \partial_T X_0 - 2 \partial_t X_0 = 2(A' + A) \sin t - 2(B' + B) \cos t. Bounded X1X_1 requires A′=−AA' = -A and B′=−BB' = -B, so X0=e−T(acos⁡t+bsin⁡t)X_0 = e^{-T} (a \cos t + b \sin t). Every exact solution has the form e−εt(c1cos⁡(1−ε2 t)+c2sin⁡(1−ε2 t))e^{-\varepsilon t} \bigl(c_1 \cos(\sqrt{1 - \varepsilon^2}\, t) + c_2 \sin(\sqrt{1 - \varepsilon^2}\, t)\bigr). Its frequency differs from 11 by O(ε2)O(\varepsilon^2), so the approximation has error O(ε)O(\varepsilon) for 0≤t≤C/ε0 \le t \le C / \varepsilon.

Non-example: the regular expansion x=x0(t)+εx1(t)x = x_0(t) + \varepsilon x_1(t) with one time gives x1x_1 containing tcos⁡tt \cos t and tsin⁡tt \sin t terms, so the error is not small when t≥1/εt \ge 1/\varepsilon.

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To understand this page from the ground up, read these 3 pages in order. The foundations come first.

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  1. Asymptotic analysis concept
  2. Ordinary differential equation concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Multiple-scale_analysis
About this page
Tag3ZEW7MC05Z
URIm2://3ZEW7MC05Z
Kinddefinition
WritingW0 stub
MSC34E13, 34E10
DefinesMethod of multiple scales
UsesOrdinary differential equation, Asymptotic analysis
Changed2 November 2026

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