Math 2.0

Ordinary differential equations Asymptotic and perturbation methods Theorem

Tikhonov's theorem on slow-fast systems

Builds on Ordinary differential equationInitial value problemEquilibrium pointAsymptotic stabilitySingular perturbationBoundary layer

Statement

Let f ⁣:ℝn×ℝm→ℝnf \colon \R^n \times \R^m \to \R^n and g ⁣:ℝn×ℝm→ℝmg \colon \R^n \times \R^m \to \R^m be continuously differentiable. For ε>0\varepsilon > 0 consider the singularly perturbed initial value problem for a system of ordinary differential equations x˙=f(x,y),εy˙=g(x,y),x(0)=x0,y(0)=y0.\dot x = f(x, y), \quad \varepsilon \dot y = g(x, y), \quad x(0) = x^0, \quad y(0) = y^0. Let T>0T > 0, and assume the following.

  1. There are an open set U⊆ℝnU \subseteq \R^n and a continuously differentiable φ ⁣:U→ℝm\varphi \colon U \to \R^m with g(x,φ(x))=0g(x, \varphi(x)) = 0 for all x∈Ux \in U.
  2. For each x∈Ux \in U, all eigenvalues of the matrix ∂yg(x,φ(x))\partial_y g(x, \varphi(x)) have negative real part.
  3. The reduced problem xˉ˙=f(xˉ,φ(xˉ))\dot{\bar x} = f(\bar x, \varphi(\bar x)), xˉ(0)=x0\bar x(0) = x^0, has a solution xˉ\bar x on [0,T][0, T] with values in UU.
  4. The solution of the boundary layer problem dy^dτ=g(x0,y^)\frac{d\hat y}{d\tau} = g(x^0, \hat y), y^(0)=y0\hat y(0) = y^0, exists for all τ≥0\tau \ge 0 and tends to φ(x0)\varphi(x^0) as τ→∞\tau \to \infty.

Then there is ε1>0\varepsilon_1 > 0 such that for 0<ε<ε10 < \varepsilon < \varepsilon_1 the solution (xε,yε)(x_\varepsilon, y_\varepsilon) exists on [0,T][0, T]. Moreover, as ε→0\varepsilon \to 0, xε→xˉx_\varepsilon \to \bar x uniformly on [0,T][0, T], and yε→φ(xˉ)y_\varepsilon \to \varphi(\bar x) uniformly on [t0,T][t_0, T] for every t0∈(0,T]t_0 \in (0, T].

Remarks

In the fast time τ=t/ε\tau = t / \varepsilon, the variable xx hardly moves, and yy follows the boundary layer equation, in which φ(x)\varphi(x) is an asymptotically stable equilibrium point by hypothesis 2. So yy first jumps quickly to near the slow manifold y=φ(x)y = \varphi(x), and then the system moves slowly along it according to the reduced problem. The proof turns this into estimates with a Lyapunov function for the fast subsystem, uniform in xx on a compact neighbourhood of the reduced trajectory.

Example: x˙=−x+y\dot x = -x + y, εy˙=x−2y\varepsilon \dot y = x - 2y, with x(0)=1x(0) = 1, y(0)=5y(0) = 5. Here φ(x)=x/2\varphi(x) = x / 2 and ∂yg=−2<0\partial_y g = -2 < 0, and the reduced problem xˉ˙=−xˉ/2\dot{\bar x} = -\bar x / 2 gives xˉ(t)=e−t/2\bar x(t) = e^{-t/2}. The theorem gives xε(t)→e−t/2x_\varepsilon(t) \to e^{-t/2} and yε(t)→e−t/2/2y_\varepsilon(t) \to e^{-t/2} / 2 for t>0t > 0, while yε(0)=5y_\varepsilon(0) = 5, so yy has a boundary layer at t=0t = 0.

Stability of the slow manifold is needed. For x˙=0\dot x = 0, εy˙=y\varepsilon \dot y = y with y(0)=y0≠0y(0) = y^0 \neq 0, the root is φ=0\varphi = 0 but ∂yg=1>0\partial_y g = 1 > 0, and yε(t)=y0et/εy_\varepsilon(t) = y^0 e^{t/\varepsilon} does not converge.

Going deeper

For a student

Tikhonov's theorem justifies the quasi-steady-state approximation of chemical kinetics, such as the Michaelis–Menten law in enzyme kinetics. It is a result on finite time intervals; Fenichel's theorem, the basis of geometric singular perturbation theory, gives the invariant slow manifold for ε>0\varepsilon > 0. The approximation can be refined to all orders by the method of matched asymptotic expansions, under extra smoothness.

Reading path

To understand this page from the ground up, read these 7 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
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  1. Asymptotic stability concept
  2. Boundary layer concept
  3. Equilibrium point concept
  4. Initial value problem concept
  5. Ordinary differential equation concept
  6. Singular perturbation concept
  7. Tikhonov's theorem on slow-fast systems statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Tikhonov%27s_theorem_(dynamical_systems)
About this page
Tag8X8Y61MGHW
URIm2://8X8Y61MGHW
Kindstatement, theorem
WritingW0 stub
MSC34E15, 34D15
StatusThis copy of the site has no build data. Run m2 status 8X8Y61MGHW.
AboutSingular perturbation
UsesOrdinary differential equation, Initial value problem, Equilibrium point, Asymptotic stability, Singular perturbation, Boundary layer
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Changed2 November 2026

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