Multiple-scale analysis

In mathematics and physics, multiple-scale analysis (also called the method of multiple scales) comprises techniques used to construct uniformly valid approximations to the solutions of perturbation problems, both for small as well as large values of the independent variables. This is done by introducing fast-scale and slow-scale variables for an independent variable, and subsequently treating these variables, fast and slow, as if they are independent. In the solution process of the perturbation problem thereafter, the resulting additional freedom – introduced by the new independent variables – is used to remove (unwanted) secular terms. The latter puts constraints on the approximate solution, which are called solvability conditions.

Mathematics research from about the 1980s proposes that coordinate transforms and invariant manifolds provide a sounder support for multiscale modelling (for example, see center manifold and slow manifold).

As an example for the method of multiple-scale analysis, consider the undamped and unforced Duffing equation:

which is a second-order ordinary differential equation describing a nonlinear oscillator. A solution y(t) is sought for small values of the (positive) nonlinearity parameter 0 < ε ≪ 1. The undamped Duffing equation is known to be a Hamiltonian system:

with q = y(t) and p = dy/dt. Consequently, the Hamiltonian H(p, q) is a conserved quantity, a constant, equal to H = ½ + ¼ ε for the given initial conditions. This implies that both y and dy/dt have to be bounded:

A regular perturbation-series approach to the problem gives the result:

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