Geometric singular perturbation theory for stochastic differential equations

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths of the stochastic system are concentrated in a neighbourhood of the slow manifold, which we construct explicitly. Depending on the dynamics of the reduced system, the results cover time spans which can be exponentially long in the noise intensity squared (that is, up to Kramers' time). We obtain exponentially small upper and lower bounds on the probability of exceptional paths. If the slow manifold contains bifurcation points, we show similar concentration properties for the fast variables corresponding to non-bifurcating modes. We also give conditions under which the system can be approximated by a lower-dimensional one, in which the fast variables contain only bifurcating modes.Comment: 43 pages. Published version. Remarks added, minor correction

Discrete Geometric Singular Perturbation Theory

We propose a mathematical formalism for discrete multi-scale dynamical systems induced by maps which parallels the established geometric singular perturbation theory for continuous-time fast-slow systems. We identify limiting maps corresponding to both 'fast' and 'slow' iteration under the map. A notion of normal hyperbolicity is defined by a spectral gap requirement for the multipliers of the fast limiting map along a critical fixed-point manifold $S$. We provide a set of Fenichel-like perturbation theorems by reformulating pre-existing results so that they apply near compact, normally hyperbolic submanifolds of $S$. The persistence of the critical manifold $S$, local stable/unstable manifolds $W^{s/u}_{loc}(S)$ and foliations of $W^{s/u}_{loc}(S)$ by stable/unstable fibers is described in detail. The practical utility of the resulting discrete geometric singular perturbation theory (DGSPT) is demonstrated in applications. First, we use DGSPT to identify singular geometry corresponding to excitability, relaxation, chaotic and non-chaotic bursting in a map-based neural model. Second, we derive results which relate the geometry and dynamics of fast-slow ODEs with non-trivial time-scale separation and their Euler-discretized counterpart. Finally, we show that fast-slow ODE systems with fast rotation give rise to fast-slow Poincar\'e maps, the geometry and dynamics of which can be described in detail using DGSPT.Comment: Updated to include minor corrections made during the review process (no major changes

Singular perturbation theory for interacting fermions in two dimensions

We consider a system of interacting fermions in two dimensions beyond the second-order perturbation theory in the interaction. It is shown that the mass-shell singularities in the self-energy, arising already at the second order of the perturbation theory, manifest a non-perturbative effect: an interaction with the zero-sound mode. Resumming the perturbation theory for a weak, short-range interaction and accounting for a finite curvature of the fermion spectrum, we eliminate the singularities and obtain the results for the quasi-particle self-energy and the spectral function to all orders in the interaction with the zero-sound mode. A threshold for emission of zero-sound waves leads a non-monotonic variation of the self-energy with energy (or momentum) near the mass shell. Consequently, the spectral function has a kink-like feature. We also study in detail a non-analytic temperature dependence of the specific heat, $C(T)\propto T^2$. It turns out that although the interaction with the collective mode results in an enhancement of the fermion self-energy, this interaction does not affect the non-analytic term in $C(T)$ due to a subtle cancellation between the contributions from the real and imaginary parts of the self-energy. For a short-range and weak interaction, this implies that the second-order perturbation theory suffices to determine the non-analytic part of $C(T)$. We also obtain a general form of the non-analytic term in $C(T)$, valid for the case of a generic Fermi liquid, \emph{i.e.}, beyond the perturbation theory.Comment: 53 pages, 10 figure

A study of the application of singular perturbation theory

A hierarchical real time algorithm for optimal three dimensional control of aircraft is described. Systematic methods are developed for real time computation of nonlinear feedback controls by means of singular perturbation theory. The results are applied to a six state, three control variable, point mass model of an F-4 aircraft. Nonlinear feedback laws are presented for computing the optimal control of throttle, bank angle, and angle of attack. Real Time capability is assessed on a TI 9900 microcomputer. The breakdown of the singular perturbation approximation near the terminal point is examined Continuation methods are examined to obtain exact optimal trajectories starting from the singular perturbation solutions