Tikhonov's theorem (dynamical systems) explained

In applied mathematics, Tikhonov's theorem on dynamical systems is a result on stability of solutions of systems of differential equations. It has applications to chemical kinetics.[1] [2] The theorem is named after Andrey Nikolayevich Tikhonov.

Statement

Consider this system of differential equations:

\begin{align} dx
dt

&=f(x,z,t),\\ \mu

dz
dt

&=g(x,z,t). \end{align}

Taking the limit as

\mu\to0

, this becomes the "degenerate system":
\begin{align} dx
dt

&=f(x,z,t),\\ z&=\varphi(x,t), \end{align}

where the second equation is the solution of the algebraic equation

g(x,z,t)=0.

Note that there may be more than one such function

\varphi

.

Tikhonov's theorem states that as

\mu\to0,

the solution of the system of two differential equations above approaches the solution of the degenerate system if

z=\varphi(x,t)

is a stable root of the "adjoined system"
dz
dt

=g(x,z,t).

Notes and References

  1. Wlodzimierz . Klonowski . Wlodzimierz Klonowski . . Biophysical Chemistry . 18 . 2 . 1983 . 73–87 . 10.1016/0301-4622(83)85001-7 . 6626688 .
  2. Marc R. . Roussel . Singular perturbation theory . October 19, 2005 . Lecture Notes .