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The existence of normally hyperbolic <strong>slow</strong> manifolds is established by<br />

Fenichel theory [42, 71]. The singular limitǫ= 0 of system (4.1) is a differen-<br />

tial algebraic equation <strong>with</strong> trajectories confined to the critical manifold S= S 0<br />

defined by f= 0. At points of S where Dx f is a regular m×m matrix, the implicit<br />

function theorem implies that S is locally the graph of a function x=h(y). This<br />

equation yields the vector field ˙y=g(h(y), y, 0) for the <strong>slow</strong> flow on S . The ge-<br />

ometry is more complicated at fold points of S where Dx f is singular. It is often<br />

possible to extend the <strong>slow</strong> flow to the fold points after a rescaling of the vector<br />

field [51]. Fenichel proved the existence of invariant <strong>slow</strong> manifolds Sǫ where<br />

all eigenvalues of Dx f have nonzero real parts. Forǫ> 0 small, these normally<br />

hyperbolic <strong>slow</strong> manifolds are <strong>with</strong>in an O(ǫ) distance from the critical mani-<br />

fold S 0 <strong>and</strong> the flow on Sǫ converges to the <strong>slow</strong> flow on S 0 asǫ→ 0. Fenichel<br />

theory is usually developed in the context of overflowing <strong>slow</strong> manifolds <strong>with</strong><br />

boundaries. Trajectories may leave these manifolds through their boundaries.<br />

In this setting, <strong>slow</strong> manifolds are not unique, but the distance between a pair of<br />

<strong>slow</strong> manifolds is “exp<strong>one</strong>ntially small,” i.e. of order O(exp(−c/ǫ)) for a suitable<br />

positive c, independent ofǫ [71].<br />

The next section of this paper presents the SMST (<strong>slow</strong> manifold of saddle-<br />

type) algorithm. This section gives an estimate of the order of accuracy of the<br />

algorithm, augmented by analysis of a linear system for which there are explicit<br />

solutions of both the solutions of the differential equations <strong>and</strong> the boundary<br />

value solver.<br />

The third section of the paper presents numerical investigations of three ex-<br />

amples:<br />

1. A three-dimensional version of the Morris-Lecar model for bursting neu-<br />

97

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