1,865 research outputs found
Nonlinear zero-sum differential game analysis by singular perturbation methods
A class of nonlinear, zero-sum differential games, exhibiting time-scale separation properties, can be analyzed by singular-perturbation techniques. The merits of such an analysis, leading to an approximate game solution, as well as the 'well-posedness' of the formulation, are discussed. This approach is shown to be attractive for investigating pursuit-evasion problems; the original multidimensional differential game is decomposed to a 'simple pursuit' (free-stream) game and two independent (boundary-layer) optimal-control problems. Using multiple time-scale boundary-layer models results in a pair of uniformly valid zero-order composite feedback strategies. The dependence of suboptimal strategies on relative geometry and own-state measurements is demonstrated by a three dimensional, constant-speed example. For game analysis with realistic vehicle dynamics, the technique of forced singular perturbations and a variable modeling approach is proposed. Accuracy of the analysis is evaluated by comparison with the numerical solution of a time-optimal, variable-speed 'game of two cars' in the horizontal plane
Asymptotic methods for delay equations.
Asymptotic methods for singularly perturbed delay differential equations are in many ways more challenging to implement than for ordinary differential equations. In this paper, four examples of delayed systems which occur in practical models are considered: the delayed recruitment equation, relaxation oscillations in stem cell control, the delayed logistic equation, and density wave oscillations in boilers, the last of these being a problem of concern in engineering two-phase flows. The ways in which asymptotic methods can be used vary from the straightforward to the perverse, and illustrate the general technical difficulties that delay equations provide for the central technique of the applied mathematician. © Springer 2006
Asymptotic Exit Location Distributions in the Stochastic Exit Problem
Consider a two-dimensional continuous-time dynamical system, with an
attracting fixed point . If the deterministic dynamics are perturbed by
white noise (random perturbations) of strength , the system state
will eventually leave the domain of attraction of . We analyse the
case when, as , the exit location on the boundary
is increasingly concentrated near a saddle point of the
deterministic dynamics. We show that the asymptotic form of the exit location
distribution on is generically non-Gaussian and asymmetric,
and classify the possible limiting distributions. A key role is played by a
parameter , equal to the ratio of the stable
and unstable eigenvalues of the linearized deterministic flow at . If
then the exit location distribution is generically asymptotic as
to a Weibull distribution with shape parameter , on the
length scale near . If it is generically
asymptotic to a distribution on the length scale, whose
moments we compute. The asymmetry of the asymptotic exit location distribution
is attributable to the generic presence of a `classically forbidden' region: a
wedge-shaped subset of with as vertex, which is reached from ,
in the limit, only via `bent' (non-smooth) fluctuational paths
that first pass through the vicinity of . We deduce from the presence of
this forbidden region that the classical Eyring formula for the
small- exponential asymptotics of the mean first exit time is
generically inapplicable.Comment: This is a 72-page Postscript file, about 600K in length. Hardcopy
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Numerical solution of singularly perturbed convection-diffusion-reaction problems with two small parameters
Preprint version, the final publication is available at Springer via http://dx.doi.org/10.1007/s10543-015-0559-8This paper discusses the numerical solution of 1-D convection-diffusion-reaction problems that are singularly perturbed with two small parameters using a new mesh-adaptive upwind scheme that adapts to the boundary layers. The meshes are generated by the equidistribution of a special positive monitor function. Uniform, parameter independent
convergence is shown and holds even in the limit that the small parameters are zero. Numerical experiments are presented that illustrate the theoretical findings, and show that the new approach has better accuracy compared with current methods.DFG, SFB 1029, Substantial efficiency increase in gas turbines through direct use of coupled unsteady combustion and flow dynamic
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