1,621 research outputs found
A parameter uniform fitted mesh method for a weakly coupled system of two singularly perturbed convection-diffusion equations
In this paper, a boundary value problem for a singularly perturbed linear
system of two second order ordinary differential equations of convection-
diffusion type is considered on the interval [0, 1]. The components of the
solution of this system exhibit boundary layers at 0. A numerical method
composed of an upwind finite difference scheme applied on a piecewise uniform
Shishkin mesh is suggested to solve the problem. The method is proved to be
first order convergent in the maximum norm uniformly in the perturbation
parameters. Numerical examples are provided in support of the theory
Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
New algorithms for computing of asymptotic expansions for stationary
distributions of nonlinearly perturbed semi-Markov processes are presented. The
algorithms are based on special techniques of sequential phase space reduction,
which can be applied to processes with asymptotically coupled and uncoupled
finite phase spaces.Comment: 83 page
Second order parameter-uniform convergence for a finite difference method for a singularly perturbed linear reaction-diffusion system
A singularly perturbed linear system of second order ordinary differential
equations of reaction-diffusion type with given boundary conditions is
considered. The leading term of each equation is multiplied by a small positive
parameter. These singular perturbation parameters are assumed to be distinct.
The components of the solution exhibit overlapping layers. Shishkin
piecewise-uniform meshes are introduced, which are used in conjunction with a
classical finite difference discretisation, to construct a numerical method for
solving this problem. It is proved that the numerical approximations obtained
with this method is essentially second order convergent uniformly with respect
to all of the parameters
Stability analysis of a general class of singularly perturbed linear hybrid systems
Motivated by a real problem in steel production, we introduce and analyze a
general class of singularly perturbed linear hybrid systems with both switches
and impulses, in which the slow or fast nature of the variables can be
mode-dependent. This means that, at switching instants, some of the slow
variables can become fast and vice-versa. Firstly, we show that using a
mode-dependent variable reordering we can rewrite this class of systems in a
form in which the variables preserve their nature over time. Secondly, we
establish, through singular perturbation techniques, an upper bound on the
minimum dwell-time ensuring the overall system's stability. Remarkably, this
bound is the sum of two terms. The first term corresponds to an upper bound on
the minimum dwell-time ensuring the stability of the reduced order linear
hybrid system describing the slow dynamics. The order of magnitude of the
second term is determined by that of the parameter defining the ratio between
the two time-scales of the singularly perturbed system. We show that the
proposed framework can also take into account the change of dimension of the
state vector at switching instants. Numerical illustrations complete our study
A Numerical Slow Manifold Approach to Model Reduction for Optimal Control of Multiple Time Scale ODE
Time scale separation is a natural property of many control systems that can
be ex- ploited, theoretically and numerically. We present a numerical scheme to
solve optimal control problems with considerable time scale separation that is
based on a model reduction approach that does not need the system to be
explicitly stated in singularly perturbed form. We present examples that
highlight the advantages and disadvantages of the method
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