Large scale singularly perturbed boundary value problems

M. Kathirkamanayagan and G. S. Ladde

International Journal of Stochastic Analysis, 1989, vol. 2, 1-29

Abstract:

In this paper an alternative approach to the method of asymptotic expansions for the study of a singularly perturbed linear system with multiparameters and multiple time scales is developed. The method consists of developing a linear non-singular transformation that transforms an arbitrary n — time scale system into a diagonal form. Furthermore, a dichotomy transformation is employed to decompose the faster subsystems into stable and unstable modes. Fast, slow, stable and unstable modes decomposition processes provide a modern technique to find an approximate solution of the original system in terms of the solution of an auxiliary system. This method yields a constructive and computationally attractive way to investigate the system.

Date: 1989
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/2/934328.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/2/934328.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:934328

DOI: 10.1155/S1048953389000122

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().