Diagonalization and stability of large-scale singularly perturbed linear system (Q1109722)

The authors consider a linear system of singularly perturbed differential equations, where the ``small'' parameters multiplying the derivatives can be arranged into groups according to their order. The approach is to transform the system into a decoupled form, which provides an efficient tool to investigate the stability of the original system and to approximate its solution. The decoupling procedure consists of successive application of nonsingular linear transformations (due to Chang), each of them decoupling the ``fastest'' group of variables in the still coupled subsystem. The validity of the transformation is proved under appropriate stability assumptions and some applications are outlined.