A small elliptic perturbation of a backward-forward parabolic problem with applications to stochastic models.

DOI10.1016/S0893-9659(04)90122-XzbMATH Open1133.35343arXivmath/0306261MaRDI QIDQ1764552FDOQ1764552

Authors: Charles Knessl, Diego Dominici 

Publication date: 25 February 2005

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Abstract: We consider an elliptic PDE in two variables. As one parameter approaches zero, this PDE collapses to a parabolic one, that is forward parabolic in a part of the domain and backward parabolic in the remainder. Such problems arise naturally in various stochastic models, such as fluid models for data-handling systems and Markov-modulated queues. We employ singular perturbation methods to study the problem for small values of the parameter.

Full work available at URL: https://arxiv.org/abs/math/0306261

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Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Boundary value problems for second-order elliptic equations (35J25) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cites Work

• Half-range analysis of a counter-current separator
• Mean Exit times for Particles Driven by Weakly Colored Noise
• Heavy Traffic Analysis of a Markov-Modulated Queue with Finite Capacity and General Service Times
• Heavy-Traffic Analysis of a Data-Handling System with Many Sources

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