• Journal of the Korean Mathematical Society
• /
• v.38 no.2
• /
• pp.227-274
• /
• 2001

In this paper we intended to discuss the following topics: (1) Notation, generalities, Markov processes. The close relationship between (generators of) Markov processes and the martingale problem is exhibited. A link between the Korovkin property and generators of Feller semigroups is established. (2) Feynman-Kac semigroups: 0-order regular perturbations, pinned Markov measures. A basic representation via distributions of Markov processes is depicted. (3) Dirichlet semigroups: 0-order singular perturbations, harmonic functions, multiplicative functionals. Here a representation theorem of solutions to the heat equation is depicted in terms of the distributions of the underlying Markov process and a suitable stopping time. (4) Sets of finite capacity, wave operators, and related results. In this section a number of results are presented concerning the completeness of scattering systems (and its spectral consequences). (5) Some (abstract) problems related to Neumann semigroups: 1st order perturbations. In this section some rather abstract problems are presented, which lie on the borderline between first order perturbations together with their boundary limits (Neumann type boundary conditions and) and reflected Markov processes.

• Journal of applied mathematics & informatics
• /
• v.26 no.3_4
• /
• pp.689-706
• /
• 2008

In this paper, a fifth order numerical method is presented for solving singularly perturbed two point boundary value problems with a boundary layer at one end point. The two point boundary value problem is transformed into general first order ordinary differential equation system. A discrete approximation of a fifth order compact difference scheme is presented for the first order system. An asymptotically equivalent first order equation of the original singularly perturbed two point boundary value problem is obtained from the theory of singular perturbations. It is used in the fifth order compact difference scheme to get a two term recurrence relation and is solved. Several linear and non-linear singular perturbation problems have been solved and the numerical results are presented to support the theory. It is observed that the present method approximates the exact solution very well.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.18 no.2
• /
• pp.107-127
• /
• 2014

The goal of this note is to describe the asymptotic behaviour of problems set in cylinders when the size of them is becoming infinite. This leads to consider problems in unbounded domains as well as new singular perturbations issues.

• Journal of applied mathematics & informatics
• /
• v.28 no.1_2
• /
• pp.411-423
• /
• 2010

In this paper, a numerical method for singular perturbation problems arising in chemical reactor theory for general singularly perturbed two point boundary value problems with boundary layer at one end(left or right) of the underlying interval is presented. The original second order differential equation is replaced by an approximate first order differential equation with a small deviating argument. By using the trapezoidal formula we obtain a three term recurrence relation, which is solved using Thomas Algorithm. To demonstrate the applicability of the method, we have solved four linear (two left and two right end boundary layer) and one nonlinear problems. From the results, it is observed that the present method approximates the exact or the asymptotic expansion solution very well.

• International Journal of Naval Architecture and Ocean Engineering
• /
• v.13 no.1
• /
• pp.758-771
• /
• 2021

This paper presents a novel control scheme for the three-dimensional (3D) path following of underactuated Autonomous Underwater Vehicle (AUVs) subject to unknown internal and external disturbances, in term of the time scale decomposition method. As illustration, two-time scale motions are first artificially forced into the closed-loop control system, by appropriately selecting the control gain of the integrator. Using the singular perturbation theory, the integrator is considered as a fast dynamical control law that designed to shape the space configuration of fast variable. And then the stabilizing controller is designed in the reduced model independently, based on the time scale decomposition method, leading to a relatively simple control law. The stability of the resultant closed-loop system is demonstrated by constructing a composite Lyapunov function. Finally, simulation results are provided to prove the efficacy of the proposed controller for path following of underactuated AUVs under internal and external disturbances.

• Journal of Institute of Control, Robotics and Systems
• /
• v.22 no.9
• /
• pp.679-685
• /
• 2016

This paper addresses an observer-based output-feedback sampled-data controller design problem for nonlinear systems in Takagi-Sugeno (T-S) form including singular perturbations. The design condition is represented in terms of linear matrix inequalities. The separation principle is also investigated.

• Journal of applied mathematics & informatics
• /
• v.26 no.5_6
• /
• pp.1273-1287
• /
• 2008

In this paper, the numerical integration method for general singularly perturbed two point boundary value problems with mixed boundary conditions of both left and right end boundary layer is presented. The original second order differential equation is replaced by an approximate first order differential equation with a small deviating argument. By using the trapezoidal formula we obtain a three term recurrence relation, which is solved using Thomas Algorithm. To demonstrate the applicability of the method, we have solved four linear (two left and two right end boundary layer) and one nonlinear problems. From the results, it is observed that the present method approximates the exact or the asymptotic expansion solution very well.

• Journal of the Korean Mathematical Society
• /
• v.51 no.4
• /
• pp.679-702
• /
• 2014

Investigation of the numerical solution of singularly perturbed turning point problems dates back to late 1970s. However, due to the presence of layers, not many high order schemes could be developed to solve such problems. On the other hand, one could think of applying the convergence acceleration technique to improve the performance of existing numerical methods. However, that itself posed some challenges. To this end, we design and analyze a novel fitted operator finite difference method (FOFDM) to solve this type of problems. Then we develop a fitted mesh finite difference method (FMFDM). Our detailed convergence analysis shows that this FMFDM is robust with respect to the singular perturbation parameter. Then we investigate the effect of Richardson extrapolation on both of these methods. We observe that, the accuracy is improved in both cases whereas the rate of convergence depends on the particular scheme being used.

• Proceedings of the Korean Society of Precision Engineering Conference
• /
• 1996.11a
• /
• pp.301-305
• /
• 1996

$\mu$ theory can handle the parametric uncertainty and produces more non-conservative controller than H$_{\infty}$ control theory. However an existing solution of the theory, D-K iteration, creates a controller of huge order and cannot handle the real or mixed real-complex perturbation sets. In this paper, we use genetic algorithms to solve these problems of the D-K iteration method. The Youla parameterization is used to obtain all stabilizing controllers and the genetic algorithms determines the values of the state feedback gain, the observer gain, and Q parameter to minimize $\mu$, the structured singular value, of given system. From an example, we show that this method produces lower order controller which controls a real parameter-perturbed plant than D-K iteration method.

• Smart Structures and Systems
• /
• v.11 no.1
• /
• pp.19-34
• /
• 2013

The objective of this paper is to develop on-line system parameter estimation and damage detection technique from the response measurements through using the Recursive Covariance-Driven Stochastic Subspace identification (RSSI-COV) approach. To reduce the effect of noise on the results of identification, discussion on the pre-processing of data using recursive singular spectrum analysis (rSSA) is presented to remove the noise contaminant measurements so as to enhance the stability of data analysis. Through the application of rSSA-SSI-COV to the vibration measurement of bridge during scouring experiment, the ability of the proposed algorithm was proved to be robust to the noise perturbations and offers a very good online tracking capability. The accuracy and robustness offered by rSSA-SSI-COV provides a key to obtain the evidence of imminent bridge settlement and a very stable modal frequency tracking which makes it possible for early warning. The peak values of the identified $1^{st}$ mode shape slope ratio has shown to be a good indicator for damage location, meanwhile, the drastic movements of the peak of $2^{nd}$ mode slope ratio could be used as another feature to indicate imminent pier settlement.