• Title/Summary/Keyword: Singularly perturbed problem

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THE RECURSIVE ALGOFITHM FOR OPTIMAL REGULATOR OF NONSTANCARD SINGULARLY PERTURVED SYSTEMS

  • Mukaidani, Hiroaki;Xu, Hau;Mizukami, Koichi
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.10-13
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    • 1995
  • This paper considers the linear-quadratic optimal regulator problem for nonstandard singularly perturbed systems making use of the recursive technique. We first derive a generalized Riccati differential equation by the Hamilton-Jacobi equation. In order to obtain the feedback gain, we must solve the generalized algebraic Riccati equation. Using the recursive technique, we show that the solution of the generalized algebraic Riccati equation converges with the rate of convergence of O(.epsilon.). The existence of a bounded solution of error term can be proved by the implicit function theorem. It is enough to show that the corresponding Jacobian matrix is nonsingular at .epsilon. = 0. As a result, the solution of optimal regulator problem for nonstandard singularly perturbed systems can be obtained with an accuracy of O(.epsilon.$^{k}$ ). The proposed technique represents a significant improvement since the existing method for the standard singularly perturbed systems can not be applied to the nonstandard singularly perturbed systems.

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SOLVING SECOND ORDER SINGULARLY PERTURBED DELAY DIFFERENTIAL EQUATIONS WITH LAYER BEHAVIOR VIA INITIAL VALUE METHOD

  • GEBEYAW, WONDWOSEN;ANDARGIE, AWOKE;ADAMU, GETACHEW
    • Journal of applied mathematics & informatics
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    • v.36 no.3_4
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    • pp.331-348
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    • 2018
  • In this paper, an initial value method for solving a class of singularly perturbed delay differential equations with layer behavior is proposed. In this approach, first the given problem is modified in to an equivalent singularly perturbed problem by approximating the term containing the delay using Taylor series expansion. Then from the modified problem, two explicit Initial Value Problems which are independent of the perturbation parameter, ${\varepsilon}$, are produced: the reduced problem and boundary layer correction problem. Finally, these problems are solved analytically and combined to give an approximate asymptotic solution to the original problem. To demonstrate the efficiency and applicability of the proposed method three linear and one nonlinear test problems are considered. The effect of the delay on the layer behavior of the solution is also examined. It is observed that for very small ${\varepsilon}$ the present method approximates the exact solution very well.

Robust Stability and Disturbance Attenuation for a Class of Uncertain Singularly Perturbed Systems

  • Karimi, H.R.;Yazdanpanah, M.J.
    • Transactions on Control, Automation and Systems Engineering
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    • v.3 no.3
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    • pp.164-169
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    • 2001
  • This paper considers the problem of robust stabilization and disturbance attenuation for a class of uncertain singularly perturbed systems with norm-bounded nonlinear uncertainties. It is shown that the state feedback gain matrices can be determined to guarantee the stability of the closed-loop system for all $\varepsilon$$\in$(0, $\infty$). Based on this key result and some standard Riccati inequality approaches for robust control of singularly perturbed systems, a constructive design procedure is developed.

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AN INITIAL VALUE TECHNIQUE FOR SINGULARLY PERTURBED DIFFERENTIAL-DIFFERENCE EQUATIONS WITH A SMALL NEGATIVE SHIFT

  • Rao, R. Nageshwar;Chakravarthy, P. Pramod
    • Journal of applied mathematics & informatics
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    • v.31 no.1_2
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    • pp.131-145
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    • 2013
  • In this paper, we present an initial value technique for solving singularly perturbed differential difference equations with a boundary layer at one end point. Taylor's series is used to tackle the terms containing shift provided the shift is of small order of singular perturbation parameter and obtained a singularly perturbed boundary value problem. This singularly perturbed boundary value problem is replaced by a pair of initial value problems. Classical fourth order Runge-Kutta method is used to solve these initial value problems. The effect of small shift on the boundary layer solution in both the cases, i.e., the boundary layer on the left side as well as the right side is discussed by considering numerical experiments. Several numerical examples are solved to demonstate the applicability of the method.

UNIFORMLY CONVERGENT NUMERICAL SCHEME FOR SINGULARLY PERTURBED PARABOLIC DELAY DIFFERENTIAL EQUATIONS

  • WOLDAREGAY, MESFIN MEKURIA;DURESSA, GEMECHIS FILE
    • Journal of applied mathematics & informatics
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    • v.39 no.5_6
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    • pp.623-641
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    • 2021
  • In this paper, numerical treatment of singularly perturbed parabolic delay differential equations is considered. The considered problem have small delay on the spatial variable of the reaction term. To treat the delay term, Taylor series approximation is applied. The resulting singularly perturbed parabolic PDEs is solved using Crank Nicolson method in temporal direction with non-standard finite difference method in spatial direction. A detail stability and convergence analysis of the scheme is given. We proved the uniform convergence of the scheme with order of convergence O(N-1 + (∆t)2), where N is the number of mesh points in spatial discretization and ∆t is mesh length in temporal discretization. Two test examples are used to validate the theoretical results of the scheme.

FINITE DIFFERENCE SCHEME FOR SINGULARLY PERTURBED SYSTEM OF DELAY DIFFERENTIAL EQUATIONS WITH INTEGRAL BOUNDARY CONDITIONS

  • SEKAR, E.;TAMILSELVAN, A.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.22 no.3
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    • pp.201-215
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    • 2018
  • In this paper we consider a class of singularly perturbed system of delay differential equations of convection diffusion type with integral boundary conditions. A finite difference scheme on an appropriate piecewise Shishkin type mesh is suggested to solve the problem. We prove that the method is of almost first order convergent. An error estimate is derived in the discrete maximum norm. Numerical experiments support our theoretical results.

Application of H¡? Controller Design Method to a Linear Singularly Perturbed System (H$\infty$ 제어기 설계법의 선형 특이섭동 시스템에의 적용)

  • Yoo, Seog-Hwan
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.43 no.4
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    • pp.648-657
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    • 1994
  • This paper presents a solution of the H$\infty$ control problem for a linear singularly perturbed system. A sufficient condition for a linear singularly perturbed system to achieve the prescribed disturbance attenuation level is obtained. Based upon this sufficient condition, an H$\infty$ controller design method which involves the solutions of two generalized algebraic Riccati equations(GRE) is developed.

ASYMPTOTIC-NUMERICAL METHOD FOR SINGULARLY PERTURBED DIFFERENTIAL DIFFERENCE EQUATIONS OF MIXED-TYPE

  • SALAMA, A.A.;AL-AMERY, D.G.
    • Journal of applied mathematics & informatics
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    • v.33 no.5_6
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    • pp.485-502
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    • 2015
  • A computational method for solving singularly perturbed boundary value problem of differential equation with shift arguments of mixed type is presented. When shift arguments are sufficiently small (o(ε)), most of the existing method in the literature used Taylor's expansion to approximate the shift term. This procedure may lead to a bad approximation when the delay argument is of O(ε). The main idea for this work is to deal with constant shift arguments, which are independent of ε. In the present method, we construct the formally asymptotic solution of the problem using the method of composite expansion. The reduced problem is solved numerically by using operator compact implicit method, and the second problem is solved analytically. Error estimate is derived by using the maximum norm. Numerical examples are provided to support the theoretical results and to show the efficiency of the proposed method.

EXPONENTIALLY FITTED NUMERICAL SCHEME FOR SINGULARLY PERTURBED DIFFERENTIAL EQUATIONS INVOLVING SMALL DELAYS

  • ANGASU, MERGA AMARA;DURESSA, GEMECHIS FILE;WOLDAREGAY, MESFIN MEKURIA
    • Journal of applied mathematics & informatics
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    • v.39 no.3_4
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    • pp.419-435
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    • 2021
  • This paper deals with numerical treatment of singularly perturbed differential equations involving small delays. The highest order derivative in the equation is multiplied by a perturbation parameter 𝜀 taking arbitrary values in the interval (0, 1]. For small 𝜀, the problem involves a boundary layer of width O(𝜀), where the solution changes by a finite value, while its derivative grows unboundedly as 𝜀 tends to zero. The considered problem contains delay on the convection and reaction terms. The terms with the delays are approximated using Taylor series approximations resulting to asymptotically equivalent singularly perturbed BVPs. Inducing exponential fitting factor for the term containing the singular perturbation parameter and using central finite difference for the derivative terms, numerical scheme is developed. The stability and uniform convergence of difference schemes are studied. Using a priori estimates we show the convergence of the scheme in maximum norm. The scheme converges with second order of convergence for the case 𝜀 = O(N-1) and for the case 𝜀 ≪ N-1, the scheme converge uniformly with first order of convergence, where N is number of mesh intervals in the domain discretization. We compare the accuracy of the developed scheme with the results in the literature. It is found that the proposed scheme gives accurate result than the one in the literatures.

Stabilizing Controller Design for Time-delay Singularly Perturbed Systems by H Norm and Lambert W Function (시간지연을 갖는 특이 섭동 시스템에서 H놈과 램버트 W 함수를 이용한 안정화 제어기 설계)

  • Kim, Beomsoo
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.8
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    • pp.1144-1150
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    • 2013
  • The stabilizing controller design problem of time-delay singularly perturbed systems is considered. The proposed approach is based on the $H_{\infty}$ norm and the composite control method. A sufficient condition for the stability of the time-delay slow subsystem is presented. Using this condition, we can construct the composite control law for the time-delay singularly perturbed system and analysis the system by the matrix Lambert W function. Illustrated examples are presented to demonstrate the validity and applicability of the proposed method.