• 제목/요약/키워드: singular perturbations

검색결과 19건 처리시간 0.024초

FEYNMAN-KAC SEMIGROUPS, MARTINGALES AND WAVE OPERATORS

  • Van Casteren, Jan A.
    • 대한수학회지
    • /
    • 제38권2호
    • /
    • 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.

  • PDF

A FIFTH ORDER NUMERICAL METHOD FOR SINGULAR PERTURBATION PROBLEMS

  • Chakravarthy, P. Pramod;Phaneendra, K.;Reddy, Y.N.
    • Journal of applied mathematics & informatics
    • /
    • 제26권3_4호
    • /
    • 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.

  • PDF

NUMERICAL METHOD FOR SINGULAR PERTURBATION PROBLEMS ARISING IN CHEMICAL REACTOR THEORY

  • Andargie, Awoke
    • Journal of applied mathematics & informatics
    • /
    • 제28권1_2호
    • /
    • 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.

Robust singular perturbation control for 3D path following of underactuated AUVs

  • Lei, Ming;Li, Ye;Pang, Shuo
    • International Journal of Naval Architecture and Ocean Engineering
    • /
    • 제13권1호
    • /
    • 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.

SINGULAR PERTURBATIONS AND SMALL DELAYS THROUGH LIOUVILLE'S GREEN TRANSFORMATION

  • DANY JOY;DINESH KUMAR S
    • Journal of applied mathematics & informatics
    • /
    • 제42권5호
    • /
    • pp.1211-1225
    • /
    • 2024
  • In this paper, we introduce a numerical method for solving singularly perturbed delay differential equation using Liouville - Green transformation. As an initial step, we transformed the statement equation into a singular perturbation problem with boundary conditions and then we used Liouville - Green transformation to solve it. Almost second-order accuracy is achieved with the scheme derived. The algorithm's performance is assessed through the examination of multiple test scenarios that involve different perturbation settings and delay parameters. The results of the proposed method are compared with those of other numerical techniques already available. The numerical scheme is described together with error estimates and a convergence rate.

특이섭동 타카기 수게노 퍼지모델의 관측기기반 - 출력궤환 샘플치제어 (Observer-Based Output-feedback Sampled-Data Controlling the Singularly Perturbed Takagi-Sugeno Fuzzy Model)

  • 강형빈;문지현;이호재
    • 제어로봇시스템학회논문지
    • /
    • 제22권9호
    • /
    • 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.

NUMERICAL INTEGRATION METHOD FOR SINGULAR PERTURBATION PROBLEMS WITH MIXED BOUNDARY CONDITIONS

  • Andargie, Awoke;Reddy, Y.N.
    • Journal of applied mathematics & informatics
    • /
    • 제26권5_6호
    • /
    • 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.

  • PDF

PERFORMANCE OF RICHARDSON EXTRAPOLATION ON SOME NUMERICAL METHODS FOR A SINGULARLY PERTURBED TURNING POINT PROBLEM WHOSE SOLUTION HAS BOUNDARY LAYERS

  • Munyakazi, Justin B.;Patidar, Kailash C.
    • 대한수학회지
    • /
    • 제51권4호
    • /
    • 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.

유전알고리즘을 이용한 $\mu$제어기 설계 ($\mu$-Controller Design using Genetic Algorithm)

  • 기용상;안병하
    • 한국정밀공학회:학술대회논문집
    • /
    • 한국정밀공학회 1996년도 추계학술대회 논문집
    • /
    • 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.

  • PDF