✦ LIBER ✦
A small elliptic perturbation of a backward-forward parabolic problem with applications to stochastic models
✍ Scribed by D Dominici; C Knessl
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 413 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0893-9659
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✦ Synopsis
Communicated by J. R. Ockendon
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.