Related papers: Asymptotic analysis of a fluid model modulated by …
We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. Here there are N identical sources that turn "on" and "off", and when "on" they generate fluid at unit rate into a buffer, which…
The asymptotic analysis of kinetic models describing the behavior of particles interacting through alignment is performed. We will analyze the asymptotic regime corresponding to large alignment frequency where the alignment effects are…
We study the asymptotic behaviour of scaling solutions with a dissipative fluid and we show that, contrary to recent claims, the existence of stable accelerating attractor solution which solves the `energy' coincidence problem depends…
Markov-modulated fluids have a long history. They form a simple class of Markov additive processes, and were initially developed in the 1950s as models for dams and reservoirs, before gaining much popularity in the 1980s as models for…
We establish new asymptotic results for the solutions of the second-grade fluids equations and characterize their decay rate in terms of the behavior of the initial data. Moreover, assuming more regularity for the initial data, we study the…
We develop symbolic methods of asymptotic approximations for solutions of linear ordinary differential equations and use to them stabilize numerical calculations. Our method follows classical analysis for first-order systems and…
In this paper we study the behavior of an incompressible viscous fluid moving between two very close surfaces also in motion. Using the asymptotic expansion method we formally justify two models, a lubrication model and a shallow water…
In this paper, we investigate exact tail asymptotics for the stationary distribution of a fluid model driven by the $M/M/c$ queue, which is a two-dimensional queueing system with a discrete phase and a continuous level. We extend the kernel…
We present a new asymptotic strategy for general micro-macro models which analyze complex viscoelastic fluids governed by coupled multiscale dynamics. In such models, the elastic stress appearing in the macroscopic continuum equation is…
We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…
We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present…
The asymptotics of a singularly perturbed problem is constructed. describing the transport of a polydisperse impurity in the atmosphere, taking into account the processes of precipitation and wind pick-up, as well as the processes of…
We study mathematically a system of partial differential equations arising in the modelling of an aging fluid, a particular class of non Newtonian fluids. We prove well-posedness of the equations in appropriate functional spaces and…
In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…
A new approach to the steady state detection in the uniformization method of solving continuous time Markov chains is introduced. The method is particularly useful in solving inhomogenous CTMC's in multiple steps, where the desired error…
We study properties of a piecewise deterministic Markov process modeling the changes in concentration of specific antibodies. The evolution of densities of the process is described by a stochastic semigroup. The long-time behaviour of this…
We use a discrete multiscale analysis to study the asymptotic integrability of differential-difference equations. In particular, we show that multiscale perturbation techniques provide an analytic tool to derive necessary integrability…
In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
The asymptotic iteration method (AIM) is an iterative technique used to find exact and approximate solutions to second-order linear differential equations. In this work, we employed AIM to solve systems of two first-order linear…