Related papers: Asymptotic analysis of a fluid model modulated by …
We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…
We analyze asymptotic scaling properties of a model class of anomalous reaction-diffusion (ARD) equations. Numerical experiments show that solutions to these have, for large $t$, well defined scaling properties. We suggest a general…
We establish results for the first sensitivity analysis of the stochastic fluid models (SFMs). We derive expressions for the sensitivity analysis of the key stationary and transient (time-dependent) quantities of this class of models. We…
We propose a model to study symmetric binary fluids, based in the mesoscopic molecular simulation technique known as multiparticle collision, where space and state variables are continuous while time is discrete. We include a repulsion rule…
In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…
A rigorous asymptotic procedure with the Mach number as a small parameter is used to derive the equations of mean flows which coexist and are affected by the background acoustic waves in the limit of very high Reynolds number.
Markov-modulated fluid queues are popular stochastic processes frequently used for modelling real-life applications. An important performance measure to evaluate in these applications is their steady-state behaviour, which is determined by…
In this paper we developed a numerical methodology to study some incompressible fluid flows without free surface, using the curvilinear coordinate system and whose edge geometry is constructed via parametrized spline. First, we discussed…
In this work, by considering an isentropic fluid-fluid interaction model with a large symmetric drag force, a commonly used simplified two-fluids flow model is justified as the asymptotic limit. Equations for each fluid component with an…
We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper…
We consider a fluid queue where the input process consists of N identical sources that turn on and off at exponential waiting times. The server works at the constant rate c and an on source generates fluid at unit rate. This model was first…
Stochastic Thermodynamics uses Markovian jump processes to model random transitions between observable mesoscopic states. Physical currents are obtained from anti-symmetric jump observables defined on the edges of the graph representing the…
We consider a parameter dependent family of damped hyperbolic equations with interesting limit behavior: the system approaches steady states exponentially fast and for parameter to zero the solutions converge to that of a parabolic limit…
The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov…
We consider damped driven Maxwell-Bloch equations which are finite-dimensional approximation of the damped driven Maxwell-Schr\"odinger equations. The equations describe a single-mode Maxwell field coupled to a two-level molecule. Our main…
The problem of extrapolation and interpolation of asymptotic series is considered. Several new variants of improving the accuracy of the self-similar approximants are suggested. The methods are illustrated by examples typical of chemical…
This paper is an addendum to the article by Candelier, Mehaddi & Vauquelin (2013) where the motion of a particle in a stratified fluid is investigated theoretically, at small Reynolds and P\'eclet numbers. We review briefly the method of…
Service platforms must determine rules for matching heterogeneous demand (customers) and supply (workers) that arrive randomly over time and may be lost if forced to wait too long for a match. Our objective is to maximize the cumulative…
This paper features and elaborates recent developments and modifications in asymptotic techniques in solving differential equation in non linear dynamics. These methods are proved to be powerful to solve weakly as well as strongly non…
We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…