On a Small Elliptic Perturbation of a Backward-Forward Parabolic Problem, with Applications to Stochastic Models
偏微分方程分析
2007-05-23 v1 概率论
摘要
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.
引用
@article{arxiv.math/0306261,
title = {On a Small Elliptic Perturbation of a Backward-Forward Parabolic Problem, with Applications to Stochastic Models},
author = {Diego Dominici and Charles Knessl},
journal= {arXiv preprint arXiv:math/0306261},
year = {2007}
}