• Title/Summary/Keyword: singular perturbation problems

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A FIFTH ORDER NUMERICAL METHOD FOR SINGULAR PERTURBATION PROBLEMS

  • Chakravarthy, P. Pramod;Phaneendra, K.;Reddy, Y.N.
    • Journal of applied mathematics & informatics
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    • v.26 no.3_4
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    • pp.689-706
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    • 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.

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AN ASYMPTOTIC INITIAL VALUE METHOD FOR SECOND ORDER SINGULAR PERTURBATION PROBLEMS OF CONVECTION-DIFFUSION TYPE WITH A DISCONTINUOUS SOURCE TERM

  • Valanarasu, T.;Ramanujam, N.
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.141-152
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    • 2007
  • In this paper a numerical method is presented to solve singularly perturbed two points boundary value problems for second order ordinary differential equations consisting a discontinuous source term. First, in this method, an asymptotic expansion approximation of the solution of the boundary value problem is constructed using the basic ideas of a well known perturbation method WKB. Then some initial value problems and terminal value problems are constructed such that their solutions are the terms of this asymptotic expansion. These initial value problems are happened to be singularly perturbed problems and therefore fitted mesh method (Shishkin mesh) are used to solve these problems. Necessary error estimates are derived and examples provided to illustrate the method.

Multi-Time Scale Separations and Optimal Control Problems of Multi-Parameter Singular Perturbation Systems (여러 매개상수 특이접동계에서의 여러 시간스케일 분리와 최적제어 문제)

  • Kim, Sam-Soo;Hong, Jae-Keun;Kim, Soo-Joong
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.24 no.1
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    • pp.20-27
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    • 1987
  • The hierarchical approach method is proposed to sperate each different time scale sub-systems from linear time invariant multi-parameter singular perturbation systems. By means of this proposal, the original multi-parameter singular perturbation systems is completely separated into independent subsystems with each different time scale. It is also investigated that the controllability of the system is invariant. And this paper applies singular perturbation methods to the minimum control effort problem for linear time invariant systems with constrained controls. Also near-optimum control theory, which is based on dividing the total time interval with the time scales respectively, is proposed. As a result, the time scale separation method is show to be particularly useful in a near optimum design which can be otained through a decentralized control structure.

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NUMERICAL METHOD FOR SINGULAR PERTURBATION PROBLEMS ARISING IN CHEMICAL REACTOR THEORY

  • Andargie, Awoke
    • Journal of applied mathematics & informatics
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    • v.28 no.1_2
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    • pp.411-423
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    • 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.

THE METHOD OF ASYMPTOTIC INNER BOUNDARY CONDITION FOR SINGULAR PERTURBATION PROBLEMS

  • Andargie, Awoke;Reddy, Y.N.
    • Journal of applied mathematics & informatics
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    • v.29 no.3_4
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    • pp.937-948
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    • 2011
  • The method of Asymptotic Inner Boundary Condition for Singularly Perturbed Two-Point Boundary value Problems is presented. By using a terminal point, the original second order problem is divided in to two problems namely inner region and outer region problems. The original problem is replaced by an asymptotically equivalent first order problem and using the stretching transformation, the asymptotic inner condition in implicit form at the terminal point is determined from the reduced equation of the original second order problem. The modified inner region problem, using the transformation with implicit boundary conditions is solved and produces a condition for the outer region problem. We used Chawla's fourth order method to solve both the inner and outer region problems. The proposed method is iterative on the terminal point. Some numerical examples are solved to demonstrate the applicability of the method.

Design of Optimal Controller for the Congestion in ATM Networks (ATM망의 체증을 해결하기 위한 최적 제어기 설계)

  • Jung Woo-Chae;Kim Young-Joong;Lim Myo-Taeg
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.54 no.6
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    • pp.359-365
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    • 2005
  • This paper presents an reduced-order near-optimal controller for the congestion control of Available Bit Rate (ABR) service in Asynchronous Transfer Mode (ATM) networks. We introduce the model, of a class of ABR traffic, that can be controlled using a Explicit Rate feedback for congestion control in ATM networks. Since there are great computational complexities in the class of optimal control problem for the ABR model, the near-optimal controller via reduced-order technique is applied to this model. It is implemented by the help of weakly coupling and singular perturbation theory, and we use bilinear transformation because of its computational convenience. Since the bilinear transformation can convert discrete Riccati equation into continuous Riccati equation, the design problems of optimal congestion control can be reduced. Using weakly coupling and singular perturbation theory, the computation time of Riccati equations can be saved, moreover the real-time congestion control for ATM networks can be possible.

SINGULAR PERTURBATIONS AND SMALL DELAYS THROUGH LIOUVILLE'S GREEN TRANSFORMATION

  • DANY JOY;DINESH KUMAR S
    • Journal of applied mathematics & informatics
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    • v.42 no.5
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    • pp.1211-1225
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    • 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.

AN INITIAL VALUE TECHNIQUE FOR SINGULARLY PERTURBED DIFFERENTIAL-DIFFERENCE EQUATIONS WITH A SMALL NEGATIVE SHIFT

  • Rao, R. Nageshwar;Chakravarthy, P. Pramod
    • Journal of applied mathematics & informatics
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    • v.31 no.1_2
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    • pp.131-145
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    • 2013
  • In this paper, we present an initial value technique for solving singularly perturbed differential difference equations with a boundary layer at one end point. Taylor's series is used to tackle the terms containing shift provided the shift is of small order of singular perturbation parameter and obtained a singularly perturbed boundary value problem. This singularly perturbed boundary value problem is replaced by a pair of initial value problems. Classical fourth order Runge-Kutta method is used to solve these initial value problems. The effect of small shift on the boundary layer solution in both the cases, i.e., the boundary layer on the left side as well as the right side is discussed by considering numerical experiments. Several numerical examples are solved to demonstate the applicability of the method.

Observer Theory Applied to the Optimal Control of Xenon Concentration in a Nuclear Reactor (옵저버 이론의 원자로 지논 농도 최적제어에의 응용)

  • Woo, Hae-Seuk;Cho, Nam-Zin
    • Nuclear Engineering and Technology
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    • v.21 no.2
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    • pp.99-110
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    • 1989
  • The optimal control of xenon concentration in a nuclear reactor is posed as a linear quadratic regulator problem with state feedback control. Since it is not possible to measure the state variables such as xenon and iodine concentrations directly, implementation of the optimal state feedback control law requires estimation of the unmeasurable state variables. The estimation method used is based on the Luenberger observer. The set of the reactor kinetics equations is a stiff system. This singularly perturbed system arises from the interaction of slow dynamic modes (iodine and xenon concentrations) and fast dynamic modes (neutron flux, fuel and coolant temperatures). The singular perturbation technique is used to overcome this stiffness problem. The observer-based controller of the original system is effected by separate design of the observer and controller of the reduced subsystem and the fast subsystem. In particular, since in the reactor kinetics control problem analyzed in the study the fast mode dies out quickly, we need only design the observer for the reduced slow subsystem. The results of the test problems demonstrated that the state feedback control of the xenon oscillation can be accomplished efficiently and without sacrificing accuracy by using the observer combined with the singular perturbation method.

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