Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 12 of 12 for “"Singular perturbations"”.
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Nonexplicit Singular Perturbations and Interconnected Systems
Singular perturbations have been shown to be an effective tool in the analysis and design of systems with "slow" and "fast" dynamics. However, the use of this tool is often inhibited by the fact that when physical quantities are selected as state variables the model fails to be in the standard …
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Singular Perturbations on Non-Smooth Boundary Problems in Finance
… in the context of stochastic volatility models. Singular perturbations are used mainly. A singular-regular perturbation is applied on Asian option problems. Epsilon-Martingale decompositions are employed to the pricing and hedging of volatility contracts. Firstly, we begin by presenting some …
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Singular Perturbations of a Class of Two Point Boundary Value Problems Arising in Optimal Control
Made available in DSpace on 2014-12-11T18:23:38Z (GMT). No. of bitstreams: 1 7114774.pdf: 1709549 bytes, checksum: 2bf8d6ba7c339333fa46ac10a76cfa8b (MD5) Previous issue date: 1970
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Model simplification and robust control in deterministic and stochastic systems using singular perturbation methods
… and stochastic systems) is the use of ""singular perturbations,"" either as a modeling tool or as a computational tool. The reason for adopting the singular perturbations framework is threefold. First, we must study robustness with respect to fast unmodeled dynamics of different control …
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Stochastic Averaging Correctors for a Noisy Hamiltonian System With Discontinuous Statistics
… Following Sowers, we center our efforts on a singular perturbations problem in a boundary layer near the homoclinic orbit. At the heart of this analysis is the solution of a set of heat equations, coupled through their boundary data. We identify the glueing conditions, which are sufficient …
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Cruise-dash optimization applied to an air-breathing missile
The method of singular perturbations is applied to the determination of the optimal range-fuel-time trajectory for an air-breathing missile. This method is shown to lead to the reduced-order "cruise-dash" model, and this model is used in the optimization study. Earlier work in this area is extended …
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Multimodel Design of Large Scale Systems With Multiple Decision Makers
… Firstly, within the framework of multiparameter singular perturbations, we demonstrate the well-posedness of an a-priori selected multimodeling scheme, for a class of Nash and team problems. This establishes, in some sense, the "robustness" of this multimodeling scheme to a class of solution …
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Decomposition of Time Scales in Linear Systems and Markovian Decision Processes
… in large scale systems has motivated the use of singular perturbations as a means of obtaining reduced order models for analysis and control law design. In this thesis we establish how systems having this "two-time-scale" property can use singular perturbation modeling to make this property …
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Adaptive Control of Nonaffine Systems with Applications to Flight Control
… the assumptions of Tikhonov's theorem from singular perturbations theory. Simulations illustrate the theoretical findings.
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Energy management of three-dimensional minimum-time intercept
… scheme has roots in two well-known techniques: singular perturbations and neighboring-optimal guidance. Use of singular-perturbation ideas is made in terms of the assumed trajectory-family structure. A heading/energy family of prestored point-mass-model state-Euler solutions is used as the …
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Robust computational methods for two-parameter singular perturbation problems
This thesis is concerned with singularly perturbed two-parameter problems. We study a tted nite difference method as applied on two different meshes namely a piecewise mesh (of Shishkin type) and a graded mesh (of Bakhvalov type) as well as a tted operator nite di erence method. We notice that …
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Fitted numerical methods for delay differential equations arising in biology
Fitted Numerical Methods for Delay Di erential Equations Arising in Biology E.B.M. Bashier PhD thesis, Department of Mathematics and Applied Mathematics,Faculty of Natural Sciences, University of the Western Cape. This thesis deals with the design and analysis of tted numerical methods for some …