Asymptotic properties of solutions of parametric optimal control problems with varying index of the singular arcs

We consider a family of parametric linear-quadratic optimal control problems with terminal and control constraints. This family has the specific feature that the class of optimal controls is changed for an arbitrarily small change in the parameter. In the perturbed problem, the behavior of the corresponding trajectory on noncritical arcs of the optimal control is described by solutions of singularly perturbed boundary value problems. For the solutions of these boundary value problems, we obtain an asymptotic expansion in powers of the small parameter ?. The asymptotic formula starts from a term of the order of 1/? and contains boundary layers. This formula is used to justify the asymptotic expansion of the optimal control for a perturbed problem in the family. We suggest a simple method for constructing approximate solutions of the perturbed optimal control problems without integrating singularly perturbed systems. The results of a numerical experiment are presented.     

Pullback attractors for the non-autonomous FitzHugh–Nagumo system on unbounded domains

The existence of a pullback attractor is established for the singularly perturbed FitzHugh–Nagumo system defined on the entire space Rⁿ${\mathbb{R}}^n$ when external terms are unbounded in a phase space. The pullback asymptotic compactness of the system is proved by using uniform a priori estimates for far-field values of solutions. Although the limiting system has no global attractor, we show that the pullback attractors for the perturbed system with bounded external terms are uniformly bounded, and hence do not blow up as a small parameter approaches zero.     

On the Non-Validity of the Order Reduction Method for Singularly Perturbed Control Systems

The order reduction method for singularly perturbed optimal control systems consists of setting the small parameter equal to zero and employing the differential system thus obtained. Although in many situations this provides the correct variational limit problem, it is established in this paper that when considering systems with non-scalar fast variables, the set of systems for which the order reduction method is invalid is dense in the class of systems under consideration. This extends previous results, where only systems with linear fast variables were considered. The present result complements a result established in a joint work with Artstein, where it was established that the order reduction method is valid for singularly perturbed optimal control systems with scalar fast variable.     

Infinite horizon quadratic control of linear singularly perturbed systems with small state delays: an asymptotic solution of Riccati-type equations

Email: valery{at}techunix.technion.ac.il Received on January 31, 2006; Accepted on October 5, 2006 An infinite horizon linear-quadratic optimal control problemfor a singularly perturbed system with multiple point-wise anddistributed small delays in the state variable is considered.The set of Riccati-type equations, associated with this problemby the control optimality conditions, is studied. Since thesystem in the control problem is singularly perturbed, the equationsof this set are also perturbed by a small parameter of the singularperturbations. The zero-order asymptotic solution to this setof equations is constructed and justified. Based on this asymptoticsolution, parameter-free sufficient conditions for the existenceand uniqueness of solution to the original optimal control problemare established.     

L 1 andL ∞ Uniform convergence of a difference scheme for a semilinear singular perturbation problem

Summary A nonlinear difference scheme is given for solving a semilinear singularly perturbed two-point boundary value problem. Without any restriction on turning points, the solution of the scheme is shown to be first order accurate in the discreteL ¹ norm, uniformly in the perturbation parameter. When turning points are excluded, the scheme is first order accurate in the discreteL norm, uniformly in the perturbation parameter.Partly supported by the Arts Faculty Research Fund of University College, Cork     

Tension spline collocation methods for singularly perturbed Volterra integro-differential and Volterra integral equations

We consider the numerical discretization of singularly perturbed Volterra integro-differential equations (VIDE)

(*)

and Volterra integral equations (VIE)

(**)

by tension spline collocation methods in certain tension spline spaces, where is a small parameter satisfying 0<1, and q₁, q₂, g and K are functions sufficiently smooth on their domains to ensure that Eqs. (*) and (**) posses a unique solution.We give an analysis of the global convergence properties of a new tension spline collocation solution for 0<1 for singularly perturbed VIDE and VIE; thus, extending the existing theory for =1 to the singularly perturbed case.     

A Method to Study the Cauchy Problem for a Singularly Perturbed Homogeneous Linear Differential Equation of Arbitrary Order

We construct a sequence converging to the solution to the Cauchy problem for a singularly perturbed linear homogeneous differential equation of any order. This sequence is asymptotic in the following sense: the distance (with respect to the norm of the space of continuous functions) between its nth element and the solution to the problem is proportional to the (n + 1)th power of the perturbation parameter.     

Grid approximation of singularly perturbed parabolic equations with piecewise continuous initial-boundary conditions

The Dirichlet problem is considered for a singularly perturbed parabolic reaction-diffusion equation with piecewise continuous initial-boundary conditions in a rectangular domain. The highest derivative in the equation is multiplied by a parameter ? ², ? ε (0, 1]. For small values of the parameter ?, in a neighborhood of the lateral part of the boundary and in a neighborhood of the characteristic of the limit equation passing through the point of discontinuity of the initial function, there arise a boundary layer and an interior layer (of characteristic width ?), respectively, which have bounded smoothness for fixed values of the parameter ?. Using the method of additive splitting of singularities (generated by discontinuities of the boundary function and its low-order derivatives), as well as the method of condensing grids (piecewise uniform grids condensing in a neighborhood of boundary layers), we construct and investigate special difference schemes that converge ?-uniformly with the second order of accuracy in x and the first order of accuracy in t, up to logarithmic factors.     

Finite-element methods for singularly perturbed high-order elliptic two-point boundary value problems. I: reaction-diffusion-type problems

We consider singularly perturbed high-order elliptic two-pointboundary value problems of reaction-diffusion type. It is shownthat, on an equidistant mesh, polynomial schemes cannot achievea high order of convergence that is uniform in the perturbationparameter. Piecewise polynomial Galerkin finite-element methodsare then constructed on a Shishkin mesh. Almost optimal convergenceresults, which are uniform in the perturbation parameter, areobtained in various norms. Numerical results are presented fora fourth-order problem. e-mail address: stynes{at}bureau.ucc.ie.     

Coercive singular perturbations II: Reduction and convergence

An algebra of pseudodifferential singular perturbations is introduced. It provides a constructive machinery in order to reduce an elliptic singularly perturbed operator (in $\text{R}$ⁿ or on a smooth manifold without border) to a regular perturbation. The technique developed is applied to some singularly perturbed boundary value problems as well. Special attention is given to a singular perturbation appearing in the linear theory of thin elastic plates. A Wiener-Hopf-type operator containing the small parameter reduces this singular perturbation to a regular one. It also gives rise to a natural recurrence process for the construction of high-order asymptotic formulae for the solution of the perturbed problem. The method presented can be extended to the general coercive singular perturbations.     

Rigidity and gamma convergence for solid‐solid phase transitions with SO(2) invariance

The singularly perturbed two‐well problem in the theory of solid‐solid phase transitions takes the form where u : Ω ? ?ⁿ → ?ⁿ is the deformation, and W vanishes for all matrices in K = SO(n)A ∪ SO(n)B. We focus on the case n = 2 and derive, by means of Gamma convergence, a sharp‐interface limit for I_ε. The proof is based on a rigidity estimate for low‐energy functions. Our rigidity argument also gives an optimal two‐well Liouville estimate: if ?u has a small BV norm (compared to the diameter of the domain), then, in the L¹ sense, either the distance of ?u from SO(2)A or the one from SO(2)B is controlled by the distance of ?u from K. This implies that the oscillation of ?u in weak L¹ is controlled by the L¹ norm of the distance of ?u to K. © 2006 Wiley Periodicals, Inc.     

Life on the Edge of Chaos

In this article we consider singularly perturbed systems of ordinary differential equations having one swift and one n (n 3) slow variable. Conditions for the existence of attractors of hard turbulence type and of on-off intermittency are formulated. It is shown that any finite-dimensional system with chaos can be complemented so that it will have one dimension more and hard turbulence will arise. In other words, we propose one possible way of taking into account rare catastrophic events in systems with complicated behavior.     

Perturbation bounds in connection with singular value decomposition

LetA be anm ×n-matrix which is slightly perturbed. In this paper we will derive an estimate of how much the invariant subspaces ofA ^H A andAA ^H will then be affected. These bounds have the sin theorem for Hermitian linear operators in Davis and Kahan [1] as a special case. They are applicable to computational solution of overdetermined systems of linear equations and especially cover the rank deficient case when the matrix is replaced by one of lower rank.     

On One Method for Studying the Cauchy Problem for a Singularly Perturbed Nonlinear First-Order Differential Operator

A sequence that converges to the solution of the Cauchy problem for a singularly perturbed nonlinear first-order differential operator has been constructed. The sequence is asymptotic in the sense that any deviation (in the norm of the space of continuous functions) of its nth element from the problem solution is proportional to the (n + 1)th power of the perturbation parameter. The possibility has been shown for applying the sequence to validating an asymptotics obtained with the method of boundary functions.     

Singularly perturbed Neumann problem for fractional Schrdinger equations

This paper is concerned with a Neumann type problem for singularly perturbed fractional nonlinear Schrdinger equations with subcritical exponent. For some smooth bounded domain ?  R~n, our boundary condition is given by∫_?u(x)-u(y)/|x-y|~(n+2s)dy = 0 for x ∈ R~n\?.We establish existence of non-negative small energy solutions, and also investigate the integrability of the solutions on Rn.     

Finite element analysis of exponentially fitted Lumped schemes for time-dependent convection-diffusion problems

Summary In the paper we consider a singularly perturbed linear parabolic initialboundary value problem in one space variable. Two exponential fitted schemes are derived for the problem using Petrov-Galerkin finite element methods with various choices of trial and test spaces. On rectangular meshes which are either arbitrary or slightly restricted, we derive global energy norm andL ² norm and localL error bounds which are uniform in the diffusion parameter. Numerical results are also persented.     

Boundary layer preconditioners for finite-element discretizations of singularly perturbed reaction-diffusion problems

We consider the iterative solution of linear systems of equations arising from the discretization of singularly perturbed reaction-diffusion differential equations by finite-element methods on boundary-fitted meshes. The equations feature a perturbation parameter, which may be arbitrarily small, and correspondingly, their solutions feature layers: regions where the solution changes rapidly. Therefore, numerical solutions are computed on specially designed, highly anisotropic layer-adapted meshes. Usually, the resulting linear systems are ill-conditioned, and so, careful design of suitable preconditioners is necessary in order to solve them in a way that is robust, with respect to the perturbation parameter, and efficient. We propose a boundary layer preconditioner, in the style of that introduced by MacLachlan and Madden for a finite-difference method (MacLachlan and Madden, SIAM J. Sci. Comput. 35(5), A2225–A2254 2013). We prove the optimality of this preconditioner and establish a suitable stopping criterion for one-dimensional problems. Numerical results are presented which demonstrate that the ideas extend to problems in two dimensions.     

Superconvergence of conforming finite element for fourth‐order singularly perturbed problems of reaction diffusion type in 1D

We consider conforming finite element approximation of fourth‐order singularly perturbed problems of reaction diffusion type. We prove superconvergence of standard C¹ finite element method of degree p on a modified Shishkin mesh. In particular, a superconvergence error bound of in a discrete energy norm is established. The error bound is uniformly valid with respect to the singular perturbation parameter ?. Numerical tests indicate that the error estimate is sharp. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 550–566, 2014     

Difference scheme for an initial–boundary value problem for a singularly perturbed transport equation

An initial–boundary value problem for a singularly perturbed transport equation with a perturbation parameter ε multiplying the spatial derivative is considered on the set ? = G ∪ S, where ? = D? × [0 ≤ t ≤ T], D? = {0 ≤ x ≤ d}, S = S ^l ∪ S, and S ^l and S₀ are the lateral and lower boundaries. The parameter ε takes arbitrary values from the half-open interval (0,1]. In contrast to the well-known problem for the regular transport equation, for small values of ε, this problem involves a boundary layer of width O(ε) appearing in the neighborhood of S ^l ; in the layer, the solution of the problem varies by a finite value. For this singularly perturbed problem, the solution of a standard difference scheme on a uniform grid does not converge ε-uniformly in the maximum norm. Convergence occurs only if h=dN^-1 ? ε and N₀^-1 ? 1, where N and N₀ are the numbers of grid intervals in x and t, respectively, and h is the mesh size in x. The solution of the considered problem is decomposed into the sum of regular and singular components. With the behavior of the singular component taken into account, a special difference scheme is constructed on a Shishkin mesh, i.e., on a mesh that is piecewise uniform in x and uniform in t. On such a grid, a monotone difference scheme for the initial–boundary value problem for the singularly perturbed transport equation converges ε-uniformly in the maximum norm at an ?(N^?1 + N₀^?1) rate.     

Nonasymptotic approach to Bayesian semiparametric inference

The classical semiparametric Bernstein–von Mises (BvM) results is reconsidered in a non-classical setup allowing finite samples and model misspecication. We obtain an upper bound on the error of Gaussian approximation of the posterior distribution for the target parameter which is explicit in the dimension of the target parameter and in the dimension of sieve approximation of the nuisance parameter. This helps to identify the so called critical dimension p_n of the sieve approximation of the full parameter for which the BvM result is applicable. If the bias induced by sieve approximation is small and dimension of sieve approximation is smaller then critical dimension than the BvM result is valid. In the important i.i.d. and regression cases, we show that the condition “p_n²q/n is small”, where q is the dimension of the target parameter and n is the sample size, leads to the BvM result under general assumptions on the model.