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Asymptotic Properties of Solutions of Parabolic Equations Arising from Transient Diffusions
Authors:A.?M.?Il'in  author-information"  >  author-information__contact u-icon-before"  >  mailto:iam@imm.uran.ru"   title="  iam@imm.uran.ru"   itemprop="  email"   data-track="  click"   data-track-action="  Email author"   data-track-label="  "  >Email author,R.?Z.?Khasminskii,G.?Yin
Affiliation:(1) Institute of Mathematics and Mechanics of Russian Academy Ural Branch, Ekaterinburg, Russia (E-mail: iam@imm.uran.ru), RU;(2) Department of Mathematics, Wayne State University, Detroit, MI 48202 (E-mail: rafail@math.wayne.edu), US;(3) Department of Mathematics, Wayne State University, Detroit, MI 48202 (E-mail: gyin@math.wayne.edu), US
Abstract:This work is concerned with asymptotic properties of a class of parabolic systems arising from singularly perturbed diffusions. The underlying system has a fast varying component and a slowly changing component. One of the distinct features is that the fast varying diffusion is transient. Under such a setup, this paper presents an asymptotic analysis of the solutions of such parabolic equations. Asymptotic expansions of functional satisfying the parabolic system are obtained. Error bounds are derived.
Keywords:Singular perturbation   diffusion   backward operator   asymptotic expansion
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